Sökning: "optimal matematik"

Visar resultat 1 - 5 av 328 avhandlingar innehållade orden optimal matematik.

  1. 1. Generalized Vandermonde matrices and determinants in electromagnetic compatibility

    Författare :Karl Lundengård; Sergei Silvestrov; Dietrich von Rosen; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Sammanfattning : Matrices whose rows (or columns) consists of monomials of sequential powers are called Vandermonde matrices and can be used to describe several useful concepts and have properties that can be helpful for solving many kinds of problems. In this thesis we will discuss this matrix and some of its properties as well as a generalization of it and how it can be applied to curve fitting discharge current for the purpose of ensuring electromagnetic compatibility. LÄS MER

  3. 2. Optimal timing decisions in financial markets

    Författare :Martin Vannestål; Erik Ekström; Luis H. R. Alvarez E.; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; optimal stopping; American options; optimal stopping games; incomplete information; Mathematics; Matematik;

    Sammanfattning : This thesis consists of an introduction and five articles. A common theme in all the articles is optimal timing when acting on a financial market. The main topics are optimal selling of an asset, optimal exercising of an American option, optimal stopping games and optimal strategies in trend following trading. LÄS MER

  4. 3. Optimal Truck Scheduling : Mathematical Modeling and Solution by the Column Generation Principle

    Författare :Myrna Palmgren; Torbjörn Larsson; Niklas Kohl; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; optimisation; pickup and delivery problem; transportation; scheduling; column generation; integer programming; MATHEMATICS; MATEMATIK;

    Sammanfattning : We consider the daily transportation problem in forestry which arises when transporting logs from forest sites to customers such as sawmills and pulp and paper mills. Each customer requires a specific amount of a certain assortment, and the deliveries to the customers can be made within time intervals, known as time windows. LÄS MER

  5. 4. Semi-Markov Models for Insurance and Option Rewards

    Författare :Fredrik Stenberg; Dmitrii Silvestrov; Kimmo Eriksson; Nikolaos Limnios; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; semi-Markov process; discrete time; insurance; actuarial; higher order reward; disability; variance; skewness; kurtosis; reward process; stochastic volatility; controlling semi-Markov process; Monte Carlo algorithm; convergence; optimal stopping; skeleton approximation; regime switching; semi-Markov modulated; European option; American option; Lévy process.; MATHEMATICS; MATEMATIK; Matematik tillämpad matematik;

    Sammanfattning : This thesis presents studies of semi-Markov models for insurance and option rewards. The thesis consists of the introduction and six papers. The introduction presents the results of the thesis in an informal way.In paper A, a general semi-Markov reward model is presented. LÄS MER

  7. 5. Optimal Stopping Domains and Reward Functions for Discrete Time American Type Options

    Författare :Henrik Jönsson; Dmitrii Silvestrov; Paavo Salminen; Mälardalens högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK; Matematik tillämpad matematik;

    Sammanfattning : Avhandlingen behandlar problemet att välja tidpunkt för att lösa in en amerikansk option. En amerikansk option ger ägaren rätten att köpa eller sälja en underliggande vara för ett fast pris, kallat lösenpriset, fram till och med en förbestämd tid, den så kallade slutdagen. LÄS MER