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Optimal Control in Financial Markets for the Uncertain Volatility Model
MathematicsThis paper generalizes the well-known Black–Scholes model, specifically the uncertain volatility model. To calculate the fair price range of a payment obligation, Hamilton–Jacobi–Bellman equations are derived and transformed into nonlinear heat equations
Grigory Belyavski +3 more
doaj +1 more source
Methodology for assessing the predicted didactic effects from the use of educational and training tools [PDF]
ITM Web of ConferencesThe assessment of didactic effect is the most important in evaluating the effectiveness of training simulators. Modern methods of training specialists have shown that the most applicable at present is the step-by-step formation of skills and abilities ...
Zhukov Aleksandr +4 more
doaj +1 more source
On Covering Methods for D.C. Optimization [PDF]
Journal of Global Optimization, 2000 Covering methods constitute a broad class of algorithms for solving multivariate Global Optimization problems. In this note we show that, when the objective f is d.c. and a d.c. decomposition for f is known, the computational burden usually suffered by multivariate covering methods is significantly reduced.
Rafael Blanquero, Emilio Carrizosa
openaire +3 more sources
Applied Sciences, 2021 The depletion of natural resources and the intermittence of renewable energy resources have pressed the need for a hybrid microgrid, combining the benefits of both AC and DC microgrids, minimizing the overall deficiency shortcomings and increasing the ...
Omar Azeem +6 more
doaj +1 more source
On the optimal combination of tensor optimization methods
, 2020 Preprint: Weierstraß-Institut für Angewandte Analysis und Stochastik, vol ...
Kamzolov, Dmitry +2 more
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The Role of Hematopoietic Cell Transplantation in Ataxia‐Telangiectasia
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Ataxia‐telangiectasia (A‐T) is a DNA repair disorder characterized by neurodegeneration, immunodeficiency, and cancer predisposition. Hematopoietic cell transplantation (HCT) is an established therapy in related disorders such as Fanconi anemia (FA) and Nijmegen breakage syndrome (NBS), but its role in A‐T is unclear.
Laila Alkhouli +3 more
wiley +1 more source
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Objective To compare the efficacy and safety of roxarestat versus recombinant human erythropoietin (rhEPO) in the management of renal anemia in patients undergoing maintenance hemodialysis. Methods This was a prospective, open‐label, randomized controlled trial.
Lingling Chen, Junjie Zhu, Qiaonan Ge
wiley +1 more source
Information models for ensuring the sustainability of transport operations formation in the context of digitalization [PDF]
ITM Web of ConferencesThe conditions for the formation of an information model for ensuring transport activities in the context of digitalization and the digital transformation of the transport industry are considered.
Mukhina Kseniia +2 more
doaj +1 more source
Spatially-Distributed Missions With Heterogeneous Multi-Robot Teams
IEEE Access, 2021 This work is about mission planning in teams of mobile autonomous agents. We consider tasks that are spatially distributed, non-atomic, and provide an utility for integral and also partial task completion.
Eduardo Feo-Flushing +2 more
doaj +1 more source
Interior Methods for Nonlinear Optimization [PDF]
SIAM Review, 2002 Summary: Interior methods are an omnipresent, conspicuous feature of the constrained optimization landscape today, but it was not always so. Primarily in the form of barrier methods, interior-point techniques were popular during the 1960s for solving nonlinearly constrained problems.
Anders Forsgren +2 more
openaire +1 more source