Sökning: "Convexity"

Visar resultat 21 - 25 av 46 avhandlingar innehållade ordet Convexity.

  1. 21. On the Pricing of Path-Dependent Options and Related Problems

    Författare :Per Hörfelt; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : The thesis considers the pricing of European path-dependent options in a multi-dimensional Black-Scholes model. The thesis focuses mainly on the three different classes of path-dependent options: barrier, Asian, and lookback options. The thesis consists of eight chapters. LÄS MER

  3. 22. Action Recognition for Robot Learning

    Författare :Alessandro Pieropan; Kjellström Hedvig; Markus Vinkze; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Computer Science; Datalogi;

    Sammanfattning : This thesis builds on the observation that robots cannot be programmed to handle any possible situation in the world. Like humans, they need mechanisms to deal with previously unseen situations and unknown objects. One of the skills humans rely on to deal with the unknown is the ability to learn by observing others. LÄS MER

  4. 23. Short Term Operation of District Heating Systems: An Application of Mathematical Programming

    Författare :Hans Eriksson; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : This work treats the introduction of rigorous optimisation methods as a decision aid in the short term operation of district heating systems. The conditions for operation of district heating systems are investigated. Arguments for the necessity of a systems model that is capable of handling the discrete nature of the problem are presented. LÄS MER

  5. 24. Arterial mechanics : noninvasive identification of constitutive parameters and residual stress

    Författare :Jonas Stålhand; Gerhard A. Holzapfel; Linköpings universitet; []
    Nyckelord :TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : This thesis concerns the mechanical modelling of arteries, and particularly a method to identify parameters describing the mechanical properties using only clinically obtainable in vivo measurements. The artery is modelled as a fibre reinforced, incompressible, thick-walled cylinder subjected to large deformations and a residual stress field. LÄS MER

  7. 25. Experimental Design and Updating of Finite Element Models

    Författare :Magnus Andersson; Lennart Ljung; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Sammanfattning : This thesis deals with two partly related topics: model updating and actuator/sensor placement concerning finite element (FE) models of large, flexible mechanical structures.The importance of accurate dynamical FE models of mechanical structures in, e.g., aviation/aerospace applications are steadily increasing. LÄS MER