In this paper we consider a class of stationary problem of stochastic control of impulse type, of which the state process is a solution to a process generated by a stochastic differential equation with drift factor. We also prove the existence of optimal impulse control. Moreover, we construct an optimal control and determine the optimal control area.
Support vector machines (SVMs) are effective kernel methods to solve pattern recognition problems. Traditionally, they adopt a single kernel chosen beforehand, which makes them lack flexibility. The recent multiple kernel learning (MKL) overcomes this issue by optimizing over a linear combination of kernels. Despite its success, MKL neglects useful information generated from the nonlinear interaction...
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