Zobrazeno 1 - 10 of 52 pro vyhledávání: '"Dan Goreac"'
1
Akademický článek
An Age of Infection Kernel, an R Formula, and Further Results for Arino–Brauer A, B Matrix Epidemic Models with Varying Populations, Waning Immunity, and Disease and Vaccination Fatalities
Autor: Florin Avram, Rim Adenane, Lasko Basnarkov, Gianluca Bianchin, Dan Goreac, Andrei Halanay
Publikováno v: Mathematics, Vol 11, Iss 6, p 1307 (2023)
In this work, we first introduce a class of deterministic epidemic models with varying populations inspired by Arino et al. (2007), the parameterization of two matrices, demography, the waning of immunity, and vaccination parameters. Similar models h
Externí odkaz: https://doaj.org/article/b0c8ca54d47549079afadc6b5ceb8cb9
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2
Akademický článek
Equity Cost Induced Dichotomy for Optimal Dividends with Capital Injections in the Cramér-Lundberg Model
Autor: Florin Avram, Dan Goreac, Juan Li, Xiaochi Wu
Publikováno v: Mathematics, Vol 9, Iss 9, p 931 (2021)
We investigate a control problem leading to the optimal payment of dividends in a Cramér-Lundberg-type insurance model in which capital injections incur proportional cost, and may be used or not, the latter resulting in bankruptcy. For general claim
Externí odkaz: https://doaj.org/article/413ea6e8e00a47a2bcd01454cc9b728c
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3
State-constrained porous media control systems with application to stabilization
Autor: Ioana Ciotir, Dan Goreac, Ionuţ Munteanu
Publikováno v: Journal of Evolution Equations. 23
We aim at providing a characterization of the ability to maintain a stochastic coupled system with porous media components in a prescribed set of constraints by using internal controls. This property is proven via a quasi-tangency local-in-time condi
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0f4f6ef26961be53ff43913cf4ba50b2
https://doi.org/10.1007/s00028-023-00874-2
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4
Optimizing Dividends and Capital Injections Limited by Bankruptcy, and Practical Approximations for the Cramér-Lundberg Process
Autor: Florin Avram, Dan Goreac, Rim Adenane, Ulyses Solon
Publikováno v: Methodology and Computing in Applied Probability. 24:2339-2371
The recent papers Gajek-Kucinsky(2017) and Avram-Goreac-Li-Wu(2020) investigated the control problem of optimizing dividends when limiting capital injections stopped upon bankruptcy. The first paper works under the spectrally negative L��vy model
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3a8399edae3c597c4ecb2b10ff83c7f3
https://doi.org/10.1007/s11009-021-09916-z
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6
Reflected dynamics: Viscosity analysis for L∞ cost, relaxation and abstract dynamic programming
Autor: Oana Silvia Serea, Hadjer Hechaichi, Dan Goreac
Publikováno v: Journal of Differential Equations. 290:78-115
We study an optimal control problem consisting in minimizing the L ∞ norm of a Borel measurable cost function, in finite time, and over all trajectories associated with a controlled dynamics which is reflected in a compact prox-regular set. The fir
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::3a2fee6836a460ea94e6837ed7b466ed
https://doi.org/10.1016/j.jde.2021.04.024
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8
Linearisation Techniques and the Dual Algorithm for a Class of Mixed Singular/Continuous Control Problems in Reinsurance. Part I: Theoretical Aspects
Autor: Dan GOREAC, Juan LI, Boxiang XU
Publikováno v: Applied Mathematics and Computation
Applied Mathematics and Computation, Elsevier, 2022, 431, pp.127321. ⟨10.1016/j.amc.2022.127321⟩
International audience; This paper focuses on linearisation techniques for a class of mixed singular/continuous control problems and ensuing algorithms. The motivation comes from (re)insurance problems with reserve-dependent premiums with Cramér-Lun
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c8934154a444140dc9a5cd4f29fc91b0
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9
A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative markov processes, until a generalized draw-down time
Autor: Dan Goreac, Florin Avram
Publikováno v: Scandinavian Actuarial Journal
Scandinavian Actuarial Journal, Taylor & Francis (Routledge), 2019, 9 (799-823)
The first motivation of our paper is to explore further the idea that, in risk control problems, it may be profitable to base decisions both on the position of the underlying process Xt and on its supremum Xt := sup 0$\le$s$\le$t Xs. Strongly connect
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::00f7891f4640f39df9f6a6479e46744a
https://doi.org/10.1080/03461238.2019.1622592
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10
Border Avoidance: Necessary Regularity for Coefficients and Viscosity Approach
Autor: Dan Goreac
Publikováno v: SIAM Journal on Control and Optimization
SIAM Journal on Control and Optimization, Society for Industrial and Applied Mathematics, 2019, 57 (6), pp.4175-4204. ⟨10.1137/18M1220108⟩
International audience; Motivated by the result of invariance of regular-boundary open sets in \cite{CannarsaDaPratoFrankowska2009} and multi-stability issues in gene networks, our paper focuses on three closely related aims. First, we give a necessa
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::480eb4e401125cc3401dd1c34f0e6df6
https://doi.org/10.1137/18m1220108
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