Sökning: "fixed-point approach"

Visar resultat 1 - 5 av 23 avhandlingar innehållade orden fixed-point approach.

1. 1. Fixed Point Iterations for Finite Sum Monotone Inclusions

   Författare :Martin Morin; Institutionen för reglerteknik; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; monotone inclusions; operator splitting;

   Sammanfattning : This thesis studies two families of methods for finding zeros of finite sums of monotone operators, the first being variance-reduced stochastic gradient (VRSG) methods. This is a large family of algorithms that use random sampling to improve the convergence rate compared to more traditional approaches. LÄS MER

3. 2. Urban Travel Time Estimation from Sparse GPS Data : An Efficient and Scalable Approach

   Författare :Mahmood Rahmani; Harilaos Koutsopoulos; Nikolas Geroliminis; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; map-matching; path inference; sparse GPS probes; floating car data; arterial; urban area; digital road network; iterative travel time estimation; fixed point problem; Stockholm; taxi; Transportvetenskap; Transport Science;

   Sammanfattning : The use of GPS probes in traffic management is growing rapidly as the required data collection infrastructure is increasingly in place, with significant number of mobile sensors moving around covering expansive areas of the road network. Many travelers carry with them at least one device with a built-in GPS receiver. LÄS MER

4. 3. Valuation and Optimal Strategies in Markets Experiencing Shocks

   Författare :Hannah Dyrssen; Erik Ekström; Damien Lamberton; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; American options; optimal stopping; game options; jump diffusion; jump to default; free-boundary problems; early exercise premium; integral equation; parabolic pde; convexity; sequential testing; fixed-point approach; Mathematics with specialization in Applied Mathematics; Matematik med inriktning mot tillämpad matematik;

   Sammanfattning : This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on.The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. LÄS MER

5. 4. Efficient and Flexible First-Order Optimization Algorithms

   Författare :Hamed Sadeghi; Institutionen för reglerteknik; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Monotone Inclusion; Convex Optimization; First-Order Methods; Fixed-Point Iterations; Forward–Backward Splitting; Primal–Dual Algorithm;

   Sammanfattning : Optimization problems occur in many areas in science and engineering. When the optimization problem at hand is of large-scale, the computational cost of the optimization algorithm is a main concern. LÄS MER

7. 5. Applications and Extensions of Reference Attributed Grammars

   Författare :Eva Magnusson; Institutionen för datavetenskap; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; aspect-oriented compiler construction; reference attributes; fixed-point computations; Attribute grammars;

   Sammanfattning : Programming languages are the main tools used to describe models of the real world and algorithms which manipulate these models. Over time much effort has been devoted to the task of making programming languages more high-level by enhancing their expressiveness, bringing it closer to the way the programmer thinks and reasons. LÄS MER