Optimization and Control

[1] An efficient algorithm of Yau-Yau method for solving nonlinear filtering problems

Mei-Heng Yueh National Chiao Tung University Wen-Wei Lin National Chiao Tung University Shing-Tung Yau Harvard University

Optimization and Control mathscidoc:1608.27001

Communications in Information and Systems, 14, (2), 111--134, 2014
[ Download ] [ 2016-08-22 15:55:36 uploaded by yueh ] [ 582 downloads ] [ 0 comments ] [ Cited by 3 ] [ Abstract ] [ Full ]
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[2] An efficient numerical method for solving high-dimensional nonlinear filtering problems

Mei-Heng Yueh National Chiao Tung University Wen-Wei Lin National Chiao Tung University Shing-Tung Yau Harvard University

Optimization and Control mathscidoc:1608.27002

Communications in Information and Systems, 14, (4), 243--262, 2014
[ Download ] [ 2016-08-22 16:00:43 uploaded by yueh ] [ 254 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[3] On the Generalized Lanczos Trust-Region Method

Lei-Hong Zhang Shanghai University of Finance and Economics Chungen Shen University of Shanghai for Science and Technology Ren-Cang Li University of Texas at Arlington

Optimization and Control mathscidoc:1703.27002

2017.3
[ Download ] [ 2017-03-22 04:57:35 uploaded by rcli ] [ 187 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[4] On Recent Advance of Nonlinear Filtering Theory: Emphases on Global Approaches

Xue Luo Beihang University

Optimization and Control mathscidoc:1701.27013

PureAppl. Math. Q., 10, (4), 685-721, 2014
[ Download ] [ 2017-01-29 10:59:09 uploaded by xluo ] [ 178 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[5] An optimal mean-reversion trading rule under a markov chain model

Jingzhi Tie University of Georgia Qing Zhang University of Georgia

Optimization and Control mathscidoc:1702.27002

MATHEMATICAL CONTROL AND RELATED FIELDS, 6, (3), 2016.9
[ Download ] [ 2017-02-02 11:35:22 uploaded by jxztie ] [ 174 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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