Reduced order models in PIDE constrained optimization

Ekkehard Sachs; Matthias Schu

Control and Cybernetics (2010)

  • Volume: 39, Issue: 3, page 661-675
  • ISSN: 0324-8569

How to cite

top

Sachs, Ekkehard, and Schu, Matthias. "Reduced order models in PIDE constrained optimization." Control and Cybernetics 39.3 (2010): 661-675. <http://eudml.org/doc/209720>.

@article{Sachs2010,
author = {Sachs, Ekkehard, Schu, Matthias},
journal = {Control and Cybernetics},
keywords = {option pricing; jump diffusion models; PIDE constrained optimization; proper orthogonal decomposition; trust region method},
language = {eng},
number = {3},
pages = {661-675},
title = {Reduced order models in PIDE constrained optimization},
url = {http://eudml.org/doc/209720},
volume = {39},
year = {2010},
}

TY - JOUR
AU - Sachs, Ekkehard
AU - Schu, Matthias
TI - Reduced order models in PIDE constrained optimization
JO - Control and Cybernetics
PY - 2010
VL - 39
IS - 3
SP - 661
EP - 675
LA - eng
KW - option pricing; jump diffusion models; PIDE constrained optimization; proper orthogonal decomposition; trust region method
UR - http://eudml.org/doc/209720
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.