High-quality implementation for a continuous-in-time financial API in C#
T Chakkour - Frontiers in Computer Science, 2024 - frontiersin.org
In recent years, there has been a rising interest in potentially complex software and financial
industries with applications in many engineering fields. With this rise comes a host of …
industries with applications in many engineering fields. With this rise comes a host of …
Robust Manipulation Primitive Learning via Domain Contraction
Contact-rich manipulation plays an important role in human daily activities, but uncertain
parameters pose significant challenges for robots to achieve comparable performance …
parameters pose significant challenges for robots to achieve comparable performance …
New Feedback Control and Adaptive Evolve-Filter-Relax Regularization for the Navier-Stokes Equations in the Convection-Dominated Regime
We propose, analyze, and investigate numerically a novel feedback control strategy for high
Reynolds number flows. For both the continuous and the discrete (finite element) settings …
Reynolds number flows. For both the continuous and the discrete (finite element) settings …
[HTML][HTML] Approximation of optimal control problems for the Navier-Stokes equation via multilinear HJB-POD
We consider the approximation of some optimal control problems for the Navier-Stokes
equation via a Dynamic Programming approach. These control problems arise in many …
equation via a Dynamic Programming approach. These control problems arise in many …
A Multilinear HJB-POD Method for the Optimal Control of PDEs on a Tree Structure
Optimal control problems driven by evolutionary partial differential equations arise in many
industrial applications and their numerical solution is known to be a challenging problem …
industrial applications and their numerical solution is known to be a challenging problem …
[HTML][HTML] Optimal polynomial feedback laws for finite horizon control problems
A learning technique for finite horizon optimal control problems and its approximation based
on polynomials is analyzed. It allows to circumvent, in part, the curse dimensionality which is …
on polynomials is analyzed. It allows to circumvent, in part, the curse dimensionality which is …
Functional Transform-Based Low-Rank Tensor Factorization for Multi-dimensional Data Recovery
Recently, the transform-based low-rank tensor factorization (t-LRTF) has emerged as a
promising tool for multi-dimensional data recovery. However, the discrete transforms along …
promising tool for multi-dimensional data recovery. However, the discrete transforms along …
[HTML][HTML] State Dependent Riccati for dynamic boundary control to optimize irrigation in Richards' equation framework
We present an approach for the optimization of irrigation in a Richards' equation framework.
We introduce a proper cost functional, aimed at minimizing the amount of water provided by …
We introduce a proper cost functional, aimed at minimizing the amount of water provided by …
Separable approximations of optimal value functions under a decaying sensitivity assumption
An efficient approach for the construction of separable approximations of optimal value
functions from interconnected optimal control problems is presented. The approach is based …
functions from interconnected optimal control problems is presented. The approach is based …
Finite-difference least square methods for solving Hamilton-Jacobi equations using neural networks
We present a simple algorithm to approximate the viscosity solution of Hamilton-Jacobi (HJ)
equations using an artificial deep neural network. The algorithm uses a stochastic gradient …
equations using an artificial deep neural network. The algorithm uses a stochastic gradient …