Mathematics of Operations Research, Vol. 41, No. 1 (February 2016), pp. 146-173 (28 pages) This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) ...

At the end of 2010 China’s foreign exchange reserve reached $2847.34 billion, the author designs the maximum government utility function when consider the China government buys a part foreign exchange ...

Abstract: In the traditional utility-based scheduling research, all the network traffics were divided into such categories as VOIP, IPTV, TCP and HTTP, applications of which were not differentiated, ...

We design a dynamic rate scheduling policy of Markov type by using the solution (a social optimal Nash equilibrium point) to a utility-maximization problem over a randomly evolving capacity set for a ...

This library implements PyTorch realization of Deep hedging, Utility Maximization and Portfolio Optimization with neural networks. In particular it is made up of fully data-driven neural solver, where ...

First, we estimate a macro production function so as to estimate the total factor productivity (TFP) growth rate. With this function, we can estimate the potential growth rate of Japan. By breaking ...