Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications
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Robust Static Super-Replication of Barrier Options in the Black-Scholes model

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications ◽

10.1007/0-387-28654-3_7 ◽

2006 ◽

pp. 135-155 ◽

Cited By ~ 1

Author(s):

Jan H. Maruhn ◽

Ekkehard W. Sachs

Keyword(s):

Barrier Options ◽

Black Scholes Model ◽

Black Scholes

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Distributed Solution of Optimal Control Problems Governed by Parabolic Equations

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications ◽

10.1007/0-387-28654-3_4 ◽

2006 ◽

pp. 73-94

Author(s):

Matthias Heinkenschloss ◽

Michael Herty

Keyword(s):

Optimal Control ◽

Parabolic Equations ◽

Optimal Control Problems ◽

Control Problems

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Shape Optimization of Electrodes for Piezoelectric Actuators

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications ◽

10.1007/0-387-28654-3_6 ◽

2006 ◽

pp. 117-134 ◽

Cited By ~ 2

Author(s):

Andrew J. Kurdila ◽

Weijian Wang ◽

Yunfei Feng ◽

Richard J. Prazenica

Keyword(s):

Shape Optimization ◽

Piezoelectric Actuators

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Equilibrium Analysis for a Network Market Model

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications ◽

10.1007/0-387-28654-3_3 ◽

2006 ◽

pp. 63-72 ◽

Cited By ~ 2

Author(s):

Juan F. Escobar ◽

Alejandro Jofré

Keyword(s):

Equilibrium Analysis ◽

Market Model

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Control System Radii and Robustness Under Approximation

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications ◽

10.1007/0-387-28654-3_2 ◽

2006 ◽

pp. 25-61

Author(s):

John A. Burns ◽

Gunther H. Peichl

Keyword(s):

Control System

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Semidefinite Programming for Sensor Network and Graph Localization

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications ◽

10.1007/0-387-28654-3_11 ◽

2006 ◽

pp. 247-275 ◽

Cited By ~ 1

Author(s):

Yinyu Ye

Keyword(s):

Semidefinite Programming ◽

Sensor Network

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A Multigrid Approach to Optimal Control Computations for Navier-Stokes Flows

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications ◽

10.1007/0-387-28654-3_1 ◽

2006 ◽

pp. 3-23

Author(s):

E. Aulisa ◽

S. Manservisi

Keyword(s):

Optimal Control ◽

Navier Stokes ◽

Stokes Flows

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Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications ◽

10.1007/0-387-28654-3_5 ◽

2006 ◽

pp. 95-116 ◽

Cited By ~ 3

Author(s):

Pavlo A. Krokhmal ◽

Robert Murphey

Keyword(s):

Risk Measures ◽

Risk Averse ◽

Stochastic Programs

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Numerical Techniques in Relaxed Optimization Problems

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications ◽

10.1007/0-387-28654-3_8 ◽

2006 ◽

pp. 157-178 ◽

Cited By ~ 2

Author(s):

Tomáš Roubíček

Keyword(s):

Optimization Problems ◽

Numerical Techniques

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Combining Model and Test Data for Optimal Determination of Percentiles and Allowables: CVaR Regression Approach, Part II

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications ◽

10.1007/0-387-28654-3_10 ◽

2006 ◽

pp. 209-246

Author(s):

Stan Uryasev ◽

A. Alexandre Trindade

Keyword(s):

Test Data ◽

Regression Approach

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Robust Optimization-Directed Design - Nonconvex Optimization and Its ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Kluwer Academic Publishers

Robust Static Super-Replication of Barrier Options in the Black-Scholes model

Distributed Solution of Optimal Control Problems Governed by Parabolic Equations

Shape Optimization of Electrodes for Piezoelectric Actuators

Equilibrium Analysis for a Network Market Model

Control System Radii and Robustness Under Approximation

Semidefinite Programming for Sensor Network and Graph Localization

A Multigrid Approach to Optimal Control Computations for Navier-Stokes Flows

Modeling and Implementation of Risk-Averse Preferences in Stochastic Programs Using Risk Measures

Numerical Techniques in Relaxed Optimization Problems

Combining Model and Test Data for Optimal Determination of Percentiles and Allowables: CVaR Regression Approach, Part II

Robust Optimization-Directed Design - Nonconvex Optimization and Its Applications
Latest Publications