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CORR
1999
Springer
124views Education» more  CORR 1999»
13 years 9 months ago
An Algebraic Programming Style for Numerical Software and its Optimization
The abstract mathematical theory of partial differential equations (PDEs) is formulated in terms of manifolds,scalar fields, tensors, and the like, but these algebraic structures a...
T. B. Dinesh, Magne Haveraaen, Jan Heering
MOC
2002
144views more  MOC 2002»
13 years 9 months ago
Convergence rate analysis of an asynchronous space decomposition method for convex Minimization
Abstract. We analyze the convergence rate of an asynchronous space decomposition method for constrained convex minimization in a reflexive Banach space. This method includes as spe...
Xue-Cheng Tai, Paul Tseng
SIAMCO
2002
77views more  SIAMCO 2002»
13 years 9 months ago
Robust Optimal Switching Control for Nonlinear Systems
Abstract. We formulate a robust optimal control problem for a general nonlinear system with finitely many admissible control settings and with costs assigned to switching of contro...
Joseph A. Ball, Jerawan Chudoung, Martin V. Day
TIP
1998
162views more  TIP 1998»
13 years 9 months ago
Variational image segmentation using boundary functions
Abstract—A general variational framework for image approximation and segmentation is introduced. By using a continuous “line-process” to represent edge boundaries, it is poss...
Gary A. Hewer, Charles S. Kenney, B. S. Manjunath
FS
2010
148views more  FS 2010»
13 years 8 months ago
Option hedging for small investors under liquidity costs
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...
Umut Çetin, H. Mete Soner, Nizar Touzi