Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Abstract: A cost function is constructed for the random finite-set-based swarm guidance problem mechanized by Gaussian mixtures. This cost function uses an automated problem-dependent scaling and ...
Abstract: In this technical note, we formulate and investigate a class of mean-field linear-quadratic-Gaussian (LQG) games for stochastic integral systems. Unlike other literature on mean-field games ...
Mathematicians finally understand the behavior of an important class of differential equations that describe everything from water pressure to oxygen levels in human tissues. The trajectory of a storm ...