Results 51 to 60 of about 213 (150)
Adjoint-based Monte Carlo calibration of financial market models
Adjoint equation, Monte Carlo calibration, Multi-layer method, 65C05, 65K05, 90C30, 90C90, 91B28, C61, C63,
E. Sachs, C. Kaebe, J. Maruhn
core +1 more source
LIGHTENINGS OF ASSUMPTIONS FOR PONTRYAGIN PRINCIPLES IN INFINITE HORIZON AND DISCRETE TIME
, 2016 In the infinite-horizon and discrete-time framework we establish maximum principles of Pontryagin under assumptions which weaker than these ones of existing results.
Ngo, Thoi-Nhan, Blot, Joël
core +1 more source
Numerical treatment of an asset price model with non-stochastic uncertainty
Interior point method, semi-infinite programming, proximal point methods, price theory, 90A09, 90A20, 90C34, 65K05, 49M39,
T. Voetmann +3 more
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Performance Bounds For Co-/Sparse Box Constrained Signal Recovery
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2019 The recovery of structured signals from a few linear measurements is a central point in both compressed sensing (CS) and discrete tomography. In CS the signal structure is described by means of a low complexity model e.g. co-/sparsity.
Kuske Jan, Petra Stefania
doaj +1 more source
Eliciting vague but proper maximal entropy priors in Bayesian experiments
Bayesian inference, Expert opinion, Kullback–Leibler distance, Shannon’s entropy, Noninformative priors, Channel coding, Sensitivity study, Weibull, 65K05, 90C35,
Nicolas Bousquet
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$${{\mathcal {D}(\mathcal {C})}}$$ -optimization and robust global optimization
Nonconvex global optimization, Approximate optimal solution, Robust approach, Essential optimal solution, dc optimization, dm (monotonic) optimization, $${{\mathcal {D}(\mathcal {C})}}$$ -optimization, Successive Incumbent Transcending Algorithm, 90C26 ...
Hoang Tuy
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Sensor Location Problem for a Multigraph [PDF]
, 2013 MSC 2010: 05C50, 15A03, 15A06, 65K05, 90C08, 90C35We introduce sparse linear underdetermined systems with embedded network structure. Their structure is inherited from the non-homogeneous network ow programming problems with nodes of variable intensities.
Vishnevetskaya, T. S. +2 more
core
Joint minimization with alternating Bregman proximity operators
, 2006 International audienceA systematic study of the proximity properties of Bregman distances is carried out. This investigation leads to the introduction of a new type of proximity operator which complements the usual Bregman proximity operator.
Combettes, Patrick, L +2 more
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Franklin OpenThe conjugate gradient (CG) method is widely employed for solving unconstrained optimization problems due to its independence from second derivatives or their approximations. It has found extensive applications in fields such as image restoration, neural
Ahmad Alhawarat +4 more
doaj +1 more source
PONTRYAGIN PRINCIPLES IN INFINITE HORIZON IN PRESENCE OF ASYMPTOTICAL CONSTRAINTS
, 2015 We establish necessary conditions of optimality for discrete-time infinite-horizon optimal control in presence of constraints at infinity. These necessary conditions are in form of weak and strong Pontryagin principles.
Ngo, Thoi-Nhan, Blot, Joël
core +1 more source