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ANOR
2007
73views more  ANOR 2007»
14 years 9 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
ALMOB
2006
113views more  ALMOB 2006»
14 years 9 months ago
Inverse bifurcation analysis: application to simple gene systems
Background: Bifurcation analysis has proven to be a powerful method for understanding the qualitative behavior of gene regulatory networks. In addition to the more traditional for...
James Lu, Heinz W. Engl, Peter Schuster
GRID
2007
Springer
15 years 3 months ago
A robust PDE solver for the 3D Stokes/Navier-Stokes systems on the grid environment
Since grid computing provides users with more distributed computing and storage resources, it gives us an opportunity to design new efficient and robust solvers for the numerical...
Huidong Yang, Walter Zulehner, Ulrich Langer, Mark...
ER
2010
Springer
121views Database» more  ER 2010»
14 years 8 months ago
Reasoning with Optional and Preferred Requirements
Abstract. Of particular concern in requirements engineering is the selection of requirements to implement in the next release of a system. To that end, there has been recent work o...
Neil A. Ernst, John Mylopoulos, Alexander Borgida,...
101
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SIAMJO
2011
14 years 4 months ago
Adaptive Multilevel Inexact SQP Methods for PDE-Constrained Optimization
We present a class of inexact adaptive multilevel trust-region SQP-methods for the efficient solution of optimization problems governed by nonlinear partial differential equations...
J. Carsten Ziems, Stefan Ulbrich