Pathwise differentiability of reflected diffusions in convex polyhedral domains

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1214/18-aihp924 ◽

2019 ◽

Vol 55 (3) ◽

pp. 1439-1476

Author(s):

David Lipshutz ◽

Kavita Ramanan

Keyword(s):

Reflected Diffusions ◽

Convex Polyhedral

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A Monte Carlo Method for Estimating Sensitivities of Reflected Diffusions in Convex Polyhedral Domains

Stochastic Systems ◽

10.1287/stsy.2019.0031 ◽

2019 ◽

Vol 9 (2) ◽

pp. 101-140

Author(s):

David Lipshutz ◽

Kavita Ramanan

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Reflected Diffusions ◽

Convex Polyhedral

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Fast algorithms for penetration and contact determination between non-convex polyhedral models

Proceedings of 1995 IEEE International Conference on Robotics and Automation ◽

10.1109/robot.1995.525666 ◽

2002 ◽

Author(s):

M.C. Lin ◽

D. Manocha ◽

M. Ponamgi

Keyword(s):

Fast Algorithms ◽

Convex Polyhedral

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Analysis of Reflected Diffusions via an Exponential Time-Based Transformation

Journal of Statistical Physics ◽

10.1007/s10955-016-1525-9 ◽

2016 ◽

Vol 163 (6) ◽

pp. 1425-1453 ◽

Author(s):

Antonio Di Crescenzo ◽

Virginia Giorno ◽

Amelia G. Nobile

Keyword(s):

Exponential Time ◽

Reflected Diffusions

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Recognition Of Convex Polyhedral Objects

10.1117/12.949250 ◽

1989 ◽

Author(s):

Aladdin M. Ariyaeeinia

Keyword(s):

Convex Polyhedral ◽

Polyhedral Objects

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Discrete approximations to local times for reflected diffusions

Electronic Communications in Probability ◽

10.1214/16-ecp4694 ◽

2016 ◽

Vol 21 (0) ◽

Author(s):

Wai-Tong Louis Fan

Keyword(s):

Local Times ◽

Discrete Approximations ◽

Reflected Diffusions

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Polyhedra: A package for computations with convex polyhedral objects

Journal of Software for Algebra and Geometry ◽

10.2140/jsag.2009.1.11 ◽

2009 ◽

Vol 1 (1) ◽

pp. 11-15 ◽

Author(s):

René Birkner

Keyword(s):

Convex Polyhedral ◽

Polyhedral Objects

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Stochastic Impulsive Control Problems for Degenerate Reflected Diffusions

10.23919/acc.1982.4787901 ◽

1982 ◽

Author(s):

Jose Luis Menaldi

Keyword(s):

Impulsive Control ◽

Control Problems ◽

Reflected Diffusions

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Decentralized Robust Predictive Control for Convex Polyhedral Uncertain Large-Scale Systems

Proceedings of the 2015 Chinese Intelligent Automation Conference - Lecture Notes in Electrical Engineering ◽

10.1007/978-3-662-46463-2_35 ◽

2015 ◽

pp. 343-353

Author(s):

Wenwen Guan ◽

Chaoyong Jin ◽

Liping Xie

Keyword(s):

Predictive Control ◽

Large Scale ◽

Large Scale Systems ◽

Convex Polyhedral ◽

Robust Predictive Control

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PROJECTIONS OF CONVEX POLYHEDRAL SETS

10.21236/ad0659301 ◽

1967 ◽

Author(s):

David A. Kohler

Keyword(s):

Convex Polyhedral ◽

Polyhedral Sets

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Intersection of a convex polyhedral set with the integer lattice

Translations of Mathematical Monographs - Qualitative Topics in Integer Linear Programming ◽

10.1090/mmono/156/03 ◽

1996 ◽

pp. 35-59

Keyword(s):

Integer Lattice ◽

Convex Polyhedral ◽

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