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Found 147 Documents (Results 1–100)

Monotone and second order consistent scheme for the two dimensional Pucci equation. (English) Zbl 1475.65164

Vermolen, Fred J. (ed.) et al., Numerical mathematics and advanced applications. ENUMATH 2019. Proceedings of the European conference, Egmond aan Zee, The Netherlands, September 30 – October 4, 2019. Cham: Springer. Lect. Notes Comput. Sci. Eng. 139, 733-742 (2021).
MSC:  65N06 35J70
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Operations research. Mathematical aspects and applications. (Recherche opérationnelle. Aspects mathématiques et applications.) (French) Zbl 1333.90001

Palaiseau: Éditions de l’École Polytechnique (ISBN 978-2-7302-1641-8/pbk). xi, 380 p. (2015).
MSC:  90-01 90Bxx 90C90
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Sensitivity analysis of energy contracts by stochastic programming techniques. (English) Zbl 1269.90070

Carmona, René A. (ed.) et al., Numerical methods in finance. Selected papers based on the presentations at the workshop, Bordeaux, France, June 2010. Berlin: Springer (ISBN 978-3-642-25745-2/hbk; 978-3-642-25746-9/ebook). Springer Proceedings in Mathematics 12, 447-471 (2012).
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Quadratic growth conditions in optimal control problems. (English) Zbl 1235.49042

Leizarowitz, Arie (ed.) et al., Nonlinear analysis and optimization II. Optimization. A conference in celebration of Alex Ioffe’s 70th and Simeon Reich’s 60th birthdays, June 18–24, 2008, Haifa, Israel. Providence, RI: American Mathematical Society (AMS); Ramat-Gan: Bar-Ilan University (ISBN 978-0-8218-4835-7/pbk). Contemporary Mathematics 514; Israel Mathematical Conference Proceedings, 85-98 (2010).
MSC:  49K15 90C48
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Numerical optimization. Theoretical and practical aspects. Transl. from the French. 2nd reviseded. (English) Zbl 1108.65060

Universitext. Berlin: Springer (ISBN 3-540-35445-X/pbk). xiv, 490 p. (2006).
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Fast linear algebra for multiarc trajectory optimization. (English) Zbl 1105.49037

Di Pillo, Gianni (ed.) et al., Large-scale nonlinear optimization. Papers based on the presentation at the workshop on large scale nonlinear optimization, Erice, Italy, June 22–July 1, 2004. New York, NY: Springer (ISBN 0-387-30063-5/hbk). Nonconvex Optimization and Its Applications 83, 1-14 (2006).
MSC:  49M30 93C15 93C55 93B50
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Numerical optimization. Theoretical and practical aspects. Transl. from the French. (English) Zbl 1014.65045

Universitext. Berlin: Springer. xiii, 419 p. (2003).
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Characterization of consistency of some numerical schemes for the stochastic HJB equation. (English) Zbl 1054.93527

Menaldi, José Luis (ed.) et al., Optimal control and partial differential equations. In honour of Professor Alain Bensoussan’s 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Amsterdam: IOS Press; Tokyo: Ohmsha (ISBN 1-58603-096-5; 4-274-90412-1). 427-438 (2001).
MSC:  93E20 49L99
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Numerical methods for the optimal control of ordinary differential equations. Papers from the 5th international seminar on optimization and affine areas, October 1–5, 2001. (English) Zbl 1245.49002

Monografías del Instituto de Matemática y Ciencias Afines 22. Lima: Instituto de Matemática y Ciencias Afines, IMCA; Lima: Pontificia Universidad Católica del Perú (ISBN 9972-753-87-5). iv, 60 p. (2001).
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Numerical optimization. Theoretical and practice aspects. (Optimisation numérique. Aspects théoretiques et pratiques.) (French) Zbl 0952.65044

Mathématiques & Applications (Berlin). 27. Paris: Springer. xii, 324 p. (1997).
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