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SSRN Electronic Journal, 2022 We approximate the utility function by polynomial series and solve the related dynamic portfolio optimization problems. We study the quality of the Taylor and Bernstein series approximation in response to the points and degrees of the expansions and generalize from earlier expansions applied to portfolio optimization.
ALEXANDER S. LOLLIKE, MOGENS STEFFENSEN
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Adaptive sparse polynomial chaos expansion based on least angle regression
Journal of Computational Physics, 2011Géraud Blatman, Bruno Sudret
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Modeling uncertainty in flow simulations via generalized polynomial chaos
Journal of Computational Physics, 2003Dongbin Xiu
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H-POLYNOMIALS AND ROOK POLYNOMIALS
International Journal of Algebra and Computation, 2008The purpose of this paper is twofold. First we describe a useful procedure for computing the H-polynomials of reductive monoids. Second we use this procedure to compute the H-polynomial of the monoid of n × n matrices in terms of the q-analogues of the rook polynomials of Garsia and Remmel.
Can, Mahir Bilen, Renner, Lex E.
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The Annals of Mathematics, 1934
Verf. gibt eine eingehende Diskussion von vier besonderen Polynomklassen \(A,B,C,D\), die zueinander und zu den Klassen \(H\) und \(A_0\) der Hermiteschen bzw. Appellschen Polynome in folgender Beziehung stehen: \[ H\prec A\prec B\prec C;\quad A_0\prec B,\quad A_0\prec D. \] (\(H\prec A\) bedeutet, daß\ \(A\) eine Verallgemeinerung von \(H\) ist, usw.)
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Verf. gibt eine eingehende Diskussion von vier besonderen Polynomklassen \(A,B,C,D\), die zueinander und zu den Klassen \(H\) und \(A_0\) der Hermiteschen bzw. Appellschen Polynome in folgender Beziehung stehen: \[ H\prec A\prec B\prec C;\quad A_0\prec B,\quad A_0\prec D. \] (\(H\prec A\) bedeutet, daß\ \(A\) eine Verallgemeinerung von \(H\) ist, usw.)
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Polynomials and Complex Polynomials
1997If F is a field and n is a nonnegative integer, then a polynomial of degree n over F is a formal sum of the form $$P(x) = {a_0} + {a_1}x + \cdots + {a_n}{x^n}$$ With a i ∈ F for i = 0, .., n, a n ≠ 0 and x an indeterminate. A polynomial P(χ) over F is either a polynomial of some degree or the expression P(χ) = 0, which is called the zero ...
Benjamin Fine, Gerhard Rosenberger
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Journal of Mathematical Physics, 1970
The present work is concerned with what are called polynomial algebras as an extension of the work of Ramakrishnan and his colleagues on the algebras of matrices satisfying conditions like Lm = I and Lm = Lk. Assuming Lm to be an m-dimensional linear space, we generate a class of associative algebras called polynomial algebras by requiring that every ...
Raghavacharyulu, I. V. V. +1 more
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The present work is concerned with what are called polynomial algebras as an extension of the work of Ramakrishnan and his colleagues on the algebras of matrices satisfying conditions like Lm = I and Lm = Lk. Assuming Lm to be an m-dimensional linear space, we generate a class of associative algebras called polynomial algebras by requiring that every ...
Raghavacharyulu, I. V. V. +1 more
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Interior-point polynomial algorithms in convex programming
Siam studies in applied mathematics, 1994Y. Nesterov, A. Nemirovski
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On Polynomials in a Polynomial
Bulletin of the London Mathematical Society, 1972Evyatar, A., Scott, D. B.
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