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An Efficient Gradient Projection Method for Stochastic Optimal Control Problem with Expected Integral State Constraint
期刊论文
Journal of Scientific Computing,2025, 卷号: 102, 期号: 3
作者:
Wang, Qiming
;
Liu, Wenbin
收藏
  |  
浏览/下载:53/0
  |  
提交时间:2025/03/10
Backward stochastic differential equation
Expected integral state constraint
Gradient projection method
Least square Monte Carlo
Stochastic optimal control
A novel approach for parameter estimation of mixture of two Weibull distributions in failure data modeling
期刊论文
Statistics and Computing,2024, 卷号: 34, 期号: 6
作者:
Yan, Tianyu
;
Fang, Kaitai
;
Yin, Hong
收藏
  |  
浏览/下载:38/0
  |  
提交时间:2024/12/16
Mixture of two Weibull distributions
Parameter estimation
Quantile estimation
Quasi-Monte Carlo
SNTO algorithm
Weibull probability plot
The Representative Points of Generalized Alpha Skew-t Distribution and Applications
期刊论文
Entropy,2024, 卷号: 26, 期号: 11
作者:
Zhou, Yong Feng
;
Lin, Yu Xuan
;
Fang, Kai Tai
;
Yin, Hong
收藏
  |  
浏览/下载:34/0
  |  
提交时间:2024/12/16
entropy
generalized alpha skew-t distribution
kernel density estimation
maximum likelihood estimation
moments
quasi-Monte Carlo
representative points
Inland port and waterway capacity expansion model under demand uncertainty
期刊论文
Computers and Industrial Engineering,2024, 卷号: 190
作者:
Guo, Liquan
;
Ng, Adolf K.Y.
;
Long, Jiancheng
;
Li, Xixi
收藏
  |  
浏览/下载:33/0
  |  
提交时间:2024/05/07
Capacity expansion problem
Demand uncertainty
Inland ports and waterways
Least squares Monte Carlo simulation method
Real options
Sensitivity analysis-based descent search algorithm
RHS-TRNG: A Resilient High-Speed True Random Number Generator Based on STT-MTJ Device
期刊论文
IEEE Transactions on Very Large Scale Integration (VLSI) Systems,2023, 卷号: 31, 期号: 10, 页码: 1578-1591
作者:
Fu, Siqing
;
Li, Tiejun
;
Zhang, Chunyuan
;
Li, Hanqing
;
Ma, Sheng
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  |  
浏览/下载:40/0
  |  
提交时间:2023/11/21
Circuit/system codesign
magnetic tunnel junction (MTJ)
Monte Carlo
true random number generator (TRNG)
A Review of Representative Points of Statistical Distributions and Their Applications
评论文章
2023
作者:
Fang, Kai Tai
;
Pan, Jianxin
收藏
  |  
浏览/下载:41/0
  |  
提交时间:2023/09/21
approximation distribution
mean square error
quasi-Monte Carlo
representative points
resampling
statistical distribution
statistical simulation
Three kinds of discrete approximations of statistical multivariate distributions and their applications
期刊论文
Journal of Multivariate Analysis,2022, 卷号: 188
作者:
Yang, Jun
;
He, Ping
;
Fang, Kaitai
收藏
  |  
浏览/下载:78/0
  |  
提交时间:2021/10/19
Bootstrap
k-means
Quasi-Monte Carlo method
Representative points
Resampling
Statistical simulation
Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications
期刊论文
Methodology and Computing in Applied Probability,2022, 卷号: 24, 期号: 1, 页码: 143-178
作者:
Bachouch, Achref
;
Huré, Côme
;
Langrené, Nicolas
;
Pham, Huyên
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  |  
浏览/下载:39/0
  |  
提交时间:2022/08/29
Deep learning
Monte Carlo
Performance iteration
Policy learning
Quantization
Value iteration
Robust utility maximization under model uncertainty via a penalization approach
期刊论文
Mathematics and Financial Economics,2022, 卷号: 16, 期号: 1, 页码: 51-88
作者:
Guo, Ivan
;
Langrené, Nicolas
;
Loeper, Grégoire
;
Ning, Wei
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  |  
浏览/下载:33/0
  |  
提交时间:2022/08/29
Differential games
GANs
HJBI equation
Monte Carlo
Robust portfolio optimization
Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes
期刊论文
Annals of Actuarial Science,2021, 卷号: 15, 期号: 3, 页码: 549-566
作者:
Chen, Wen
;
Koo, Bonsoo
;
Wang, Yunxiao
;
O'Hare, Colin
;
Langrené, Nicolas
收藏
  |  
浏览/下载:36/0
  |  
提交时间:2022/08/29
Age Pension
Economic scenarios generator
Monte Carlo simulation
Retirement income
Superannuation