This paper studies a portfolio selection problem in such situation where the future asset return rates cannot be well obtained by historical data but have to given experts' evaluations. In order reflect impact of realistic conditions on investment decisions, background risk and some constraints are also considered. First, nonlinear uncertain mean-risk model for is proposed. For further discussi...

A one-vial formulation of the chemotherapy agent Taxotere(®) (docetaxel) is likely to be commercially available in some countries in 2010. Through control of two significant potential risk factors for crystallization-intervention into the infusion bag (by using a one-step technique) and temperature (by use of refrigerated storage)-it was postulated that the risk of precipitation would be reduce...

INTRODUCTION The major goal of surgical treatment in morbid obesity is to decrease morbidity and mortality associated with excess weight. In this sense, the main factors of death are cardiovascular disease and metabolic syndrome. The objective of this study is to evaluate the effects of gastric bypass on cardiovascular risk estimation in patients after bariatric surgery. MATERIAL AND METHODS ...

Biomass of Kluyveromyces marxianus was used to prepare feed formulations for ornamental fish-black mollies (Poecilia latipinna). The cytotoxicity of the fungal biomass was studied using 3T3 cell lines. Three different formulations of the biomass were used in the feeding trial. Formulation I was prepared as 100% dry cells, formulation II was prepared as 50% dry cells+50%starch and Formulation II...

We propose and investigate a discrete-time mean field game model involving risk-averse agents, each of them controlling linear dynamical system. The under study is coupled system dynamic programming equations with Kolmogorov equation. agents’ risk aversion modeled by composite measures. existence solution to the obtained fixed point approach. corresponding feedback control allows construct an a...

We present a mean-variance policy iteration (MVPI) framework for risk-averse control in discounted infinite horizon MDP optimizing the variance of per-step reward random variable. MVPI enjoys great flexibility that any evaluation method and risk-neutral can be dropped off shelf, both on- off-policy settings. This reduces gap between is achieved by working on novel augmented directly. propose TD...