Sökning: "optimal matematik"
Visar resultat 1 - 5 av 300 avhandlingar innehållade orden optimal matematik.
1. Optimal timing decisions in financial markets
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
2. Optimal thinning : a theoretical investigation on individual-tree level
Sammanfattning : Paper I: In paper I, we asked how a tree should optimally allocate its resources to maximize its fitness. We let a subject tree grow in an environment shaded by nearby competing trees. The competitors were assumed to have reached maturity and had stopped growing, thus creating a static light environment for the subject tree to grow in. LÄS MER
3. Some modes of convergence and their application to homogenization and optimal composites design
Sammanfattning : In this thesis, we develop, extend, apply, and discuss a number of methods for the study of limits of sequences of functions and operators. The connection between the notion of two-scale convergence and more general concepts of convergence is investigated and some alternative classes of admissible test functions are characterized. LÄS MER
4. Optimizing Networked Systems and Inverse Optimal Control
Sammanfattning : This thesis is concerned with the problems of optimizing networked systems, including designing a distributed energy optimal consensus controller for homogeneous networked linear systems, maximizing the algebraic connectivity of a network by projected saddle point dynamics. In addition, the inverse optimal control problems for discrete-time finite time-horizon Linear Quadratic Regulators (LQRs) are considered. LÄS MER
5. Information and Default Risk in Financial Valuation
Sammanfattning : This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. LÄS MER