Results 31 to 40 of about 3,277,431 (296)
Choice of futility boundaries for group sequential designs with two endpoints
BMC Medical Research Methodology, 2017 Background In clinical trials, the opportunity for an early stop during an interim analysis (either for efficacy or for futility) may relevantly save time and financial resources.
Svenja Schüler +2 more
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On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control [PDF]
SIAM Journal on Control and Optimization, 2013 We consider a stochastic optimal control problem for an heat equation with boundary noise and boundary controls. Under suitable assumptions on the coefficients, we prove existence of optimal controls in strong sense by solving the stochastic hamiltonian system related.
GUATTERI, GIUSEPPINA, Federica Masiero
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A perspective on meta-boundaries
, 2022 The judicious design of electromagnetic boundary provides a crucial route to control light-matter interactions, and it is thus fundamental to basic science and practical applications.
Xinyan Zhang (655654) +6 more
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Where do we draw lines: professional relationship boundaries and the child and youth care practitioner [PDF]
, 2004 The question of professional relationship boundaries is a poignant one, in light of the many boundary grey-zones that are created by the variety of young people’s needs, practice settings and professional relationship contexts within the field of child ...
Davidson, J.C.
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On the impact of the penalty on the cancellable American options
Modern Stochastics: Theory and ApplicationsThe cancellable American options, also known as game options, are financial instruments that give a canceling right to the option’s writer in addition to the existing such holder’s right.
Tsvetelin Zaevski
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Boundary shape identification method for density based topology optimization
Nihon Kikai Gakkai ronbunshu, 2022 Topology optimization is an advanced design method that is used to generate lightweight and high-performance structures by determining the material distribution.
Yoshinori NISHIO, Yang LIU, Nagato ONO
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On Reflecting Boundary Problem for Optimal Control [PDF]
SIAM Journal on Control and Optimization, 2003 This paper deals with Mayer's problem for controlled systems with reflection on the boundary of a closed subset K. The main result is the characterization of the possibly discontinuous value function in terms of a unique solution in a suitable sense to a partial differential equation of Hamilton–Jacobi–Bellman type.
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On the put-call duality of the game options
Mathematical Modelling and AnalysisThe purpose of this paper is to obtain a duality between the game put and call options assuming three component penalties – proportion of the usual option payoff, shares of the underlying asset, and a fixed amount.
Tsvetelin Zaevski
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A Fast and Accurate Numerical Approach for Pricing American-Style Power Options
MathematicsIn this paper, we present a fast and accurate numerical approach applied to specific American-style derivatives, namely American power call and put options, whose main feature is that the underlying asset is raised to a power.
Tsvetelin S. Zaevski +2 more
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Neural optimal stopping boundary
Mathematical FinanceAbstractA method based on deep artificial neural networks and empirical risk minimization is developed to calculate the boundary separating the stopping and continuation regions in optimal stopping. The algorithm parameterizes the stopping boundary as the graph of a function and introduces relaxed stopping rules based on fuzzy boundaries to facilitate ...
Andres Max Reppen +2 more
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