Optimal quadratures for a certain class of analytic functions
E. Neuman (1970)
Applicationes Mathematicae
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Displaying similar documents to “Optimal recovery of analytic functions by their values in a uniform grid on a circle.”
Optimal quadratures for a certain class of analytic functions
Discrete time optimal dividend problem with constant premium and exponentially distributed claims
Dariusz Socha (2014)
Applicationes Mathematicae
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An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.
Optimal choice problem with backward solicitation
K. Szajowski (1982)
Applicationes Mathematicae
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Optimal methods of integration in the class of differentiable functions
B. D. Bojanov (1976)
Applicationes Mathematicae
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Application of optimal transportation theory to the reconstruction of the early Universe.
Frisch, Uriel, Sobolevskii, A. (2004)
Journal of Mathematical Sciences (New York)
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On optimal methods in numerical analysis
A. G. Sukharev (1984)
Banach Center Publications
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Round-off error analysis of the gradient method.
Optimal trading strategies with transaction costs paid only for the first stock
Petr Dostál (2006)
Acta Universitatis Carolinae. Mathematica et Physica
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On the determination of optimal time horizon in a control problem in natural resource economics.
Kumar, Ramesh C., Naqib, Fadle M. (1995)
International Journal of Mathematics and Mathematical Sciences
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On optimal triangular meshes for minimizing the gradient error.
E.F. D'Azevedo, R.B. Simpson (1991)
Numerische Mathematik
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The existence of optimal solutions for infinite horizon optimal control problems
Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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The existence of optimal solutions for infinite horizon optimal control problems
Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti
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An existence theorem for a class of optimal problems with delayed argument.
Tadumadze, T., Gelashvili, K. (2000)
Memoirs on Differential Equations and Mathematical Physics
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Minimax optimal control problems. Numerical analysis of the finite horizon case
Silvia C. Di Marco, Roberto L.V. González (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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In this paper we consider the numerical computation of the optimal cost function associated to the problem that consists in finding the minimum of the maximum of a scalar functional on a trajectory. We present an approximation method for the numerical solution which employs both discretization on time and on spatial variables. In this way, we obtain a fully discrete problem that has unique solution. We give an optimal estimate for the error between the approximated solution and the...