[PDF] Top 20 Numerical methods for an optimal multiple stopping problem

... on an optimal ...of Numerical In- tegration to compute some integral estimations by using finite weighted ...of Numerical Probabilities and Financial ...methodologies for pricing and ... Voir le document complet

... To cite this version: Cots, Olivier Geometric and numerical methods for a state constrained minimum time control problem of an electric vehicle.. 2017 ESAIM: Control, Optimisation and Ca[r] ... Voir le document complet

... by an identification of the initial state of the dynamical system which minimizes a cost ...a numerical unconstrained optimization method such as the limited memory BFGS algorithm (see ...of an ... Voir le document complet

... several methods in optimal control to tackle successfully the contrast problem by saturation in nuclear magnetic ...allows for an in-depth classification of the structures of the many ... Voir le document complet

... second-order methods are also computationally ...Quasi-Newton methods like Broyden-Fletcher-Goldfarb-Shanno (BFGS) overcomes the above issues of the Newton’s method by (i) computing an approximation ... Voir le document complet

... approximation methods require the computation of an approximate solution on every node of the grid at every iteration and are generally considered rather ...new methods have been proposed in order to ... Voir le document complet

... for the first numerical method considered, an indirect approach by multiple shooting imple- mented through the HamPath ...second numerical method used in the paper is a direct approach ... Voir le document complet

... OPTIMIZATION METHODS FOR ESTIMATING ACQUISITION PARAMETERS In this section, we discuss possible choices of methods for efficiently estimating the acquisition parameters in the Algo- rithm 1 ... Voir le document complet

... Keywords: Optimal control, Shooting method, Pontryaguin ...Indirect methods based on the principle of maximum Pontryaguin [1, 2, 4] are known for their speed and precision in the treatment of ... Voir le document complet

... analytical methods is almost ...engineering methods in Computational Fluid Dynamics (CFD) are usually not robust enough to sustain highly supersonic and super-Alfvénic ...own methods, largely ... Voir le document complet

... procedure for the penalized problem As explained above, the Newton method described above may break down if in the Newton loop, the approximation of m h takes negative ...Newton) for computing a ... Voir le document complet

... classical problem in Mathematics. The study of this problem, focused on small degrees and for specific coefficients, comes back to the Sumerian (third millennium ...This problem has been ... Voir le document complet

... 1.1 Optimal Quantization This thesis is devoted to various theoretical aspects of optimal quantification in relation to numerical integration as well as several applications in ...finance. ... Voir le document complet

... tion problem where the mass is transported by the controlled stochastic dynamics, and we minimize the transportation cost among all the dynamics satisfying the initial and terminal ...algorithm for the ... Voir le document complet

... order for the curvature matrix to be close to that at the exact ...generate an inexact estimator ˜ x τ for a value of τ that is small but does not entail too much ...final stopping tolerance ... Voir le document complet

... fractional-step methods are certainly the most widespread technique for the time-discretization of the incompressible Navier-Stokes equations (see, ...of an explicit coupling method delivering ... Voir le document complet

... with optimal transport models arising in Physics, especially in Quantum Physics and Fluid ...of Optimal Transport ...Monge-Kantorovich problem by adding a ...Monge-Kantorovich problem by a ... Voir le document complet

... indirect methods: shooting and differen- tial ...programming problem solved by interior point techniques. Direct methods are typically easier to initialize than indirect methods, however their ... Voir le document complet

... order to take into account the live loading pressure differential. This is exemplified by the bubble-like deformation computed in this test. Next, we perform a few tests taken from [12]: a rectangular airbag and a ... Voir le document complet

... OF NUMERICAL METHODS IN THE CONTRAST IMAGING PROBLEM IN NMR Bernard Bonnard, Mathieu Claeys, Olivier Cots and Pierre Martinon Abstract— In this article, the contrast imaging problem in nuclear ... Voir le document complet