Search Results - "optimization"

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  15. 4315

    Computational Intelligence Application in Electrical Engineering

    Published 2022
    Subjects: “…optimization algorithms…”
    DOAB: download the publication
    DOAB: description of the publication
    Electronic Book Chapter
  16. 4316

    Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 /

    Published 2016
    Table of Contents: “…Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model.…”
    Link to Metadata
    Electronic eBook
  17. 4317

    Sparsity Methods for Systems and Control by Nagahara, Masaaki

    Published 2020
    Subjects: “…Compressed sensing, optimal control, sparse representation, convex optimization, proximal algorithms, greedy algorithms, networked control, model predictive control…”
    DOAB: download the publication
    DOAB: description of the publication
    Electronic Book Chapter
  18. 4318

    Sparsity Methods for Systems and Control by Nagahara, Masaaki

    Published 2020
    Subjects: “…Compressed sensing, optimal control, sparse representation, convex optimization, proximal algorithms, greedy algorithms, networked control, model predictive control…”
    OAPEN Library: download the publication
    OAPEN Library: description of the publication
    Electronic Book Chapter
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