3341 search results - page 494 / 669 » On Bounded Queries and Approximation |
168
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MOR
2008
15 years 6 months ago
2008
We prove that if two smooth manifolds intersect transversally, then the method of alternating projections converges locally at a linear rate. We bound the speed of convergence in ...
156
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MANSCI
2006
15 years 6 months ago
2006
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
183
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IANDC
2007
15 years 6 months ago
2007
In the past decade, there has been a stream of work in designing approximation schemes for dense instances of NP-Hard problems. These include the work of Arora, Karger and Karpins...
167
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SIAMCO
2008
15 years 6 months ago
2008
We consider the class of nonlinear optimal control problems (OCP) with polynomial data, i.e., the differential equation, state and control constraints and cost are all described by...
179
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SIAMSC
2008
15 years 6 months ago
2008
Abstract. The sequential regularization method is a reformulation of the unsteady Navier-Stokes equations from the view point of constrained dynamical systems or approximate Helmho...