Zobrazeno 1 - 10
of 32
pro vyhledávání: '"José Daniel López Barrientos"'
Autor:
Beatris Adriana Escobedo-Trujillo, José Daniel López-Barrientos, Dario Colorado-Garrido, Francisco Alejandro Alaffita-Hernández
Publikováno v:
Results in Control and Optimization, Vol 14, Iss , Pp 100354- (2024)
The purpose of this paper is to extend the variance optimality criterion to the settings of constrained and unconstrained two-person stochastic differential games. We give conditions that ensure the existence of Nash equilibria with minimal variance.
Externí odkaz:
https://doaj.org/article/9467bf08a99744fc9fa303ca4f7aac60
Autor:
Beatris Adriana Escobedo-Trujillo, José Daniel López-Barrientos, Javier Garrido, Darío Colorado-Garrido, José Vidal Herrera-Romero
Publikováno v:
Results in Control and Optimization, Vol 12, Iss , Pp 100288- (2023)
The main objective of this work is to give conditions for the existence of Nash equilibria for a nonzero-sum constrained stochastic differential game with additive structure and Markovian switchings. In this type of game, each player is interested on
Externí odkaz:
https://doaj.org/article/09da0f49fd7844a28e0bc44edb774e28
Autor:
Beatris Adriana Escobedo-Trujillo, José Daniel López-Barrientos, Carmen Geraldi Higuera-Chan, Francisco Alejandro Alaffita-Hernández
Publikováno v:
Mathematics, Vol 11, Iss 4, p 923 (2023)
In this paper, we study a constrained optimal control on pollution accumulation where the dynamic system was governed by a diffusion process that depends on unknown parameters, which need to be estimated. As the true values are unknown, we intended t
Externí odkaz:
https://doaj.org/article/215ee83999ea4425bef4c21c552dad5d
Autor:
Beatris Adriana Escobedo-Trujillo, José Daniel López-Barrientos, Carmen Geraldi Higuera-Chan, Francisco Alejandro Alaffita-Hernández
Publikováno v:
Mathematics, Vol 11, Iss 4, p 1045 (2023)
This piece is a follow-up of the research started by the authors on the constrained optimal control problem applied to pollution accumulation. We consider a dynamic system governed by a diffusion process with multiple modes that depends on an unknown
Externí odkaz:
https://doaj.org/article/3815f62d615b441595fc357a309a988a
Autor:
José Daniel López-Barrientos, Damián Alejandro Zayat-Niño, Eric Xavier Hernández-Prado, Yolanda Estudillo-Bravo
Publikováno v:
Mathematics, Vol 10, Iss 23, p 4587 (2022)
This is a work about football. In it, we depart from two well-known approaches to forecast the outcome of a football match (or even a full tournament) and take advantage of their strengths to develop a new method of prediction. We illustrate the Él
Externí odkaz:
https://doaj.org/article/6a9426b02411455b94ad3d87e2f8dee9
Publikováno v:
Mathematics, Vol 10, Iss 13, p 2242 (2022)
This work uses classic stochastic dynamic programming techniques to determine the equivalence premium that each of two extraction agents of a non-renewable natural resource must pay to an insurer to cover the risk that the extraction pore explodes. W
Externí odkaz:
https://doaj.org/article/61398bb8e1aa448fb2f2d4ab9b3fc122
Publikováno v:
Cybernetics and Systems. :1-26
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d509d6d94b31e43baf6044a81a487b61
https://doi.org/10.1080/01969722.2023.2175492
https://doi.org/10.1080/01969722.2023.2175492
Publikováno v:
Teaching Statistics. 45:36-44
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::94bb52f30ca849098f095162697460cd
https://doi.org/10.1111/test.12321
https://doi.org/10.1111/test.12321
Publikováno v:
Mathematics, Vol 9, Iss 13, p 1466 (2021)
This work presents a study of a finite-time horizon stochastic control problem with restrictions on both the reward and the cost functions. To this end, it uses standard dynamic programming techniques, and an extension of the classic Lagrange multipl
Externí odkaz:
https://doaj.org/article/676cd96f52d24e17a005fc5e0c8fbc55
Autor:
José Daniel López-Barrientos, Ekaterina Viktorovna Gromova, Ekaterina Sergeevna Miroshnichenko
Publikováno v:
Mathematics, Vol 8, Iss 7, p 1081 (2020)
This work presents a two-player extraction game where the random terminal times follow (different) heavy-tailed distributions which are not necessarily compactly supported. Besides, we delve into the implications of working with logarithmic utility/t
Externí odkaz:
https://doaj.org/article/25448dc1bb294de3aa43c5fcc4a04f31