Sökning: "optimal matematik"

Visar resultat 1 - 5 av 300 avhandlingar innehållade orden optimal matematik.

  1. 1. Optimal timing decisions in financial markets

    Författare :Martin Vannestål; Erik Ekström; Luis H. R. Alvarez E.; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; 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

  2. 2. Optimal thinning : a theoretical investigation on individual-tree level

    Författare :Peter Fransson; Åke Brännström; Ola Lindroos; Oskar Franklin; Per Lundberg; Umeå universitet; []

    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. 3. Some modes of convergence and their application to homogenization and optimal composites design

    Författare :Anders Holmbom; Mittuniversitetet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; Homogenization; two-scale convergence; MATHEMATICS; MATEMATIK; Mathematics; Matematik;

    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. 4. Optimizing Networked Systems and Inverse Optimal Control

    Författare :Han Zhang; Xiaoming Hu; Elias Jarlebring; Yiguang Hong; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Networked systems; energy optimal consensus control; semi-definite programming; distributed optimization; inverse optimal control; Mathematics; Matematik;

    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. 5. Information and Default Risk in Financial Valuation

    Författare :Marta Leniec; Erik Ekström; Christoph Kühn; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; pricing; valuation; American options; Dynkin games; optimal stopping problem; optimal stopping games; credit risk; default risk; information; filtration; enlargement of filtrations;

    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