The subject of the book is the specificity of social, national-cultural and historical self-consciousness of the "educated class" of the former Russian Empire and the former Soviet Union. The phenomenon of "intelligentsia" is considered in the spirit of V ...
In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the Peclet number. In this situation, computational instabilities occur, both for steady and unsteady cases. A Str ...
Information theory has allowed us to determine the fundamental limit of various communication and algorithmic problems, e.g., the channel coding problem, the compression problem, and the hypothesis testing problem. In this work, we revisit the assumptions ...
A sample of 3984 candidates of the K+ -> pi(+)gamma gamma decay, with an estimated background of 291 +/- 14 events, was collected by the NA62 experiment at CERN during 2017-2018. In order to describe the observed di-photon mass spectrum, the next-to-leadin ...
In this thesis we address various factors that contribute both theoretically and practically to mitigating supply demand mismatches. The thesis is composed of three chapters, where each chapter is an independent scientific paper. In the first paper, we dev ...
We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...
Traditional competitive markets do not account for negative externalities; indirect costs that some participants impose on others, such as the cost of over-appropriating a common-pool resource (which diminishes future stock, and thus harvest, for everyone) ...
Functional data are typically modeled as sample paths of smooth stochastic processes in order to mitigate the fact that they are often observed discretely and noisily, occasionally irregularly and sparsely. The smoothness assumption is imposed to allow for ...
This thesis investigates the relationship between investors' demand shocks and asset prices
through the use of data on portfolio holdings. In three chapters, I study the theory, estimation,
and application of demand-based asset pricing models, which incorp ...
This thesis studies the origins and consequences of financial crises, and computational techniques to solve continuous-time economic models that explain such crises.The first chapter shows that financial recessions are typically characterised by a large ...
Linear-Quadratic-Gaussian (LQG) control is a fundamental control paradigm that is studied in various fields such as engineering, computer science, economics, and neuroscience. It involves controlling a system with linear dynamics and imperfect observations ...
