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    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
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    SIAMCO
    2011
    251views Software Engineering» more  SIAMCO 2011»
    Semismooth Newton Methods for Optimal Control of the Wave Equation with Control Constraints
    12 years 11 months ago
    Semismooth Newton Methods for Optimal Control of the Wave Equation with Control Constraints
    Download  www.uni-graz.at
    In this paper optimal control problems governed by the wave equation with control constraints are analyzed. Three types of control action are considered: distributed control, Neuma...
    Axel Kröner, Karl Kunisch, Boris Vexler
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    SIAMCO
    2011
    206views Software Engineering» more  SIAMCO 2011»
    Optimal Robust Stabilization and Dissipativity Synthesis by Behavioral Interconnection
    12 years 11 months ago
    Optimal Robust Stabilization and Dissipativity Synthesis by Behavioral Interconnection
    Download  www.math.rug.nl
    Given a nominal plant, together with a fixed neighborhood of this plant, the problem of robust stabilization is to find a controller that stabilizes all plants in that neighborh...
    Harry L. Trentelman, Shaik Fiaz, Kiyotsugu Takaba
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    SIAMCO
    2011
    223views Software Engineering» more  SIAMCO 2011»
    Internal Stabilization by Noise of the Navier--Stokes Equation
    12 years 11 months ago
    Internal Stabilization by Noise of the Navier--Stokes Equation
    Download  www.newton.ac.uk
    One shows that the Navier-Stokes equation in O⊂Rd, d = 2, 3, around an unstable equilibrium solution is exponentially stabilizable in probability by an internal noise controller...
    Viorel Barbu, Giuseppe Da Prato
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    SIAMCO
    2011
    209views Software Engineering» more  SIAMCO 2011»
    Admissible Strategies in Semimartingale Portfolio Selection
    12 years 11 months ago
    Admissible Strategies in Semimartingale Portfolio Selection
    Download  www.univie.ac.at
    The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
    Sara Biagini, Ales Cerný
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