Maximum likelihood parameter estimation becomes easy by augmenting the parameter space of the probability distribution. A newly proposed extended model of the four-parameter generalized gamma distribution includes the three-parameter generalized extreme-value distribution which includes the...

The linear electrohydrodynamic cylindrical instability of annular Walters B′ viscoelastic dielectric fluid layer surrounded by a conducting gas in the presence of radial electric field is investigated. The obtained dispersion relation is found to be complicated and cannot be treated...

In this paper, we study a functional fully coupled forward–backward stochastic differential equation (FBSDE). For this functional FBSDE, the classical Lipschitz and monotonicity conditions which guarantee the existence and uniqueness of the solution to FBSDE are no longer applicable. To...

This paper applies the mean field game approach pioneered by Lasry and Lions [2007] to the analysis of researchers? academic productivity. It provides a theoretical motivation for the stability of the universally observed Lotka?s law. It shows that a remuneration scheme taking into account...

This paper is concerned with decentralized tracking-type games for large population multi-agent systems with mean-field coupling. The individual dynamics are described by stochastic discrete-time auto-regressive models with exogenous inputs (ARX models), and coupled by terms of the unknown...

This paper applies the Mean Fi eld Game approach pioneered by Lasry and Lions (2007) to the analysis of the researchers' academic productivity. It provides a theoretical motivation for the stability of the universaly observed Lotka's law. It shows that a remuneration scheme taking into account...

We show that the long time average of solutions of first order mean field game systems in finite horizon is governed by an ergodic system of mean field game type. The well-posedness of the latter system and the uniqueness of the ergodic constant rely on weak KAM theory. Copyright Springer...