scholarly journals Strategic Insider Trading in Continuous Time: A New Approach

2019 ◽  
Author(s):  
Knut K. Aase ◽  
Bernt Oksendal
Keyword(s):  
Insider Trading ◽  
Continuous Time ◽  
New Approach

Markovian manpower models in continuous time

1977 ◽  
Vol 14 (02) ◽  
pp. 249-259 ◽  
Author(s):  
Alexander Mehlmann
Keyword(s):  
Markov Processes ◽  
Continuous Time ◽  
Asymptotic Form ◽  
New Approach ◽  
Limiting Behaviour

The problem of determining the asymptotic form of the stock vector n (t) in a continuous time Markovian manpower model is solved for asymptotically exponential recruitment functions {R(t)}. A new approach to the limiting behaviour of some manpower systems with given total sizes {N(t)} is then given by means of time-inhomogeneous Markov processes.

Approximating Transition Probabilities and Mean Occupation Times in Continuous-Time Markov Chains

1987 ◽  
Vol 1 (3) ◽  
pp. 251-264 ◽  
Author(s):  
Sheldon M. Ross
Keyword(s):  
Markov Chains ◽  
Continuous Time ◽  
Transition Probabilities ◽  
Random Time ◽  
Occupation Times ◽  
New Approach ◽  
Continuous Time Markov Chains ◽  
The Mean ◽  
Mean Time

In this paper we propose a new approach for estimating the transition probabilities and mean occupation times of continuous-time Markov chains. Our approach is to approximate the probability of being in a state (or the mean time already spent in a state) at time t by the probability of being in that state (or the mean time already spent in that state) at a random time that is gamma distributed with mean t.

INSIDER TRADING IN CONTINUOUS TIME

2006 ◽  
Author(s):  
EMILIO BARUCCI ◽  
ROBERTO MONTE ◽  
BARBARA TRIVELLATO
Keyword(s):  
Insider Trading ◽  
Continuous Time

scholarly journals Continuous-Time Perfect Control Algorithm—A State Feedback Approach

2021 ◽  
Vol 11 (16) ◽  
pp. 7466
Author(s):  
Marek Krok ◽  
Wojciech P. Hunek ◽  
Paweł Majewski
Keyword(s):  
Design Process ◽  
Process Simulation ◽  
Continuous Time ◽  
Control Algorithm ◽  
State Feedback ◽  
Closed Loop ◽  
Control Design ◽  
Control Law ◽  
New Approach

In this paper, a new approach to the continuous-time perfect control algorithm is given. Focusing on the output derivative, it is shown that the discussed control law can effectively be implemented in terms of state-feedback scenarios. Moreover, the application of nonunique matrix inverses is also taken into consideration during the perfect control design process. Simulation examples given within this work allow us to showcase the main properties obtained for continuous-time perfect control closed-loop plants.

A new approach to local H∞ control for continuous-time T-S fuzzy models

2020 ◽  
Vol 39 (1) ◽  
pp. 213-220
Author(s):  
Guolin Hu ◽  
Likui Wang ◽  
Xiaodong Liu
Keyword(s):  
Continuous Time ◽  
New Approach ◽  
Fuzzy Models

Insider Trading in Continuous Time

1992 ◽  
Vol 5 (3) ◽  
pp. 387-409 ◽  
Author(s):  
Kerry Back
Keyword(s):  
Insider Trading ◽  
Continuous Time
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