نتایج جستجو برای: optimality theory

تعداد نتایج: 797555  

Journal: :Arab World English Journal for Translation & Literary Studies 2021

This paper investigates the Qur’ānic conditionally pharyngealized sounds which are /rʕ/, /l/, and /a:/. The /rʕ/ sound undergoes a depharyngealization process. /l/ in word Allah, on other hand, exhibits pharyngealization, as does /a:/ sound. Hence, study aims to provide thorough examination of these phonological processes within Optimality Theory framework. also attempts answer following questi...

Journal: :Bulletin of the Australian Mathematical Society 1977

Journal: :international journal of business and development studies 0

economists were interested in economic stabilization policies as early as the 1930’s but the formal applications of stability theory from the classical control theory to economic analysis appeared in the early 1950’s when a number of control engineers actively collaborated with economists on economic stability and feedback mechanisms. the theory of optimal control resulting from the contributio...

Journal: :IEEE Trans. Automat. Contr. 2008
Xi-Ren Cao Junyu Zhang

The paper proposes a new approach to the theory of Markov decision processes (MDPs) with average performance criteria and finite state and action spaces. Using the average performance and bias difference formulas derived in this paper, we develop an optimization theory for average performance (or gain) optimality, bias optimality, and all the high-order bias optimality, in a unified way. The ap...

2018
Christian J. Feldbacher-Escamilla Gerhard Schurz

In this paper we combine the theory of probability aggregation with results of machine learning theory concerning the optimality of predictions under expert advice. In probability aggregation theory several characterisation results for linear aggregation exist. However, in linear aggregation weights are not fixed, but free parameters. We show how fixing such weights by successbased scores allow...

2004
Mingxin Xu Ximei Wu

Option pricing and hedging in a complete market are well-studied with nice results using martingale theories. However, they remain as open questions in incomplete markets. In particular, when the underlying processes involve jumps, there could be infinitely many martingale measures which give an interval of no-arbitrage prices instead of a unique one. Consequently, there is no martingale repres...

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