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Sample average approximation of CVaR-based hedging problem with a deep-learning solution
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
作者:
Peng, Cheng
;
Li, Shuang
;
Zhao, Yanlong
;
Bao, Ying
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浏览/下载:84/0
  |  
提交时间:2021/04/26
Conditional Value-at-Risk
Hedging strategies
Deep learning
Theoretical guarantee
Sample average approximation
Uniform convergence
Uniform Value for Some Nonexpansive Optimal Control Problems With General Evaluations
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 6
作者:
Li, Xiaoxi
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浏览/下载:2/0
  |  
提交时间:2019/12/05
General evaluation
long-run average cost
nonexpansive
optimal control
robust control
uniform value
Generation of Non-Uniform Fringes Pattern for Optical 3D Measurement
期刊论文
Hsi-An Chiao Tung Ta Hsueh/Journal of Xi'an Jiaotong University, 2017, 卷号: 51, 页码: 12-18
作者:
Han, Jiangtao
;
Zhang, Yingjie
;
Li, Chenghui
;
Zhang, Jiarui
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浏览/下载:2/0
  |  
提交时间:2019/11/26
Local deformations
Measurement accuracy
Measurement data
Non-uniform
Optical 3D-measurement
Projected fringe technique
Reasonable value
Uniform fringes
The Reversal of SF6/N-2 Gas Mixtures Polarity Effect Under Lightning Impulse
会议论文
作者:
Guo, Can
;
Li, Zhibing
;
Zhang, Qiaogen
;
Wen, Tao
;
You, Haoyang
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浏览/下载:1/0
  |  
提交时间:2019/12/02
SF6/N-2 gas mixtures
lightning impulse
polarity effect
slightly non-uniform electric field
critical value
Bifurcation and stability of solutions to a logistic equation with harvesting
期刊论文
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2015, 卷号: 38, 期号: [db:dc_citation_issue], 页码: 1623-1630
作者:
Chen, Hongbin
;
Xing, Hui
;
He, Xibing
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浏览/下载:6/0
  |  
提交时间:2019/12/02
uniform anti-maximum principle
logistic equation
Neumann boundary value conditions
harvesting
Heat transfer and friction characteristics of rotor-assembled strand heat exchanger studied by uniform design experiment
期刊论文
ADVANCES IN MECHANICAL ENGINEERING, 2015, 卷号: 7, 期号: 10, 页码: 1-8
作者:
Yan Wei
;
Wei Hongling
;
Fei Hongqing
;
Li Guoxiang
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  |  
浏览/下载:4/0
  |  
提交时间:2019/12/17
Uniform distribution and experimental design
rotor-assembled strand
heat transfer enhancement
PEC value
heat exchanger
On initial data problem for a periodic 2-component mu-b system
期刊论文
JOURNAL OF APPLIED MATHEMATICS AND COMPUTING, 2015, 卷号: 48, 期号: 1-2, 页码: 553-571
作者:
Wang, Xiaohuan[1]
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浏览/下载:4/0
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提交时间:2019/12/23
Non-uniform dependence
mu-Hunter-Saxton system
Energy estimates
Initial value problem
mu-b system
Characteristics of GPS positioning error with non-uniform pseudorange error
期刊论文
GPS SOLUTIONS, 2014, 卷号: 18, 期号: 4, 页码: 615-623
作者:
Fan, Jiangtao
;
Ma, Guanyi
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浏览/下载:16/0
  |  
提交时间:2016/11/28
Non-uniform pseudorange error
GPS random positioning error
Singular value decomposition
Eigenvalue
Existence of Asymptotic Values for Nonexpansive Stochastic Control Systems
期刊论文
APPLIED MATHEMATICS AND OPTIMIZATION, 2014, 卷号: 70, 期号: 1, 页码: 1-28
作者:
Buckdahn, Rainer
;
Goreac, Dan
;
Quincampoix, Marc
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浏览/下载:8/0
  |  
提交时间:2019/12/17
Stochastic control
Asymptotic value function
Uniform Abel-Tauberian
theorems
Occupation measures
On the Cauchy problem for a two-component b-family system
期刊论文
NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2014, 卷号: 111, 页码: 1-14
作者:
Lv, Guangying[1]
;
Wang, Xiaohuan[2]
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  |  
浏览/下载:2/0
  |  
提交时间:2019/12/23
Non-uniform dependence
Camassa-Holm system
Energy estimates
Initial value problem
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