Most of the existing literature on optimal investment-reinsurance only studies from the perspective of insurers and also treats the investment-reinsurance decision as a continuous process. However, in practice, the benefits of reinsurers cannot be ig...
This paper studies the time-consistent optimal investment and reinsurance problem for mean-variance insurers when considering both stochastic interest rate and stochastic volatility in the financial market. The insurers are allowed to transfer insura...
In this paper, we propose a generalized multiperiod mean-variance portfolio optimization based on consideration of benchmark orientation and intertemporal restrictions, in which the investors not only focus on their own performance but also tend to c...
In this work, we study the optimal investment and premium control problem with the short-selling constraint under the mean-variance criterion. The claim process is assumed to follow the non-homogeneous compound Poisson process. The insurer invests th...
The purpose of this paper is to develop formation control strategies for heterogeneous multi-intelligent-agent systems in complex environments, with the goal of enhancing their performance, reliability, and stability. Complex flight conditions, such...
In the present paper, we investigate the Merton portfolio management problem in the context of non-exponential discounting, a context that gives rise to time-inconsistency of the decision-maker. We consider equilibrium policies within the class of op...
Hydrological calibration in data-scarce catchments is challenged by non-stationary regimes, fragmented data, and systematic measurement errors. Conventional calibration approaches often assume continuous records and rely on standard performance metri...
This paper intends to provide some speculative remarks on how consistency and continuity in language use practices within and across contexts inform heritage language acquisition outcomes. We intend “consistency” as maintenance of similar patterns of...
This paper considers a mean-variance portfolio selection problem when the stock price has a 3/2 stochastic volatility in a complete market. Specifically, we assume that the stock price and the volatility are perfectly negative correlated. By applying...
This paper considers an optimal investment problem with mispricing in the family of 4/2 stochastic volatility models under mean–variance criterion. The financial market consists of a risk-free asset, a market index and a pair of mispriced stocks. By...
We develop a robust continuous time portfolio optimization framework that incorporates time-varying ESG risk through dynamically evolving drift ambiguity. Building on the equivalence between linear ESG penalties in mean-variance optimization and robu...
In our study, we investigate reinsurance issues and optimal investment related to derivatives trading for a mean-variance insurer, employing game theory. Our primary objective is to identify strategies that are time-consistent. In particular, the ins...
As the “carbon neutrality” strategy is implemented, green technology R&D, a core competitive strength for sustainable enterprise development, is an essential pathway for China’s transformation and green growth. Green technology,...
This study considers a time-consistent multi-period rolling portfolio optimization issue in the context of a fuzzy situation. Rolling optimization with a risk aversion component attempts to separate the time periods and psychological effects of one&r...
Algorithmic trading heavily relies on the optimization of rule-based strategies to maximize profitability and ensure robustness under volatile market conditions. Traditional optimization methods often face limitations when dealing with the nonlinear,...
This paper investigates the optimal private health insurance contract design problem, considering the joint interests of a policyholder and an insurer. Both the policyholder and the insurer jointly determine the premium of private health insurance. I...
Crop mapping is vital in ensuring food production security and informing governmental decision-making. The satellite-normalized difference vegetation index (NDVI) obtained during periods of vigorous crop growth is important for crop species identific...
Forming a habit of practicing mindfulness meditation around the same time of day is one strategy that may support long-term maintenance and in turn improve physical and mental health. The purpose of this study was to identify common patterns in the t...
12 June 2021
This study aimed to assess change in school-based food waste after training and implementing the Smarter Lunchrooms Movement (SLM) strategies with school food service workers. This non-controlled trial was implemented in a random sample of 15 element...
Because of the short distance between stations in urban rail transit, frequent braking of urban rail trains during operation will generate a large amount of regenerative braking energy. Urban rail trains can reduce their actual traction energy consum...
The voltage consistency of hundreds of cells in a proton exchange membrane fuel cell stack significantly influences the stack’s performance and lifetime. Using the physics-based model to estimate the cell voltage consistency is highly challengi...
We make use of data from a Facebook application where hundreds of thousands of people played a simultaneous move, zero-sum game—rock-paper-scissors—with varying information to analyze whether play in strategic settings is consistent with...
We design a mechanism of the players’ sustainable cooperation in multistage n-person game in the extensive form with chance moves. When the players agreed to cooperate in a dynamic game they have to ensure time consistency of the long-term coop...
Implementing sustainability strategies is essential for the future viability of companies. While companies have been focusing intensively on the operationalization of efficiency and consistency for quite some time, sufficiency approaches are rare. As...
This paper studies the orbital pursuit-evasion problem with imperfect information, including measurement noise and input delay. The presence of imperfect information will degrade the players’ control performance and lead to mission failure. To solve...
The time-sampling control strategy has communication discontinuities in the control of multiple AUVs (autonomous underwater vehicles). To overcome this problem, a distributed event-triggered communication mechanism is proposed to make each AUV commun...
For the problem of consistency decline during the long-term use of battery packs for high-voltage and high-power energy storage systems, a dynamic timing adjustment balancing strategy is proposed based on the charge–discharge topology. Compared...
This paper investigates the routing, modulation, and spectrum assignment (RMSA) problem for advance reservation (AR) requests in semi-filterless optical networks (semi-FONs). A link resource-aware (LRA) algorithm consisting of three parts is proposed...
The increasing environmental concerns related to aircraft carbon dioxide (CO2) emissions call for efficient fuel-saving strategies. This study proposes an alternative cruising strategy to minimize fuel consumption during the cruise flight phase by in...
Simultaneous Localization and Mapping (SLAM) is a fundamental capability in robotics and augmented reality. However, achieving accurate geometric reconstruction and consistent semantic understanding in complex environments remains challenging. Althou...
Data Grids deal with geographically-distributed large-scale data-intensive applications. Schemes scheduled for data grids attempt to not only improve data access time, but also aim to improve the ratio of data availability to a node, where the data r...
This work proposes an online task-scheduling method using mixed-integer programming for a multi-tasking problem regarding a dual-arm cooking robot in a controlled environment. Given each task’s processing time, their location in the working spa...
To address the problems of dynamic brightness imbalance in image sequences and blurred object edges in multi-temporal infrared image generation, we propose an improved multi-temporal infrared image generation model based on CLE Diffusion. First, the...
Most of the available divisible-load scheduling models assume that all servers in networked systems are idle before workloads arrive and that they can remain available online during workload computation. In fact, this assumption is not always valid....
This paper presents a solution strategy for deterministic time-optimal pursuit–evasion games with linear state constraints, convex control constraints, and linear dynamics that is consistent with linearized relative orbital motion models such a...
This paper proposes a time-varying pilot control strategy, which is suitable for asymmetric thrust flight of multi-engine aircraft caused by single engine failure. To address the critical issue of lateral imbalance caused by thrust asymmetry, pilot c...
The purpose of this study was to examine the effects of metacognitive strategies on self-regulated learning processes, focusing on the mediating effects of self-efficacy. The surveys were conducted in December 2016 (Time 1) and January 2017 (Time 2)....
Pacing strategy refers to the distribution of effort and speed throughout the race to achieve optimal performance. This study aims to understand whether the choice of pacing strategy in swimming depends on the length of competitions and how sex, age,...
In this study, we explore the dynamics of the stock market using an agent-based simulation platform. Our approach involves creating a multi-strategy market where each agent considers both fundamental and technical factors when determining their strat...
Time is crucial in the airlines industry. Among all factors contributing to an aircraft turnaround time; passenger boarding delays is the most challenging one. Airlines do not have control over the behavior of passengers; thus, focusing their effort...
Many studies deal with solution strategies in mental-rotation tests. The approaches range from global analysis, attention to object parts, holistic and piecemeal strategy to a combined strategy. Other studies do not speak of strategies, but of holist...
Investors face the challenge of how to incorporate economic and financial forecasts into their investment strategy, especially in times of financial crisis. To model this situation, we consider a financial market consisting of a risk-free asset with...
Real-time consistent plane detection (RCPD) from structured point cloud sequences facilitates various high-level computer vision and robotic tasks. However, it remains a challenge. Existing techniques for plane detection suffer from a long running ti...
This paper reframes the socio-hydrology analysis as an optimization problem. To achieve this, we first develop a valuation scheme to estimate net benefits of development in a flood plain, consisting of benefits obtained from land and housing, less th...
This study relates emotional regulation strategies with dispositional mindfulness and the mediating role of time perspective. It is based on the fact that one of the mechanisms of mindfulness consists in providing protective emotional regulation stra...
This paper focuses on the presentation of an integrated framework based on two advanced strategies, aimed at mitigating the effect of traffic congestion in terms of performance and environmental impact. In particular, the paper investigates the &ldqu...
Due to the global coverage and real-time access advantages of the Tracking and Data Relay Satellite System (TDRSS), the demonstration platform based on TDRSS can satisfy the new technology verification and demonstration needs of the space information...
It has been well established that individuals employ different decision strategies depending on the task environment, and these strategies differ in the amount of information search and time required to reach a decision. The present study developed p...
A system consisting of six SBR units was operated in parallel for three phases to investigate the impacts of salinity shock and anaerobic and aerobic starvation on the activated sludge process stability and effects of various recovery stimulation met...
Satellite clock offsets are the critical parameters for The Global Navigation Satellite Systems (GNSSs) to provide position and timing (PNT) service. Unlike other GNSSs, BDS-3 uses the two-way superimposition strategy to measure satellite clock offse...
of 74