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This paper investigates the problem of maximizing expected terminal utility in a discrete-time financial market model with a finite horizon under non-dominated model uncertainty. We use a dynamic programming framework together with…

Mathematical Finance · Quantitative Finance 2017-10-03 Laurence Carassus , Romain Blanchard

In evolution theory the concept of a fitness landscape has played an important role, evolution itself being portrayed as a hill-climbing process on a rugged landscape. In this article it is shown that in general, in the presence of other…

Adaptation and Self-Organizing Systems · Physics 2016-11-17 C. R. Stephens

We study a class of constrained reinforcement learning (RL) problems in which multiple constraint specifications are not identified before training. It is challenging to identify appropriate constraint specifications due to the undefined…

Optimization and Control · Mathematics 2024-01-02 Dongsheng Ding , Zhengyan Huan , Alejandro Ribeiro

Coupled natural systems are generally modeled at multiple abstraction levels. Both structural scale and behavioral complexity of these models are determinants in the kinds of questions that can be posed and answered. As scale and complexity…

Computational Engineering, Finance, and Science · Computer Science 2018-07-23 Hessam S. Sarjoughian , William A. Boyd , Miguel F. Acevedo

Conceptual view of fitness and fitness measurement of strategic decisions on information systems, technological systems and innovation are becoming more important in recent years. This paper determines some dynamics of fitness landscape…

Other Statistics · Statistics 2011-07-04 H. Kemal Ilter

Managing stock efficiently remains a core issue in modern logistics, where companies must reconcile cost efficiency with dependable service despite unpredictable market conditions. Conventional models often overlook the direct connection…

Optimization and Control · Mathematics 2026-04-14 Tianxiao Sun , Noah Schwarzkopf

To model is to represent. The threshold of decidability defines two epistemological choices: one model (or a finite number of models) suffices for representing the dynamics below the undecidable; above this threshold (defined as…

Other Computer Science · Computer Science 2021-01-11 Mihai Nadin

Concerns about biodiversity and the long-term stability of forest ecosystems have lead to changing attitudes with respect to plantations. These artificial communities are ubiquitous, yet provide reduced habitat value in comparison to their…

Populations and Evolution · Quantitative Biology 2009-10-05 Tom Adams , Graeme Ackland , Glenn Marion , Colin Edwards

Random forests are among the most popular classification and regression methods used in industrial applications. To be effective, the parameters of random forests must be carefully tuned. This is usually done by choosing values that…

Machine Learning · Statistics 2018-07-03 C. H. Bryan Liu , Benjamin Paul Chamberlain , Duncan A. Little , Angelo Cardoso

Making decisions about the structure of a future military fleet is a challenging task. Several issues need to be considered such as the existence of multiple competing objectives and the complexity of the operating environment. A particular…

Neural and Evolutionary Computing · Computer Science 2009-07-06 Slawomir Wesolkowski , Michael Mazurek , James M. Whitacre , Axel Bender , Hussein Abbass

The purpose of this paper relies on the study of long term yield curves modeling. Inspired by the economic litterature, it provides a financial interpretation of the Ramsey rule that links discount rate and marginal utility of aggregate…

Computational Finance · Quantitative Finance 2014-04-08 Nicole El Karoui , Caroline Hillairet , Mohamed Mrad

Some monospecies age class models, as well as specific multi-species models (with so-called technical interactions), exhibit useful monotonicity properties. This paper deals with discrete time monotone bioeconomics dynamics in the presence…

Optimization and Control · Mathematics 2019-04-22 Michel De Lara , Pedro Gajardo , Hector Ramirez Cabrera

Ecological forecasts are model-based statements about currently unknown ecosystem states in time or space. For a model forecast to be useful to inform decision makers, model validation and verification determine adequateness. The measure of…

The long-term sustainability of research software is a critical challenge, as it usually suffers from poor maintainability, lack of adaptability, and eventual obsolescence. This paper proposes a novel approach to addressing this issue by…

Software Engineering · Computer Science 2025-09-15 Philipp Zech , Irdin Pekaric

One of the themes that have been approached more and more within the specialised literature is being represented by economic cycles. The analysis of these is very useful in the long term predictions, in finding solutions for the economic…

General Economics · Economics 2025-01-15 Cristina Tanasescu , Amelia Bucur , Camelia Oprean-Stan

Training normalizing flow generative models can be challenging due to the need to calculate computationally expensive determinants of Jacobians. This paper studies the likelihood-free training of flows and proposes the energy objective, an…

Machine Learning · Computer Science 2023-06-26 Phillip Si , Zeyi Chen , Subham Sekhar Sahoo , Yair Schiff , Volodymyr Kuleshov

The advancement of software sustainability encounters notable challenges, underscoring the necessity for understanding these challenges to facilitate significant progress and pave the way for effective solutions to advance software…

Software Engineering · Computer Science 2024-05-27 Jennifer Gross , Sofia Ouhbi

A favorable population schedule for the entire potential human family is sought, under the overlapping generations framework, by treating population (or fertility) as a planning variable in a dynamical social welfare maximization context.…

Economics · Quantitative Finance 2018-01-09 Satoshi Nakano , Kazuhiko Nishimura

We are interested in supporting software evolution caused by changing requirements and/or environmental settings. For example, users of a system may require new functionality (changing requirements), or performance enhancements to cope with…

Software Engineering · Computer Science 2016-07-05 Chi Mai Nguyen , Roberto Sebastiani , Paolo Giorgini , John Mylopoulos

Decisions on how to manage future flood risks are frequently informed by both sophisticated and computationally expensive models. This complexity often limits the representation of uncertainties and the consideration of strategies. Here, we…

Atmospheric and Oceanic Physics · Physics 2020-10-26 Robert L. Ceres , Chris E. Forest , Klaus Keller
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