Numerical Methods And Deep Learning For Stochastic Control Problems And Partial Differential Equations
DOWNLOAD
Download Numerical Methods And Deep Learning For Stochastic Control Problems And Partial Differential Equations PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Numerical Methods And Deep Learning For Stochastic Control Problems And Partial Differential Equations book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Numerical Methods And Deep Learning For Stochastic Control Problems And Partial Differential Equations
DOWNLOAD
Author : Come Huré
language : en
Publisher:
Release Date : 2019
Numerical Methods And Deep Learning For Stochastic Control Problems And Partial Differential Equations written by Come Huré and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019 with categories.
The present thesis deals with numerical schemes to solve Markov Decision Problems (MDPs), partial differential equations (PDEs), quasi-variational inequalities (QVIs), backward stochastic differential equations (BSDEs) and reflected backward stochastic differential equations (RBSDEs). The thesis is divided into three parts.The first part focuses on methods based on quantization, local regression and global regression to solve MDPs. Firstly, we present a new algorithm, named Qknn, and study its consistency. A time-continuous control problem of market-making is then presented, which is theoretically solved by reducing the problem to a MDP, and whose optimal control is accurately approximated by Qknn. Then, a method based on Markovian embedding is presented to reduce McKean-Vlasov control prob- lem with partial information to standard MDP. This method is applied to three different McKean- Vlasov control problems with partial information. The method and high accuracy of Qknn is validated by comparing the performance of the latter with some finite difference-based algorithms and some global regression-based algorithm such as regress-now and regress-later.In the second part of the thesis, we propose new algorithms to solve MDPs in high-dimension. Neural networks, combined with gradient-descent methods, have been empirically proved to be the best at learning complex functions in high-dimension, thus, leading us to base our new algorithms on them. We derived the theoretical rates of convergence of the proposed new algorithms, and tested them on several relevant applications.In the third part of the thesis, we propose a numerical scheme for PDEs, QVIs, BSDEs, and RBSDEs. We analyze the performance of our new algorithms, and compare them to other ones available in the literature (including the recent one proposed in [EHJ17]) on several tests, which illustrates the efficiency of our methods to estimate complex solutions in high-dimension.Keywords: Deep learning, neural networks, Stochastic control, Markov Decision Process, non- linear PDEs, QVIs, optimal stopping problem BSDEs, RBSDEs, McKean-Vlasov control, perfor- mance iteration, value iteration, hybrid iteration, global regression, local regression, regress-later, quantization, limit order book, pure-jump controlled process, algorithmic-trading, market-making, high-dimension.
Mathematical Methods For Engineering Applications
DOWNLOAD
Author : Víctor Gayoso Martínez
language : en
Publisher: Springer Nature
Release Date : 2024-03-29
Mathematical Methods For Engineering Applications written by Víctor Gayoso Martínez and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-29 with Mathematics categories.
These proceedings gather selected, peer-reviewed papers presented at the IV International Conference on Mathematics and its Applications in Science and Engineering – ICMASE 2023, held on July 12–14, 2023 by the University Center of Technology and Digital Arts (U-tad) in Madrid, Spain. Papers in this volume cover new developments in applications of mathematics in science and engineering, with an emphasis on mathematical and computational modeling of real-world problems. Topics range from the use of differential equations to model mechanical structures to the employ of number theory in the development of information security and cryptography. Educational issues specific to the acquisition of mathematical competencies by engineering and science students at all university levels are also touched on. Researchers, practitioners, and university students can significantly benefit from this volume, especially those seeking advanced methods for applying mathematics to various contexts and fields.
Machine Learning And Data Sciences For Financial Markets
DOWNLOAD
Author : Agostino Capponi
language : en
Publisher: Cambridge University Press
Release Date : 2023-06
Machine Learning And Data Sciences For Financial Markets written by Agostino Capponi and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-06 with Business & Economics categories.
Learn how cutting-edge AI and data science techniques are integrated in financial markets from leading experts in the industry.
Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics
DOWNLOAD
Author : Wilfried Grecksch
language : en
Publisher: World Scientific
Release Date : 2020-04-22
Infinite Dimensional And Finite Dimensional Stochastic Equations And Applications In Physics written by Wilfried Grecksch and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-04-22 with Science categories.
This volume contains survey articles on various aspects of stochastic partial differential equations (SPDEs) and their applications in stochastic control theory and in physics.The topics presented in this volume are:This book is intended not only for graduate students in mathematics or physics, but also for mathematicians, mathematical physicists, theoretical physicists, and science researchers interested in the physical applications of the theory of stochastic processes.
Numerical Control Part A
DOWNLOAD
Author :
language : en
Publisher: Elsevier
Release Date : 2022-02-15
Numerical Control Part A written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-15 with Mathematics categories.
Numerical Control: Part A, Volume 23 in the Handbook of Numerical Analysis series, highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of authors. Chapters in this volume include Numerics for finite-dimensional control systems, Moments and convex optimization for analysis and control of nonlinear PDEs, The turnpike property in optimal control, Structure-Preserving Numerical Schemes for Hamiltonian Dynamics, Optimal Control of PDEs and FE-Approximation, Filtration techniques for the uniform controllability of semi-discrete hyperbolic equations, Numerical controllability properties of fractional partial differential equations, Optimal Control, Numerics, and Applications of Fractional PDEs, and much more. - Provides the authority and expertise of leading contributors from an international board of authors - Presents the latest release in the Handbook of Numerical Analysis series - Updated release includes the latest information on Numerical Control
Data Analysis And Related Applications 4
DOWNLOAD
Author : Yiannis Dimotikalis
language : en
Publisher: John Wiley & Sons
Release Date : 2024-10-08
Data Analysis And Related Applications 4 written by Yiannis Dimotikalis and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-10-08 with Computers categories.
Ecai 2020
DOWNLOAD
Author : G. De Giacomo
language : en
Publisher: IOS Press
Release Date : 2020-09-11
Ecai 2020 written by G. De Giacomo and has been published by IOS Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-11 with Computers categories.
This book presents the proceedings of the 24th European Conference on Artificial Intelligence (ECAI 2020), held in Santiago de Compostela, Spain, from 29 August to 8 September 2020. The conference was postponed from June, and much of it conducted online due to the COVID-19 restrictions. The conference is one of the principal occasions for researchers and practitioners of AI to meet and discuss the latest trends and challenges in all fields of AI and to demonstrate innovative applications and uses of advanced AI technology. The book also includes the proceedings of the 10th Conference on Prestigious Applications of Artificial Intelligence (PAIS 2020) held at the same time. A record number of more than 1,700 submissions was received for ECAI 2020, of which 1,443 were reviewed. Of these, 361 full-papers and 36 highlight papers were accepted (an acceptance rate of 25% for full-papers and 45% for highlight papers). The book is divided into three sections: ECAI full papers; ECAI highlight papers; and PAIS papers. The topics of these papers cover all aspects of AI, including Agent-based and Multi-agent Systems; Computational Intelligence; Constraints and Satisfiability; Games and Virtual Environments; Heuristic Search; Human Aspects in AI; Information Retrieval and Filtering; Knowledge Representation and Reasoning; Machine Learning; Multidisciplinary Topics and Applications; Natural Language Processing; Planning and Scheduling; Robotics; Safe, Explainable, and Trustworthy AI; Semantic Technologies; Uncertainty in AI; and Vision. The book will be of interest to all those whose work involves the use of AI technology.
Deterministic Stochastic And Deep Learning Methods For Computational Electromagnetics
DOWNLOAD
Author : Wei Cai
language : en
Publisher: Springer Nature
Release Date : 2025-03-02
Deterministic Stochastic And Deep Learning Methods For Computational Electromagnetics written by Wei Cai and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-03-02 with Mathematics categories.
This book provides a well-balanced and comprehensive picture based on clear physics, solid mathematical formulation, and state-of-the-art useful numerical methods in deterministic, stochastic, deep neural network machine learning approaches for computer simulations of electromagnetic and transport processes in biology, microwave and optical wave devices, and nano-electronics. Computational research has become strongly influenced by interactions from many different areas including biology, physics, chemistry, engineering, etc. A multifaceted approach addressing the interconnection among mathematical algorithms and physical foundation and application is much needed to prepare graduate students and researchers in applied mathematics and sciences and engineering for innovative advanced computational research in many applications areas, such as biomolecular solvation in solvents, radar wave scattering, the interaction of lights with plasmonic materials, plasma physics, quantum dots, electronic structure, current flows in nano-electronics, and microchip designs, etc.
Artificial Intelligence In Insurance And Finance
DOWNLOAD
Author : Glenn Fung
language : en
Publisher: Frontiers Media SA
Release Date : 2022-01-04
Artificial Intelligence In Insurance And Finance written by Glenn Fung and has been published by Frontiers Media SA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-01-04 with Science categories.
Luisa Fernanda Polania Cabrera is an Experienced Professional at Target Corporation (United States). Victor Wu is a Product Manager at GitLab Inc, San Francisco, United States. Sou-Cheng Choi is a Consulting Principle Data Scientist at Allstate Corporation. Lawrence Kwan Ho Ma is the Founder, Director and Chief Scientist of Valigo Limited and Founder, CEO and Chief Scientist of EMALI.IO Limited. Glenn M. Fung is the Chief Research Scientist at American Family Insurance.
Controlo 2024
DOWNLOAD
Author : Antonio Pedro Aguiar
language : en
Publisher: Springer Nature
Release Date : 2025-04-22
Controlo 2024 written by Antonio Pedro Aguiar and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-22 with Technology & Engineering categories.
This book offers a perfect insight of the latest research and developments in the fields of dynamic systems and control engineering. Gathering the proceedings of the 16th APCA International Conference on Automatic Control and Soft Computing (CONTROLO 2024), held on July 17-19, 2024, in Porto, Portugal, this volume covers a wide range of theoretical and practical issues relating to the development and use of different control approaches, such as PID control, adaptive control, non-linear control, intelligent monitoring and control based on fuzzy and neural systems. Further topics include robust control systems, and real time control. Sensors and actuators, measurement systems, renewable energy systems, aeronautic and aerospace systems, as well as industrial control and automation, are also comprehensively covered. All in all, this book offers a timely and thoroughly survey of the latest research in the fields of dynamic systems and automatic control engineering, and a source of inspiration for researchers and professionals worldwide.