Works Published in 2004
Displaying works 141 - 145 of 145 in total
Sorted by most recent date added to the index first, which may not be the same as publication date order.
2004 journal article
An application of stochastic control theory to financial economics
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 43(2), 502–531.
author keywords: portfolio optimization; dynamic programming equations; subsolutions; supersolutions
TL;DR:
A portfolio optimization problem which is formulated as a stochastic control problem, the subsolution-supersolution method is used to obtain existence of solutions of the DPE, and the solutions are used to derive the optimal investment and consumption policies.
(via Semantic Scholar)
citeseerx.ist.psu.edu (repository)
UN Sustainable Development Goal Categories
8. Decent Work and Economic Growth
(Web of Science)
Source: Web Of Science
Added: August 6, 2018
2004 journal article
A fast solver for the Ornstein-Zernike equations
JOURNAL OF COMPUTATIONAL PHYSICS, 197(2), 491–501.
TL;DR:
The design and analysis of a multilevel method for the solution of the Ornstein-Zernike Equations and related systems of integro-algebraic equations based on an extension of the Atkinson-Brakhage method, with Newton-GMRES used as the coarse mesh solver.
(via Semantic Scholar)
UN Sustainable Development Goal Categories
13. Climate Action
(Web of Science)
Sources: Web Of Science, NC State University Libraries
Added: August 6, 2018
2004 journal article
The primal-dual active set method for nonlinear optimal control problems with bilateral constraints
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 43(1), 357–376.
author keywords: primal-dual active set method; semismooth Newton method; optimal control; bilateral constraints
Source: Web Of Science
Added: August 6, 2018
2004 journal article
The life and work of A.A. Markov
Linear Algebra and Its Applications, 386(Jul 15 2004), 26-.
Source: NC State University Libraries
Added: August 6, 2018
2004 journal article
The Kronecker product and stochastic automata networks
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 167(2), 429–447.
author keywords: stochastic automata networks; Kronecker products; Kronecker product properties; preconditioning
TL;DR:
The most useful properties of the Kronecker product are collected and cataloged and several new properties are discovered in the search for a stochastic automata network preconditioner.
(via Semantic Scholar)
Source: Web Of Science
Added: August 6, 2018
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