Výsledky vyhledávání - "Thai, Nguyen Huu"

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Adaptive neural network based dynamic surface control for uncertain dual arm robots

Autor: Pham, Dung Tien, Van Nguyen, Thai, Le, Hai Xuan, Nguyen, Linh, Thai, Nguyen Huu, Phan, Tuan Anh, Pham, Hai Tuan, Duong, Anh Hoai

The paper discusses an adaptive strategy to effectively control nonlinear manipulation motions of a dual arm robot (DAR) under system uncertainties including parameter variations, actuator nonlinearities and external disturbances. It is proposed that

Externí odkaz: http://arxiv.org/abs/1905.02914

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Adaptive neural network based dynamic surface control for uncertain dual arm robots

Autor: Pham, Dung Tien, Nguyen, Thai Van, Le, Hai Xuan, Nguyen, Linh, Thai, Nguyen Huu, Phan, Tuan Anh, Pham, Hai Tuan, Duong, Anh Hoai, Bui, Lam Thanh

Publikováno v: International Journal of Dynamics and Control; 20240101, Issue: Preprints p1-11, 11p

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APPROXIMATE HEDGING PROBLEM WITH TRANSACTION COSTS IN STOCHASTIC VOLATILITY MARKETS

Autor: Thai Nguyen, Huu, Pergamenshchikov, Serguei

Publikováno v: Mathematical Finance
Mathematical Finance, Wiley, 2017, 27, pp.832-865. ⟨10.1111/mafi.12094⟩

International audience; This paper studies the problem of option replication in general stochastic volatility markets with transaction costs, using a new specification for the volatility adjustment in Leland's algorithm. We prove several limit theore

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::76ebd953e62834478180ae286ca9c64d
https://hal.archives-ouvertes.fr/hal-02334874/document

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