Search Results - "optimization"
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Computational Intelligence Application in Electrical Engineering
Published 2022Subjects: “…optimization algorithms…”
DOAB: download the publication
DOAB: description of the publication
Electronic Book Chapter -
4316
Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 /
Published 2016Table 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 -
4317
Sparsity Methods for Systems and Control
Published 2020Subjects: “…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 -
4318
Sparsity Methods for Systems and Control
Published 2020Subjects: “…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 -
4319
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4320