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The entanglement properties of the SU(1,1)-related coherent fields interacting with a moving atom via the two-photon transition are investigated. We discuss the quantum entanglement between the SU(1,1)-related coherent fields and the moving atom by using the quantum reduced entropy and that...
Persistent link: https://www.econbiz.de/10010872057
Persistent link: https://www.econbiz.de/10012666365
We consider the classical Wright–Fisher model with mutation and selection. Mutations occur independently in each locus, and selection is performed according to the sharp peak landscape. In the asymptotic regime studied in Cerf (2014), a quasispecies is formed. We find explicitly the...
Persistent link: https://www.econbiz.de/10011077905
The fixation probability and crossing time in the Wright–Fisher multiple alleles model, which describes a finite haploid population, were calculated by switching on an asymmetric sharply-peaked landscape with a positive asymmetric parameter, r, such that the reversal allele of the optimal...
Persistent link: https://www.econbiz.de/10011060964
Рассматривается проблемное поле теоретико-познавательных понятий детерминизма и индетерминизма как основополагающих научно-философских программ Нового и...
Persistent link: https://www.econbiz.de/10011239743
, its dual multiobjective variational control problem is given and several duality results are established under …
Persistent link: https://www.econbiz.de/10011240894
to be an efficient solution for a multiobjective continuous-time programming problem. In this work, duality results for …
Persistent link: https://www.econbiz.de/10011241026
<Para ID="Par1">This paper deals with an investment–consumption portfolio problem when the current utility depends also on the wealth process. Such problems arise e.g. in portfolio optimization with random horizon or random trading times. To overcome the difficulties of the problem, a dual approach is...</para>
Persistent link: https://www.econbiz.de/10011241202
Two approximation algorithms for solving convex vector optimization problems (CVOPs) are provided. Both algorithms solve the CVOP and its geometric dual problem simultaneously. The first algorithm is an extension of Benson’s outer approximation algorithm, and the second one is a dual variant...
Persistent link: https://www.econbiz.de/10011151248
<Para ID="Par1">We study the gain of an insider having private information which concerns the default risk of a counterparty. More precisely, the default time τ is modelled as the first time a stochastic process hits a random threshold L. The insider knows this threshold (as it can be the case for the manager...</para>
Persistent link: https://www.econbiz.de/10011151665