Related papers: Corrigendum to "Managerial Incentive Problems: A D…
This version corrects a number of mistakes that appeared in the previous draft. In particular, the (EU-LREM) condition is sufficient for existence and uniqueness but not necessary, as we had claimed. We are grateful to P. C. B. Phillips and…
When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…
This note covers two parts. The first one provides an errata to the paper "Numerical and analytical modeling of busbar systems". We mainly give the correction for three equations affected by a typographical mistake. Despite the corrections…
This paper focuses on stochastic optimal control problems with constraints in law, which are rewritten as optimization (minimization) of probability measures problem on the canonical space. We introduce a penalized version of this type of…
We correct a mistake in the published version of our paper. Our new conclusion is that the "implied leverage effect" for single stocks is underestimated by option markets for short maturities and overestimated for long maturities, while it…
In this work, weakly corrected explicit, semi-implicit and implicit Milstein approximations are presented for the solution of nonlinear stochastic differential equations. The solution trajectories provided by the Milstein schemes are…
In previous literature, backward error analysis was used to find ordinary differential equations (ODEs) approximating the gradient descent trajectory. It was found that finite step sizes implicitly regularize solutions because terms…
The paper of Unal [J. Math. Phys. 59, 062104 (2018)], though worthy of attention, contains a conclusion that is in error and may mislead the efforts to extend his results. The aim of the present note is twofold: we provide a correction to…
We fix a gap in the proof of a result in our earlier paper arXiv:1908.09548
This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…
In this paper, we consider the gradual-impulse control problem of continuous-time Markov decision processes, where the system performance is measured by the expectation of the exponential utility of the total cost. We prove, under very…
In the note two errors in Low and Lapsley's article "Optimization Flow Control, I: Basic Algorithm and Convergence", "IEEE/ACM Transactions on Networking", 7(6), pp. 861-874, 1999, are shown. Because of these errors the proofs of both…
Two typos in the published paper are pointed out. Both are just typos and the calculations in that paper are based on the correct formulism.
We make remarks on Fern\'{a}ndez Guasti's paper [{\it J. Phys. A: Math. Gen.} 39 (2006) 11825-11832] by pointing out some mistakes Fern\'{a}ndez Guasti derived therein.
This paper has been withdrawn by the author, since one of the key results duplicates existing work, as pointed out by a reader. I am currently revising the manuscript.
A significant mathematical error is identified and corrected in a recent highly-cited paper on oscillatory flows of second-grade fluids [Fetecau & Fetecau (2005). Int. J. Eng. Sci., 43, 781--789]. The corrected solutions are shown to agree…
Correction for Error estimates for binomial approximations of game options [math.PR/0607123]
On [3, p. 199] one says "We mention parenthetically that the proof of [99, Lemma 41.3] is incorrect, and we do not know whether it, [99, Theorem 41.5] and [99, Theorem 41.6] are true". The previously cited reference [99] is our reference…
We correct the second main theorem of the previous paper "A perturbation of the Dunkl harmonic oscillator on the line", by the first two authors. The corrections concern mainly certain estimates, which were also improved by adding more…
In reinforcement learning, a decision needs to be made at some point as to whether it is worthwhile to carry on with the learning process or to terminate it. In many such situations, stochastic elements are often present which govern the…