continuous-time model
How To Find Opimal Conracs In A Continuous Time Model
... behind continuous-time models in the seminal pa- per [13] was to show that if the agent has a rich strategy space, then she can undermine complicated contracts, and the principal is forced to use simple ...
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Optimal risk sharing and borrowing constraints in a continuous time model with limited commitment
... our model, double deviations cannot provide a large upside potential to the agent because income sample paths are ...our model, in which the income shocks are small (and frequent), the agent cannot take a ...
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The Langevin diffusion as a continuous-time model of animal movement and habitat selection
... a continuous-time movement model, such that the stationary (utilisation) distribution of the process is a normalized ...in continuous time, unlike other models of local habitat ...
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Topics over Time: A Non-Markov Continuous-Time Model of Topical Trends
... discrete time slices, and fits a separate topic model in each ...Group-Topic model [18], in which several decades worth of ...GT model, and trends were ...each time slice can be ...
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The Langevin diffusion as a continuous‐time model of animal movement and habitat selection
... long time intervals, the habitat selection parameters are underestimated in absolute value, ...long time lags between observations. As the time interval increases, the estimated utilisation ...
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Production and Consumption Credit in a Continuous-Time Model of the Circuit of Capital
... same time the social balance sheet of this economy will exhibit higher levels of credit risk, as all income flows from which debt service payments are made draw from the stock of capital in ...
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Discrete Time or Continuous Time, That is the Question: the Case of Samuelson’s Multiplier Accelerator Model
... in continuous time and difference equations in discrete ...using continuous-time ...the continuous-time model (Merton, ...use continuous-time model in ...
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Discretization Model of Instantaneous Availability for Continuous-time Systems
... in continuous and discrete time are proposed for the one-unit repairable systems with delay under exponential ...the continuous- time model and the discrete-time model are ...
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A Small Continuous Time Macro-Econometric Model of the Czech Republic
... use continuous time models because they have several attractive ...the model are investigated using numerical simulations. A continuous time model may also allow a more ...
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Continuous Time Modelling Based on an Exact Discrete Time Representation
... of continuous time modelling based on an exact discrete time ...discrete time representation of an underlying continuous time model, providing specific details for a ...
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On Gaussian covert communication in continuous time
... the continuous-time ...the model should allow the warden to observe not only the time window when communication might take place, but also before and after that time ...
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Continuous time portfolio optimization
... The implementation of portfolio strategy is a complicated systems engineering. It is used to avoid and manage the market risk and to face potential risks because of the special character of the strategy itself. This ...
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Continuous-Time Switch Family
... are next generation replacements for the popular Allegro 312x and 314x lines of unipolar switches. The A110x family, produced with BiCMOS technology, consists of devices that feature fast power-on time and ...
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Predicting residence time using a continuous‐time discrete‐space model of leatherback turtle satellite telemetry data
... and model animal ...habitat-based model of their motility (and conversely residence time) using a hierarchical Bayesian framework, which could be broadly applied across ...linear model in a ...
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A continuous-in-time financial model
... Beside this probabilistic vision, we can introduce a second one which is related to the mean field limit theory (see Benaim & Le Boudec [1] and Gast, Gaujal & Le Boudec [5]), for in- stance used in the kinetic ...
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Policy Gradient in Continuous Time
... Thus g(∆) is an unbiased estimated of the true gradient ∇ α V (α) = 1. However we notice that the dominant term (when N is large) of the variance is 1−α α N, with N being the number of decisions before getting the ...
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Adaptive continuous time Markov chain approximation model to general jump-diffusions
... a continuous time Markov ...in continuous time such that the chain is locally consistent with the underlying process (see Kushner and Dupuis, 2001; Piccioni, ...
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Continuous Improvement – Development with Time
... Beginning of the CI known today can be considered to be from 1800s in the form of initiatives taken by various organizations’ managements, to encourage improvement driven by employees that were rewarded by incentives ...
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DISCRETE TIME REPRESENTATION OF CONTINUOUS TIME ARMA PROCESSES
... univariate continuous time ARMA(2, 1) process with a flow ...as continuous time processes with MA errors have received attention as general- izations of the martingale ...structural ...
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On the policy improvement algorithm in continuous time
... The main aim of this work is two-fold: (1) define a general weak formulation for optimal control problems in continuous time, without restricting the set of available controls, and (2) develop an abstract ...
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