Resetting or restart, when applied to a stochastic process, usually brings its dynamics time-independent stationary state. In turn, the optimal resetting rate makes mean time reach target be shortest one. These and other intriguing problems have been intensively studied in case of ordinary diffusive processes over last decade. this paper we consider influence on motion modeled terms non-linear ...

Engel curves are often estimated within a linear, or at least approximately linear system of equations. However, Engel curves are required to lie on or within the unit interval, while summing to unity. These restrictions are not easily accommodated within a linear system. Therefore, we apply the fractional multinomial logit model in our estimation of expenditure shares, because it more readily ...

Game theory is playing more and important roles in understanding complex systems investigating intelligent machines with various uncertainties. As a starting point, we consider the classical two-player zero-sum linear-quadratic stochastic differential games, but contrast to most of existing studies, coefficient matrices are assumed be unknown both players, consequently it necessary study adapti...

We address the output regulation problem for a general class of linear stochastic systems. Specifically, we formulate and solve ideal full-information output-feedback problems, obtaining perfect, but non-causal, asymptotic regulation. A characterisation solvability is deduced. point out that problems cannot be solved in practice because they unrealistically require Brownian motion affecting sys...