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Book
Nonlinear performance seeking control using fuzzy model reference learning control and the method of steepest descent
Authors: ---
Year: 1997 Publisher: Cleveland, Ohio : National Aeronautics and Space Administration, Lewis Research Center,

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Saddlepoint approximations with applications
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ISBN: 9780521872508 0521872502 9780511619083 9780511342394 051134239X 0511341326 9780511341328 0511619081 1107180724 1281084972 9786611084974 0511341865 0511340745 0511573715 Year: 2007 Volume: 22 Publisher: Cambridge : Cambridge University Press,

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Abstract

Modern statistical methods use complex, sophisticated models that can lead to intractable computations. Saddlepoint approximations can be the answer. Written from the user's point of view, this book explains in clear language how such approximate probability computations are made, taking readers from the very beginnings to current applications. The core material is presented in chapters 1-6 at an elementary mathematical level. Chapters 7-9 then give a highly readable account of higher-order asymptotic inference. Later chapters address areas where saddlepoint methods have had substantial impact: multivariate testing, stochastic systems and applied probability, bootstrap implementation in the transform domain, and Bayesian computation and inference. No previous background in the area is required. Data examples from real applications demonstrate the practical value of the methods. Ideal for graduate students and researchers in statistics, biostatistics, electrical engineering, econometrics, and applied mathematics, this is both an entry-level text and a valuable reference.


Book
Saddlepoint Approximation Methods in Financial Engineering
Authors: ---
ISBN: 3319741012 3319741004 Year: 2018 Publisher: Cham : Springer International Publishing : Imprint: Springer,

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This book summarizes recent advances in applying saddlepoint approximation methods to financial engineering. It addresses pricing exotic financial derivatives and calculating risk contributions to Value-at-Risk and Expected Shortfall in credit portfolios under various default correlation models. These standard problems involve the computation of tail probabilities and tail expectations of the corresponding underlying state variables.  The text offers in a single source most of the saddlepoint approximation results in financial engineering, with different sets of ready-to-use approximation formulas. Much of this material may otherwise only be found in original research publications. The exposition and style are made rigorous by providing formal proofs of most of the results. Starting with a presentation of the derivation of a variety of saddlepoint approximation formulas in different contexts, this book will help new researchers to learn the fine technicalities of the topic. It will also be valuable to quantitative analysts in financial institutions who strive for effective valuation of prices of exotic financial derivatives and risk positions of portfolios of risky instruments.  .


Book
Applied Functional Analysis and Its Applications
Authors: ---
Year: 2020 Publisher: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

Applied functional analysis has an extensive history. In the last century, this field has often been used in physical sciences, such as wave and heat phenomena. In recent decades, with the development of nonlinear functional analysis, this field has been used to model a variety of engineering, medical, and computer sciences. Two of the most significant issues in this area are modeling and optimization. Thus, we consider some recently published works on fixed point, variational inequalities, and optimization problems. These works could lead readers to obtain new novelties and familiarize them with some applications of this area.

Keywords

Research & information: general --- Mathematics & science --- vector variational-like inequalities --- vector optimization problems --- limiting (p,r)-α-(η,θ)-invexity --- Lipschitz continuity --- Fan-KKM theorem --- set-valued optimization problems --- higher-order weak adjacent epiderivatives --- higher-order mond-weir type dual --- benson proper efficiency --- fractional calculus --- ψ-fractional integrals --- fractional differential equations --- contraction --- hybrid contractions --- volterra fractional integral equations --- fixed point --- inertial-like subgradient-like extragradient method with line-search process --- pseudomonotone variational inequality problem --- asymptotically nonexpansive mapping --- strictly pseudocontractive mapping --- sequentially weak continuity --- method with line-search process --- pseudomonotone variational inequality --- strictly pseudocontractive mappings --- common fixed point --- hyperspace --- informal open sets --- informal norms --- null set --- open balls --- modified implicit iterative methods with perturbed mapping --- pseudocontractive mapping --- strongly pseudocontractive mapping --- nonexpansive mapping --- weakly continuous duality mapping --- set optimization --- set relations --- nonlinear scalarizing functional --- algebraic interior --- vector closure --- conjugate gradient method --- steepest descent method --- hybrid projection --- shrinking projection --- inertial Mann --- strongly convergence --- strict pseudo-contraction --- variational inequality problem --- inclusion problem --- signal processing


Book
Applied Functional Analysis and Its Applications
Authors: ---
Year: 2020 Publisher: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute

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Abstract

Applied functional analysis has an extensive history. In the last century, this field has often been used in physical sciences, such as wave and heat phenomena. In recent decades, with the development of nonlinear functional analysis, this field has been used to model a variety of engineering, medical, and computer sciences. Two of the most significant issues in this area are modeling and optimization. Thus, we consider some recently published works on fixed point, variational inequalities, and optimization problems. These works could lead readers to obtain new novelties and familiarize them with some applications of this area.

Keywords

vector variational-like inequalities --- vector optimization problems --- limiting (p,r)-α-(η,θ)-invexity --- Lipschitz continuity --- Fan-KKM theorem --- set-valued optimization problems --- higher-order weak adjacent epiderivatives --- higher-order mond-weir type dual --- benson proper efficiency --- fractional calculus --- ψ-fractional integrals --- fractional differential equations --- contraction --- hybrid contractions --- volterra fractional integral equations --- fixed point --- inertial-like subgradient-like extragradient method with line-search process --- pseudomonotone variational inequality problem --- asymptotically nonexpansive mapping --- strictly pseudocontractive mapping --- sequentially weak continuity --- method with line-search process --- pseudomonotone variational inequality --- strictly pseudocontractive mappings --- common fixed point --- hyperspace --- informal open sets --- informal norms --- null set --- open balls --- modified implicit iterative methods with perturbed mapping --- pseudocontractive mapping --- strongly pseudocontractive mapping --- nonexpansive mapping --- weakly continuous duality mapping --- set optimization --- set relations --- nonlinear scalarizing functional --- algebraic interior --- vector closure --- conjugate gradient method --- steepest descent method --- hybrid projection --- shrinking projection --- inertial Mann --- strongly convergence --- strict pseudo-contraction --- variational inequality problem --- inclusion problem --- signal processing


Book
Applied Functional Analysis and Its Applications
Authors: ---
Year: 2020 Publisher: Basel, Switzerland MDPI - Multidisciplinary Digital Publishing Institute

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Bookmark

Abstract

Applied functional analysis has an extensive history. In the last century, this field has often been used in physical sciences, such as wave and heat phenomena. In recent decades, with the development of nonlinear functional analysis, this field has been used to model a variety of engineering, medical, and computer sciences. Two of the most significant issues in this area are modeling and optimization. Thus, we consider some recently published works on fixed point, variational inequalities, and optimization problems. These works could lead readers to obtain new novelties and familiarize them with some applications of this area.

Keywords

Research & information: general --- Mathematics & science --- vector variational-like inequalities --- vector optimization problems --- limiting (p,r)-α-(η,θ)-invexity --- Lipschitz continuity --- Fan-KKM theorem --- set-valued optimization problems --- higher-order weak adjacent epiderivatives --- higher-order mond-weir type dual --- benson proper efficiency --- fractional calculus --- ψ-fractional integrals --- fractional differential equations --- contraction --- hybrid contractions --- volterra fractional integral equations --- fixed point --- inertial-like subgradient-like extragradient method with line-search process --- pseudomonotone variational inequality problem --- asymptotically nonexpansive mapping --- strictly pseudocontractive mapping --- sequentially weak continuity --- method with line-search process --- pseudomonotone variational inequality --- strictly pseudocontractive mappings --- common fixed point --- hyperspace --- informal open sets --- informal norms --- null set --- open balls --- modified implicit iterative methods with perturbed mapping --- pseudocontractive mapping --- strongly pseudocontractive mapping --- nonexpansive mapping --- weakly continuous duality mapping --- set optimization --- set relations --- nonlinear scalarizing functional --- algebraic interior --- vector closure --- conjugate gradient method --- steepest descent method --- hybrid projection --- shrinking projection --- inertial Mann --- strongly convergence --- strict pseudo-contraction --- variational inequality problem --- inclusion problem --- signal processing --- vector variational-like inequalities --- vector optimization problems --- limiting (p,r)-α-(η,θ)-invexity --- Lipschitz continuity --- Fan-KKM theorem --- set-valued optimization problems --- higher-order weak adjacent epiderivatives --- higher-order mond-weir type dual --- benson proper efficiency --- fractional calculus --- ψ-fractional integrals --- fractional differential equations --- contraction --- hybrid contractions --- volterra fractional integral equations --- fixed point --- inertial-like subgradient-like extragradient method with line-search process --- pseudomonotone variational inequality problem --- asymptotically nonexpansive mapping --- strictly pseudocontractive mapping --- sequentially weak continuity --- method with line-search process --- pseudomonotone variational inequality --- strictly pseudocontractive mappings --- common fixed point --- hyperspace --- informal open sets --- informal norms --- null set --- open balls --- modified implicit iterative methods with perturbed mapping --- pseudocontractive mapping --- strongly pseudocontractive mapping --- nonexpansive mapping --- weakly continuous duality mapping --- set optimization --- set relations --- nonlinear scalarizing functional --- algebraic interior --- vector closure --- conjugate gradient method --- steepest descent method --- hybrid projection --- shrinking projection --- inertial Mann --- strongly convergence --- strict pseudo-contraction --- variational inequality problem --- inclusion problem --- signal processing

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