A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions

Masahiko Egami

doi:10.1137/060669905

A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions

SIAM Journal on Control and Optimization ◽

10.1137/060669905 ◽

2008 ◽

Vol 47 (3) ◽

pp. 1191-1218 ◽

Cited By ~ 13

Author(s):

Masahiko Egami

Keyword(s):

Impulse Control ◽

Solution Method ◽

Control Problems ◽

Direct Solution ◽

One Dimensional ◽

Stochastic Impulse Control ◽

Direct Solution Method

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DIRECT SOLUTION METHOD OF ONE-DIMENSIONAL PROBLEM FOR NONLINEAR OIL-FILM FORCES OF SLIDING BEARING

Journal of Mechanical Engineering ◽

10.3901/jme.2005.02.051 ◽

2005 ◽

Vol 41 (02) ◽

pp. 51

Author(s):

Daquan Liu

Keyword(s):

Solution Method ◽

Direct Solution ◽

Dimensional Problem ◽

Sliding Bearing ◽

Oil Film ◽

One Dimensional ◽

Direct Solution Method

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The LQG game with nonclassical information pattern using a direct solution method

2017 American Control Conference (ACC) ◽

10.23919/acc.2017.7962989 ◽

2017 ◽

Author(s):

Joshua W. Clemens ◽

Jason L. Speyer

Keyword(s):

Solution Method ◽

Direct Solution ◽

Direct Solution Method ◽

Information Pattern ◽

Nonclassical Information

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Direct solution method for<tex>A_{1}</tex>E +<tex>EA_{2}</tex>=<tex>-D</tex>

IEEE Transactions on Automatic Control ◽

10.1109/tac.1977.1101490 ◽

1977 ◽

Vol 22 (3) ◽

pp. 467-468 ◽

Cited By ~ 2

Author(s):

T. Bickart

Keyword(s):

Solution Method ◽

Direct Solution ◽

Direct Solution Method

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On the LQG Game With Nonclassical Information Pattern Using a Direct Solution Method

IEEE Transactions on Automatic Control ◽

10.1109/tac.2019.2927960 ◽

2020 ◽

Vol 65 (5) ◽

pp. 2078-2093

Author(s):

Joshua W. Clemens ◽

Jason L. Speyer

Keyword(s):

Solution Method ◽

Direct Solution ◽

Direct Solution Method ◽

Information Pattern ◽

Nonclassical Information

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Direct solution method for finite element analysis using Hopfield neural network

IEEE Transactions on Magnetics ◽

10.1109/20.376426 ◽

1995 ◽

Vol 31 (3) ◽

pp. 1964-1967 ◽

Cited By ~ 18

Author(s):

H. Yamashita ◽

N. Kowata ◽

V. Cingoski ◽

K. Kaneda

Keyword(s):

Neural Network ◽

Finite Element Analysis ◽

Finite Element ◽

Solution Method ◽

Hopfield Neural Network ◽

Direct Solution ◽

Element Analysis ◽

Direct Solution Method

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A direct solution method for pricing options involving the maximum process

Finance and Stochastics ◽

10.1007/s00780-017-0343-5 ◽

2017 ◽

Vol 21 (4) ◽

pp. 967-993 ◽

Cited By ~ 3

Author(s):

Masahiko Egami ◽

Tadao Oryu

Keyword(s):

Solution Method ◽

Direct Solution ◽

Pricing Options ◽

Maximum Process ◽

Direct Solution Method

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Iterative direct solution method for thermal analysis of electronic equipment

1994 Proceedings. 44th Electronic Components and Technology Conference ◽

10.1109/ectc.1994.367603 ◽

2002 ◽

Author(s):

M. Reill

Keyword(s):

Thermal Analysis ◽

Solution Method ◽

Electronic Equipment ◽

Direct Solution ◽

Direct Solution Method

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A General Verification Result for Stochastic Impulse Control Problems

SIAM Journal on Control and Optimization ◽

10.1137/16m1082822 ◽

2017 ◽

Vol 55 (2) ◽

pp. 627-649 ◽

Cited By ~ 13

Author(s):

Christoph Belak ◽

Sören Christensen ◽

Frank Thomas Seifried

Keyword(s):

Impulse Control ◽

Control Problems ◽

Stochastic Impulse Control

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Computation of complete synthetic seismograms for laterally heterogeneous models using the Direct Solution Method

Geophysical Journal International ◽

10.1111/j.1365-246x.1997.tb00983.x ◽

1997 ◽

Vol 130 (1) ◽

pp. 1-16 ◽

Cited By ~ 27

Author(s):

Phil R. Cummins ◽

Nozomu Takeuchi ◽

Robert J. Geller

Keyword(s):

Solution Method ◽

Synthetic Seismograms ◽

Direct Solution ◽

Heterogeneous Models ◽

Direct Solution Method

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Direct solution method of efficient large-scale parallel computation for 3D turbulent Rayleigh-Bénard convection

Acta Physica Sinica ◽

10.7498/aps.64.154702 ◽

2015 ◽

Vol 64 (15) ◽

pp. 154702

Author(s):

Zhang Yi-Zhao ◽

Bao Yun

Keyword(s):

Parallel Computation ◽

Large Scale ◽

Solution Method ◽

Direct Solution ◽

Direct Solution Method

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