Optimization and Control

[4] 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 ] [ 2995 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[5] 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

Distinguished Paper Award in 2018

SIAM Journal on Optimization, 27, (3), 2110-2142, 2017.3
[ Download ] [ 2017-03-22 04:57:35 uploaded by rcli ] [ 2097 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

[6] 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 ] [ 1906 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
Please log in for comment!
 

Show all 3 5 10 25 papers per page.
Sort by time views
 
Contact us: office-iccm@tsinghua.edu.cn | Copyright Reserved