Laurière, Mathieu; Pagès, Gilles; Pironneau, Olivier Performance of a Markovian neural network versus dynamic programming on a fishing control problem. (English) Zbl 1512.91087 Probab. Uncertain. Quant. Risk 8, No. 1, 121-140 (2023). MSC: 91B76 93E20 49L20 68T07 PDFBibTeX XMLCite \textit{M. Laurière} et al., Probab. Uncertain. Quant. Risk 8, No. 1, 121--140 (2023; Zbl 1512.91087) Full Text: DOI arXiv
Oka, Tomoyuki; Yamada, Takayuki Topology optimization method with nonlinear diffusion. (English) Zbl 07665604 Comput. Methods Appl. Mech. Eng. 408, Article ID 115940, 24 p. (2023). MSC: 46N10 35Q93 47J35 PDFBibTeX XMLCite \textit{T. Oka} and \textit{T. Yamada}, Comput. Methods Appl. Mech. Eng. 408, Article ID 115940, 24 p. (2023; Zbl 07665604) Full Text: DOI arXiv
Adly, Samir; Bourdin, Loïc; Caubet, Fabien Sensitivity analysis of a Tresca-type problem leads to Signorini’s conditions. (English) Zbl 1490.49032 ESAIM, Control Optim. Calc. Var. 28, Paper No. 29, 29 p. (2022). MSC: 49Q12 49J40 46N10 74M15 PDFBibTeX XMLCite \textit{S. Adly} et al., ESAIM, Control Optim. Calc. Var. 28, Paper No. 29, 29 p. (2022; Zbl 1490.49032) Full Text: DOI
Bourdin, Loïc; Caubet, Fabien; Jacob de Cordemoy, Aymeric Sensitivity analysis of a scalar mechanical contact problem with perturbation of the Tresca’s friction law. (English) Zbl 1484.49070 J. Optim. Theory Appl. 192, No. 3, 856-890 (2022). MSC: 49Q12 46N10 74M15 49J52 49J40 PDFBibTeX XMLCite \textit{L. Bourdin} et al., J. Optim. Theory Appl. 192, No. 3, 856--890 (2022; Zbl 1484.49070) Full Text: DOI
Auger, Pierre; Pironneau, Olivier Parameter identification by statistical learning of a stochastic dynamical system modelling a fishery with price variation. (Identification de paramètre par apprentissage statistique dans un système dynamique modélisant un site de pêche à prix variable.) (English. French summary) Zbl 1448.93336 C. R., Math., Acad. Sci. Paris 358, No. 3, 245-253 (2020). MSC: 93E12 93E20 91B76 PDFBibTeX XMLCite \textit{P. Auger} and \textit{O. Pironneau}, C. R., Math., Acad. Sci. Paris 358, No. 3, 245--253 (2020; Zbl 1448.93336) Full Text: DOI
Hozman, Jiří; Tichý, Tomáš; Vlasák, Miloslav DG method for pricing European options under Merton jump-diffusion model. (English) Zbl 1524.65547 Appl. Math., Praha 64, No. 5, 501-530 (2019). MSC: 65M60 35Q91 65M15 91G60 91G80 35R09 91G20 PDFBibTeX XMLCite \textit{J. Hozman} et al., Appl. Math., Praha 64, No. 5, 501--530 (2019; Zbl 1524.65547) Full Text: DOI
Picheny, Victor; Binois, Mickael; Habbal, Abderrahmane A Bayesian optimization approach to find Nash equilibria. (English) Zbl 1410.91030 J. Glob. Optim. 73, No. 1, 171-192 (2019). MSC: 91A10 91A23 91-04 PDFBibTeX XMLCite \textit{V. Picheny} et al., J. Glob. Optim. 73, No. 1, 171--192 (2019; Zbl 1410.91030) Full Text: DOI arXiv
Hozman, Jiří; Tichý, Tomáš DG framework for pricing European options under one-factor stochastic volatility models. (English) Zbl 1394.65099 J. Comput. Appl. Math. 344, 585-600 (2018). MSC: 65M60 35Q91 91G60 91G80 65M06 91G20 PDFBibTeX XMLCite \textit{J. Hozman} and \textit{T. Tichý}, J. Comput. Appl. Math. 344, 585--600 (2018; Zbl 1394.65099) Full Text: DOI
Hozman, Jiří; Tichý, Tomáš DG method for numerical pricing of multi-asset Asian options – the case of options with floating strike. (English) Zbl 1458.91225 Appl. Math., Praha 62, No. 2, 171-195 (2017). MSC: 91G60 91G20 65M60 35Q91 PDFBibTeX XMLCite \textit{J. Hozman} and \textit{T. Tichý}, Appl. Math., Praha 62, No. 2, 171--195 (2017; Zbl 1458.91225) Full Text: DOI Link
Fernández, F. J.; Alvarez-Vázquez, L. J.; García-Chan, N.; Martínez, A.; Vázquez-Méndez, M. E. Optimal location of green zones in metropolitan areas to control the urban heat island. (English) Zbl 1315.91055 J. Comput. Appl. Math. 289, 412-425 (2015). MSC: 91D25 49N90 65K10 65M60 91B76 PDFBibTeX XMLCite \textit{F. J. Fernández} et al., J. Comput. Appl. Math. 289, 412--425 (2015; Zbl 1315.91055) Full Text: DOI
Lipp, Tobias; Loeper, Grégoire; Pironneau, Olivier Mixing Monte-Carlo and partial differential equations for pricing options. (English) Zbl 1264.91139 Chin. Ann. Math., Ser. B 34, No. 2, 255-276 (2013). MSC: 91G60 35Q91 91G20 65L60 82B31 PDFBibTeX XMLCite \textit{T. Lipp} et al., Chin. Ann. Math., Ser. B 34, No. 2, 255--276 (2013; Zbl 1264.91139) Full Text: DOI Link