Optimal control

Results: 1068



#Item
571Hamilton–Jacobi–Bellman equation / Futures contract / Steven E. Shreve / Mathematics / Stochastic control / Optimal control / Dynamic programming

Asymptotic Analysis for Optimal Investment with Two Risky Assets and Transaction Costs Maxim Bichuch, Steven E. Shreve Department of Mathematical Sciences Carnegie Mellon University

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 15:13:06
572Algorithmic trading / Algorithm / Optimal control / Applied mathematics / Mathematics / Knowledge / Oilfield terminology / Petroleum engineering / Viscosity

Introduction Problem formulation Viscosity characterization

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-09 18:59:05
573Network performance / Throughput / IEEE 802.11

Distributed Optimal TXOP Control for Throughput Requirements in IEEE 802.11e Wireless LAN Ju Yong Lee∗ , Ho Young Hwang† , Jitae Shin‡ , and Shahrokh Valaee§ ∗ ‡

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Source URL: www.comm.utoronto.ca

Language: English - Date: 2011-12-22 20:41:05
574Operations research / State space / Optimal control / Systems science / Applied mathematics / Control theory / Cybernetics / Mathematical optimization

Second-Order Structure Preserving Model Reduction Y. Chahlaoui, D. Lemonnier, A. Vandendorpe and P. Van Dooren ∗ May 4, 2004

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Source URL: eprints.ma.man.ac.uk

Language: English - Date: 2008-02-10 14:48:52
575Finance / Securities / Securitization / Credit rating agency / International relations / United States housing bubble / Debt

Optimal Securitization via Impulse Control R¨ udiger Frey (joint work with Roland C. Seydel) Mathematisches Institut Universit¨ at Leipzig and MPI MIS Leipzig

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-25 13:42:00
576Optimal control / Mathematical optimization / Data analysis / Probability theory / Variance / Harry Markowitz / Hamilton–Jacobi–Bellman equation / Statistics / Control theory / Economics

Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time Christoph Czichowsky Department of Mathematics ETH Zurich

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-20 15:12:41
577Hamilton–Jacobi–Bellman equation / Optimal control / Differential equation / Mathematical analysis / Mathematics / Stochastic control / Partial differential equations / Dynamic programming

The model The HJB equation CRRA utility

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Source URL: www.fields.utoronto.ca

Language: English - Date: 2010-06-19 13:04:52
578Control theory / Optimal control / Stochastic control

Southern Campaign American Revolution Pension Statements & Rosters Pension application of Dennis Carroll R1724 fn7NC Transcribed by Will Graves[removed]Methodology: Spelling, punctuation and/or grammar have been correct

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Source URL: revwarapps.org

Language: English - Date: 2012-03-11 16:02:54
579Dynamical systems / Mathematical optimization / Optimal control / Differential equation / Nonlinear system / Mathematical model / Mathematical and theoretical biology / Applied mathematics / Inverse problem / Mathematics / Science / Academia

August, 2014 CURRICULUM VITAE Harvey Thomas Banks Distinguished University Professor and Drexel Professor of Mathematics

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Source URL: www.ncsu.edu

Language: English - Date: 2014-09-12 15:43:46
580Optimal projection equations / Control theory / Optimal control / Stochastic control

Southern Campaign American Revolution Pension Statements & Rosters Pension application of James Orr S7282 fn30NC Transcribed by Will Graves[removed]Methodology: Spelling, punctuation and/or grammar have been corrected

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Source URL: revwarapps.org

Language: English - Date: 2012-03-11 16:03:07
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