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pro vyhledávání: '"Samu Alanko"'
Autor:
Samu Alanko
Publikováno v:
Communications on Pure and Applied Mathematics. 69:958-980
The regression-based Monte Carlo methods for backward stochastic differential equations (BSDEs) have been the object of considerable research, particularly for solving nonlinear partial differential equations (PDEs). Unfortunately, such methods often
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::150cba854c6c1a31fd9c0fec3cd760fa
https://doi.org/10.1002/cpa.21590
https://doi.org/10.1002/cpa.21590
Autor:
Marco Avellaneda, Samu Alanko
Publikováno v:
Comptes Rendus Mathematique. 351:135-138
Numerical methods based on time discretization and estimation of conditional expectations for solving backward stochastic di↵erential equations (BSDEs) have been the object of considerable research, particularly in view of the applications to finan
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6fb422780a888a0ec8f5b40196d55c1
https://doi.org/10.1016/j.crma.2013.02.010
https://doi.org/10.1016/j.crma.2013.02.010
Publikováno v:
The Electronic Journal of Combinatorics. 18
Let $\gamma_{m,n}$ denote the size of a minimum dominating set in the $m \times n$ grid graph. For the square grid graph, exact values for $\gamma_{n,n}$ have earlier been published for $n \leq 19$. By using a dynamic programming algorithm, the value
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17541aeb827efdc15f163074a5720193
https://doi.org/10.37236/628
https://doi.org/10.37236/628