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...
With the increasing power of institutional investors, in order to compete for more investment agency business, the competition among institutional investors has become increasingly fierce. This paper studies a non-zero-sum game between two competing...
The rapid growth of the sharing economy has improved resource utilization in car-sharing, yet it has also sharpened market competition and diversified user demand. A persistent obstacle is the low coordination efficiency between asset-heavy operating...
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...
This paper investigates the optimal investment and reinsurance problem for insurers in a financial market with contagion risk. The prices of risky assets are assumed to follow a jump–diffusion model, where the jump component is driven by a mult...
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...
The European Environment Agency believes that circular economy strategies could substantially contribute to CO2 emissions reduction. Therefore, it is necessary that the agro-industrial sector identifies sustainable technologies for side-stream manage...
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...
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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...
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...
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...
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...
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...
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...
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...
Accurate brain tumor segmentation from magnetic resonance imaging (MRI) is essential for computer-assisted diagnosis, treatment planning, and disease monitoring. However, brain tumors usually exhibit irregular, heterogeneous, and multi-scale spatial...
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...
In the parallel operation of islanded microgrids, line impedance mismatches and random load fluctuations, along with the dynamic response lag and difficulty in multidimensional parameter tuning of traditional control strategies, lead to power sharing...
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...
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...
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....
Introduction: Stroke remains a leading cause of mortality and long-term disability worldwide. Coordinated care delivered through protocol-driven multidisciplinary teams enables rapid diagnosis and treatment, both of which are essential for improving...
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...
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...
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...
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)....
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...
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...
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...
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...
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,...
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...
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