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SIAMAM
2011
15 years 2 months ago
On the Kleinman-Martin Integral Equation Method for Electromagnetic Scattering by a Dielectric Body
The interface problem describing the scattering of time-harmonic electromagnetic waves by a dielectric body is often formulated as a pair of coupled boundary integral equations fo...
Martin Costabel, Frédérique Le Lou&e...
SIAMCO
2011
15 years 2 months ago
Internal Stabilization by Noise of the Navier--Stokes Equation
One shows that the Navier-Stokes equation in O⊂Rd, d = 2, 3, around an unstable equilibrium solution is exponentially stabilizable in probability by an internal noise controller...
Viorel Barbu, Giuseppe Da Prato
SIAMCO
2011
15 years 2 months ago
Consistency of Sequential Bayesian Sampling Policies
We consider Bayesian information collection, in which a measurement policy collects information to support a future decision. This framework includes ranking and selection, continu...
Peter Frazier, Warren B. Powell
SIAMCO
2011
15 years 2 months ago
Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
Rüdiger Frey, Ulrike Polte
SIAMCO
2011
15 years 2 months ago
Asymptotically Optimal Controls for Time-Inhomogeneous Networks
Abstract. A framework is introduced for the identification of controls for single-class timevarying queueing networks that are asymptotically optimal in the so-called uniform acce...
Milica Cudina, Kavita Ramanan
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