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We study the problem of a profit maximizing electricity producer who has to pay carbon taxes and who decides on investments into technologies for the abatement of carbon emissions in an environment where carbon tax policy is random and…

Optimization and Control · Mathematics 2024-06-04 Katia Colaneri , Rüdiger Frey , Verena Köck

A unified approach to derive optimal finite differences is presented which combines three critical elements for numerical performance especially for multi-scale physical problems, namely, order of accuracy, spectral resolution and…

Computational Physics · Physics 2019-10-23 Komal Kumari , Raktim Bhattacharya , Diego A. Donzis

This paper studies the income fluctuation problem with capital income risk (i.e., dispersion in the rate of return to wealth). Wealth returns and labor earnings are allowed to be serially correlated and mutually dependent. Rewards can be…

Theoretical Economics · Economics 2018-12-05 Qingyin Ma , John Stachurski , Alexis Akira Toda

Pareto's law states that the distribution of personal income obeys a power-law in the high-income range, and has been supported by international observations. Researchers have proposed models over a century since its discovery. However, the…

Disordered Systems and Neural Networks · Physics 2009-11-07 Yoshi Fujiwara , Wataru Souma , Hideaki Aoyama , Taisei Kaizoji , Masanao Aoki

We study the optimal financing and dividend distribution problem with restricted dividend rates in a diffusion type surplus model where the drift and volatility coefficients are general functions of the level of surplus and the external…

Optimization and Control · Mathematics 2015-06-30 Jinxia Zhu , Hailiang Yang

Models that explain the economical and political realities of nowadays societies should help all the world's citizens. Yet, the last four years showed that the current models are missing. Here we develop a dynamical society-deciders model…

Physics and Society · Physics 2011-12-02 Ophir Flomenbom

Distributed learning has gained significant attention due to its advantages in scalability, privacy, and fault tolerance.In this paradigm, multiple agents collaboratively train a global model by exchanging parameters only with their…

Machine Learning · Computer Science 2026-03-31 Ziqin Chen , Yongqiang Wang

We consider a dynamic mechanism design problem where an auctioneer sells an indivisible good to groups of buyers in every round, for a total of $T$ rounds. The auctioneer aims to maximize their discounted overall revenue while adhering to a…

Computer Science and Game Theory · Computer Science 2024-10-04 Alireza Fallah , Michael I. Jordan , Annie Ulichney

This paper develops a new model of business cycles. The model is economical in that it is solved with an aggregate demand-aggregate supply diagram, and the effects of shocks and policies are obtained by comparative statics. The model builds…

Theoretical Economics · Economics 2022-03-22 Pascal Michaillat , Emmanuel Saez

Decision trees and diffusion models are ostensibly disparate model classes, one discrete and hierarchical, the other continuous and dynamic. This work unifies the two by establishing a crisp mathematical correspondence between hierarchical…

Machine Learning · Computer Science 2026-05-22 Sai Niranjan Ramachandran , Suvrit Sra

This paper studies the optimal extraction and taxation of nonrenewable natural resources. It is well known that the market values of the main strategic resources such as oil, natural gas, uranium, copper,..., etc, fluctuate randomly…

Economics · Quantitative Finance 2018-06-18 Moustapha Pemy

This paper considers the problem of regulating a linear dynamical system to the solution of a convex optimization problem with an unknown or partially-known cost. We design a data-driven feedback controller - based on gradient flow dynamics…

Optimization and Control · Mathematics 2022-04-05 Liliaokeawawa Cothren , Gianluca Bianchin , Emiliano Dall'Anese

The purpose of this paper is to present a novel optimal theoretical framework based on potential flow theory in ideal gas dynamics which provides a smooth extrapolation of Parker's steady solar wind model to the unsteady case. The viability…

Space Physics · Physics 2024-12-20 Bhimsen K. Shivamoggi

In this paper, we develop a unified dynamic intelligent reflecting surface (IRS) beamforming framework to boost the sum computation rate of an IRS-aided mobile edge computing (MEC) system, where each device follows a binary offloading…

Information Theory · Computer Science 2022-06-01 Guangji Chen , Qingqing Wu

This article concerns the optimal choice of flat taxes on labor and capital income, and on consumption, in a tractable economic model in which agents are subject to idiosyncratic investment risk. We identify the tax rates which maximize…

General Economics · Economics 2025-08-19 Brendan K. Beare , Alexis Akira Toda

A major challenge for ridesharing platforms is to guarantee profit and fairness simultaneously, especially in the presence of misaligned incentives of drivers and riders. We focus on the dispatching-pricing problem to maximize the total…

Optimization and Control · Mathematics 2022-07-14 Zishuo Zhao , Xi Chen , Xuefeng Zhang , Yuan Zhou

We introduce the first direct policy search algorithm which provably converges to the globally optimal $\textit{dynamic}$ filter for the classical problem of predicting the outputs of a linear dynamical system, given noisy, partial…

Optimization and Control · Mathematics 2022-03-01 Jack Umenberger , Max Simchowitz , Juan C. Perdomo , Kaiqing Zhang , Russ Tedrake

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu

We link regularity and smoothness analysis of multivariate vector subdivision schemes with network flow theory and with special linear optimization problems. This connection allows us to prove the existence of what we call optimal…

Numerical Analysis · Mathematics 2015-02-11 Maria Charina , Geir Dahl

The paper presents a versatile framework for solids which undergo nonisothermal processes with irreversibly changing microstructure at large strains. It outlines rate-type and incremental variational principles for the full thermomechanical…

Numerical Analysis · Mathematics 2022-04-12 Stephan Teichtmeister , Marc-Andre Keip
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