We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
Pierre Flener, Justin Pearson, Luis G. Reyna, Olof...
Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
Optimality systems and their linearizations arising in optimal control of partial differential equations with pointwise control and (regularized) state constraints are considered. ...
In many real-life applications of optimal control problems with constraints in form of partial differential equations (PDEs), hyperbolic equations are involved which typically desc...
This paper addresses the problem of numerically finding an optimal path for a robot with non-holonomic constraints. A car like robot, whose turning radius is lower bounded is cons...