Optimal Control Models in Finance -- The STV Approach to Financial Optimal Control Models -- A Financial Oscillator Model -- An Optimal Corporate Financing Model -- Further Computational Experiments and Results -- Conclusion.The determination of optimal financing and investment strategies (optimal capital structure or optimal mix of funds, optimal portfolio choice, etc.) for corporations and th…
Batch Presorting Problems. I Models and Solution Approaches -- Batch Presorting Problems. II Applications in Inventory Logistics -- Vehicle Routing Problems in Hospital Transportation. I Models and Solution Approaches -- Vehicle Routing Problems in Hospital Transportation. II Applications and Case Studies -- Summary.This books covers the analysis and development of online algorithms involving e…
Portfolio Optimization -- One-Variable Optimization -- Optimal Portfolios with N Assets -- Unconstrained Optimization in N Variables -- The Steepest Descent Method -- The Newton Method -- Quasi-Newton Methods -- Conjugate Gradient Methods -- Optimal Portfolios with Restrictions -- Larger-Scale Portfolios -- Data-Fitting & The Gauss-Newton Method -- Equality Constrained Optimization -- Linear Eq…
Bounded Imaginary Powers and H?-Calculus of the Stokes Operator in Unbounded Domains -- Exact Estimates of Solutions to the Robin Boundary Value Problem for Elliptic Non-divergent Second-order Equations in a Neighborhood of the Boundary Conical Point -- Well-posedness of a Two-phase Flow with Soluble Surfactant -- Resolvent Differences for General Obstacles -- Special Finite Time Extinction in …
Nonlinear Inverse Problems: Theoretical Aspects and Some Industrial Applications -- Numerical Methods for the Simulation of Incompressible Viscous Flow: An Introduction -- Computational Techniques for the Verification and Control of Hybrid Systems -- Data Assimilation Methods for an Oceanographic Problem -- Ant Colonies: a Nature inspired Paradigm for the Mathematical Modelling of Self-Organizi…
Constraint Retraction for Dynamic Constraint Satisfaction Problems over Disjoint Real Intervals -- Computational Methods for Large Distributed Parameter Estimation Problems in 3D -- Robust Parameter Estimation for Identifying Satellite Injection Orbits -- On the Numerical Simulation of the Free Fall Problem -- Searching the Web: a Semantics-Based Approach -- Adaptive Computation with Perfectly …
Linearization -- Fixed-Point Theorems -- Degree Theory and Applications -- Minimization Methods -- Topological and Variational Methods.Nonlinear analysis has developed rapidly in the last three decades. Theories, techniques and results in many different branches of mathematics have been combined in solving nonlinear problems. This book collects and reorganizes up-to-date materials scattered thr…
Advances for New Model and Solution Approaches -- A Scatter Search Tutorial for Graph-Based Permutation Problems -- A Multistart Scatter Search Heuristic for Smooth NLP and MINLP Problems -- Scatter Search Methods for the Covering Tour Problem -- Solution of the SONET Ring Assignment Problem with Capacity Constraints -- Advances for Solving Classical Problems -- A Very Fast Tabu Search Algorith…
Mathematical Models -- Introduction to State Space Theory -- Stability Theory -- Perturbation Theory -- Uncertain Spaces -- Appendix: Linear Algebra -- Complex Analysis -- Convolutions and Transforms -- Linear Operators.This book presents the mathematical foundations of systems theory in a self-contained, comprehensive, detailed and mathematically rigorous way. This first volume is devoted to t…
Introduction: Theory and Complexity -- Duality Theory for Linear Optimization -- A Polynomial Algorithm for the Self—dual Model -- Solving the Canonical Problem -- The Logarithmic Barrier Approach -- Preliminaries -- The Dual Logarithmic Barrier Method -- The Primal—Dual Logarithmic Barrier Method -- Initialization -- The Target-following Approach -- Preliminaries -- The Primal-Dual Newton …