14 search results - page 2 / 3 » Nonlinear Black-Scholes Equations in Finance: Associated Con... |
CDC
2009
IEEE
13 years 10 months ago
2009
IEEE
We use viability techniques for solving Dirichlet problems with inequality constraints (obstacles) for a class of Hamilton-Jacobi equations. The hypograph of the “solution” is ...
AUTOMATICA
2010
13 years 5 months ago
2010
We consider a class of systems influenced by perturbations that are nonlinearly parameterized by unknown constant parameters, and develop a method for estimating the unknown param...
CDC
2009
IEEE
13 years 10 months ago
2009
IEEE
— In recent years, idempotent methods (specifically, max-plus methods) have been developed for solution of nonlinear control problems. It was thought that idempotent linearity o...
SIAMSC
2010
13 years 3 months ago
2010
In this article we consider the a posteriori error estimation and adaptive mesh refinement of discontinuous Galerkin finite element approximations of the hydrodynamic stability p...
MCS
2008
Springer
13 years 5 months ago
2008
Springer
In the stability study of nonlinear systems, not to found feasible solution for the LMI problem associated with a quadratic Lyapunov function shows that it doesn't exist posi...