Sökning: "convex barrier"
Visar resultat 1 - 5 av 6 avhandlingar innehållade orden convex barrier.
1. Large deviation techniques applied to three questions of when
Sammanfattning : Large deviation techniques are used to solve three problems; when is a distant convex barrier passed, when to accept a sequence of gambles and when is the time of ruin. This work is the collection of four papers. LÄS MER
2. On the pricing equations of some path-dependent options
Sammanfattning : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. LÄS MER
3. Partitioning and Control for Dynamical Systems Evolving on Manifolds
Sammanfattning : With the development and integration of cyber-physical and safety-critical systems, control systems are expected to achieve tasks that include logic rules, receptive decision-making, safety constraints, and so forth. For example, in a persistent surveillance application, an unmanned aerial vehicle might be required to "take photos of areas A and B infinitely often, always avoid unsafe region C, and return to the charging point when the battery level goes low. LÄS MER
4. On low order controller synthesis using rational constraints
Sammanfattning : In order to design robust controllers, H-infinity synthesis is a common tool to use. The controllers that result from these algorithms are typically of very high order, which complicates implementation. LÄS MER
5. Some Cases of Kudla’s Modularity Conjecture for Unitary Shimura Varieties
Sammanfattning : A common theme of the thesis is the interplay of symmetry and rigidity, which is a general phenomenon in mathematics. Symmetry is a notion related to the degree to which an object remains unchanged under transformations, and rigidity is a notion that in terms of physics can be thought of as a lack of freedom, which leads to stronger properties of an object than we normally expect. LÄS MER