Sciweavers

    14 search results - page 1 / 3
    » Nonlinear Black-Scholes Equations in Finance: Associated Con...
    Sort
    View
    SIAMCO
    2011
    215views Software Engineering» more  SIAMCO 2011»
    Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
    12 years 11 months ago
    Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
    Download  www.math.uni-leipzig.de
    We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
    Rüdiger Frey, Ulrike Polte
    claim paper
    Read More »
    AUTOMATICA
    1999
    119views more  AUTOMATICA 1999»
    Robust L2-gain control for nonlinear systems with projection dynamics and input constraints: an example from traffic control
    13 years 4 months ago
    Robust L2-gain control for nonlinear systems with projection dynamics and input constraints: an example from traffic control
    Download  www.math.vt.edu
    We formulate the L2-gain control problem for a general nonlinear, state-space system with projection dynamics in the state evolution and hard constraints on the set of admissible ...
    Joseph A. Ball, Martin V. Day, Tungsheng Yu, Pushk...
    claim paper
    Read More »
    SIAMMA
    2011
    98views more  SIAMMA 2011»
    Time-Periodic Linearized Solutions of the Compressible Euler Equations and a Problem of Small Divisors
    12 years 11 months ago
    Time-Periodic Linearized Solutions of the Compressible Euler Equations and a Problem of Small Divisors
    Download  www.math.ntnu.no
    It has been unknown since the time of Euler whether or not time-periodic sound wave propagation is physically possible in the compressible Euler equations, due mainly to the ubiqui...
    Blake Temple, Robin Young
    claim paper
    Read More »
    AUTOMATICA
    2011
    241views Artificial Intelligence» more  AUTOMATICA 2011»
    Distributed dynamic programming for discrete-time stochastic control, and idempotent algorithms
    12 years 11 months ago
    Distributed dynamic programming for discrete-time stochastic control, and idempotent algorithms
    Download  maeresearch.ucsd.edu
    Previously, idempotent methods have been found to be extremely fast for solution of dynamic programming equations associated with deterministic control problems. The original meth...
    William M. McEneaney
    claim paper
    Read More »
    SIAMCO
    2008
    116views more  SIAMCO 2008»
    Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
    13 years 4 months ago
    Optimal Reflection of Diffusions and Barrier Options Pricing under Constraints
    Download  www.ceremade.dauphine.fr
    We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
    Bruno Bouchard
    claim paper
    Read More »
    Explore & Download
    Proceedings Preprints Top 5 Ranked Papers Publications Books Software Tutorials Presentations Lectures Notes Datasets
    Productivity Tools
    International On-screen Keyboard Graphical Social Symbols OCR Text Recognition CSS3 Style Generator Web Page to PDF Web Page to Image PDF Split PDF Merge Latex Equation Editor Sci2ools
    Document Tools
    PDF to Text PDF to Postscript PDF to Thumbnails Excel to PDF Word to PDF Postscript to PDF PowerPoint to PDF Latex to Word Repair Corrupted PDF
    Image Tools
    JPG to PS JPG to PDF Extract Images from PDF Image Converter
    Sciweavers
    About Community Cookies Privacy Policy Terms of Use

    Copyright © Sciweavers LLC, 2009-2024, USA.