Abstract: Optimization-based safety filters, such as control barrier function (CBF) based quadratic programs (QPs), have demonstrated success in controlling autonomous systems to achieve complex goals ...
Closed‐form solutions for HARA optimal portfolios are obtained in a dynamic portfolio optimization model in three assets (stocks, bonds, and cash) in a Vasicek‐type model of stochastic interest rates ...
Abstract: In this article, we propose a new generalization for the notion of homogeneous functions. We show some properties and how it appears in some scenarios. Finally, we show how this ...