Copertina

Value Maximization under Stochastic Quasi-Hyperbolic Discounting

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Yan, Kaixin, Wang, Wenyuan, Zhu, Jinxia
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Optimization and Control
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints
di: Wang, Wenyuan, et al.
Pubblicazione: (2024)

Nonstationary Discounted Stochastic Games under Prospect Theory with Applications to the Smart Grid
di: Wu, Yiting, et al.
Pubblicazione: (2024)

De Finetti's Poissonian Dividend Control Problem under Spectrally Positive Markov Additive Process
di: Bo, Lijun, et al.
Pubblicazione: (2023)

Optimal consumption under adjustment costs with respect to multiple reference levels
di: Huang, Yijie, et al.
Pubblicazione: (2025)

Distributed Generalized Nash Equilibria Learning for Online Stochastic Aggregative Games
di: Du, Kaixin, et al.
Pubblicazione: (2025)

Robustness and Approximation of Discrete-time Mean-field Games under Discounted Cost Criterion
di: Aydın, Uğur, et al.
Pubblicazione: (2023)

Social Optimization in Noncooperative Games under Central Regulation
di: Du, Kaixin, et al.
Pubblicazione: (2025)

Maximizing the Value of Predictions in Control: Accuracy Is Not Enough
di: Lin, Yiheng, et al.
Pubblicazione: (2025)

An Inverse Source Problem for Semilinear Stochastic Hyperbolic Equations
di: Lü, Qi, et al.
Pubblicazione: (2025)

Discounting Approaches in Multi-Year Investment Modelling for Energy Systems
di: Wang, Ni, et al.
Pubblicazione: (2025)

Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint
di: Bo, Lijun, et al.
Pubblicazione: (2024)

Reinforcement Learning for Discounted and Ergodic Control of Diffusion Processes
di: Bayraktar, Erhan, et al.
Pubblicazione: (2026)

Maximizing Reach-Avoid Probabilities for Linear Stochastic Systems via Control Architectures
di: Schmid, Niklas, et al.
Pubblicazione: (2026)

Numerical Discretization Methods for the Discounted Linear Quadratic Control Problem
di: Zhang, Zhanhao, et al.
Pubblicazione: (2024)

Discounted LQR: stabilizing (near-)optimal state-feedback laws
di: de Brusse, Jonathan, et al.
Pubblicazione: (2025)

Maximally Resilient Controllers under Temporal Logic Specifications
di: Si, Youssef Ait, et al.
Pubblicazione: (2025)

An Optimal Solution to Infinite Horizon Nonholonomic and Discounted Nonlinear Control Problems
di: Mohamed, Mohamed Naveed Gul, et al.
Pubblicazione: (2024)

Convergence Analysis of Non-Strongly-Monotone Stochastic Quasi-Variational Inequalities
di: Alizadeh, Zeinab, et al.
Pubblicazione: (2024)

Markovian Foundations for Quasi-Stochastic Approximation in Two Timescales: Extended Version
di: Lauand, Caio Kalil, et al.
Pubblicazione: (2024)

On Discounted Infinite-Time Mean Field Games
di: Song, Yongsheng, et al.
Pubblicazione: (2025)

System Availability Optimization: Integrating Quantity Discounts and Delivery Lead Time Considerations
di: Sobhani, Zahra, et al.
Pubblicazione: (2026)

Zeroth-order Gradient and Quasi-Newton Methods for Nonsmooth Nonconvex Stochastic Optimization
di: Marrinan, Luke, et al.
Pubblicazione: (2023)

Approximation of Degenerate Hyperbolic Equations with Interior Degeneracy and Applications to Controllability
di: Yang, Dong-Hui, et al.
Pubblicazione: (2026)

Direct Data-Driven Discounted Infinite Horizon Linear Quadratic Regulator with Robustness Guarantees
di: Esmzad, Ramin, et al.
Pubblicazione: (2024)

A Finite Dominating Set Approach for the Multi-Item Multi-Period Order Allocation Problem under All-Unit Quantity Discounts and Blending Ratios
di: Opu, Fuhad Ahmed, et al.
Pubblicazione: (2025)

On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning
di: Yu, Xian, et al.
Pubblicazione: (2024)

A Stochastic Record-Value Approach to Global Simulation Optimization
di: Rele, Rohan, et al.
Pubblicazione: (2024)

Approximating the Uniform Value in Hidden Stochastic Games with Doeblin Conditions
di: Chatterjee, Krishnendu, et al.
Pubblicazione: (2026)

Experimenting under Stochastic Congestion
di: Li, Shuangning, et al.
Pubblicazione: (2023)

Both Asymptotic and Non-Asymptotic Convergence of Quasi-Hyperbolic Momentum using Increasing Batch Size
di: Imaizumi, Kento, et al.
Pubblicazione: (2025)

Dynamic Regret via Discounted-to-Dynamic Reduction with Applications to Curved Losses and Adam Optimizer
di: Xie, Yan-Feng, et al.
Pubblicazione: (2026)

Analysis of Data Value in Stochastic Optimal Power Flow for Distribution Systems
di: Ghazanfariharandi, Mehrnoush, et al.
Pubblicazione: (2024)

Peak Value-at-Risk Estimation of Stochastic Processes using Occupation Measures
di: Miller, Jared, et al.
Pubblicazione: (2023)

Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization
di: Franc, Adrien Le, et al.
Pubblicazione: (2022)

Robust Maximum Capture Facility Location under Random Utility Maximization Models
di: Ta, Anh Thuy, et al.
Pubblicazione: (2021)

Shape Optimization of Supercapacitor Electrode to Maximize Charge Storage
di: Li, Jiajie, et al.
Pubblicazione: (2024)

Stochastic Approximation with Biased MCMC for Expectation Maximization
di: Gruffaz, Samuel, et al.
Pubblicazione: (2024)

Adversarial Network Optimization under Bandit Feedback: Maximizing Utility in Non-Stationary Multi-Hop Networks
di: Dai, Yan, et al.
Pubblicazione: (2024)

Unified Lyapunov Method for ISS of PDEs: A Tutorial on Constructing Generalized Lyapunov Functionals for Parabolic and Hyperbolic Equations
di: Zheng, Jun, et al.
Pubblicazione: (2026)

Portfolio Time Consistency and Utility Weighted Discount Rates
di: Mbodji, Oumar, et al.
Pubblicazione: (2023)