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  • Search: subject:"Obstacle problem"
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Subject
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Obstacle problem 4 Ansteckungseffekt 2 Bank risk 2 Bankenkrise 2 Banking crisis 2 Bankrisiko 2 Business network 2 Contagion effect 2 Double obstacle problem 2 Financial crisis 2 Finanzkrise 2 Geldmarkt 2 Interbank market 2 Interbankenmarkt 2 Money market 2 Systemic risk 2 Systemrisiko 2 Unternehmensnetzwerk 2 obstacle problem 2 American option 1 Backward doubly SDEs 1 Bank failure 1 Bankinsolvenz 1 Basel Accord 1 Basler Akkord 1 Bilateral obstacle problem 1 Clearing payment vector 1 Complementarity problem 1 Contagion 1 Convergence of the optimal controls 1 Convex combinations of the solutions 1 Credit risk 1 Distributed optimal control problems 1 Dynamic inverse obstacle problem 1 Electrical impedance tomography 1 Elliptic variational inequalities 1 Extended Kalman filter 1 Free boundary problems 1 Function space 1 Global optimizer 1
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Undetermined 8 Free 1
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Article 10
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3 Article 1
Language
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Undetermined 6 English 4
Author
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Jiang, Lishang 2 Ren, Xuemin 2 Addou, A. 1 Alphonse, Amal 1 Aman, Auguste 1 Boukrouche, Mahdi 1 Christof, Constantin 1 Hintermüller, M. 1 Hintermüller, Michael 1 Kim, B.S. 1 Kim, K.Y. 1 Kim, M.C. 1 Kim, S. 1 Klimsiak, Tomasz 1 Laurain, A. 1 Lidouh, A. 1 Mrhardy, Naoul 1 Papadopoulos, Ioannis P. A. 1 Rozkosz, Andrzej 1 Seddoug, B. 1 Tarzia, Domingo 1 Wang, S. 1 Yang, X. 1 Yuan, George 1 Zhou, Y. 1
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Published in...
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Computational Optimization and Applications 3 Mathematics and Computers in Simulation (MATCOM) 2 Journal of Global Optimization 1 Journal of financial engineering 1 Mathematical finance : an international journal of mathematics, statistics and financial economics 1 Operations research letters 1 Statistics & Probability Letters 1
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Source
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RePEc 6 ECONIS (ZBW) 3 EconStor 1
Showing 1 - 10 of 10
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A globalized inexact semismooth Newton method for nonsmooth fixed-point equations involving variational inequalities
Alphonse, Amal; Christof, Constantin; Hintermüller, Michael - In: Computational Optimization and Applications 93 (2025) 1, pp. 1-55
which arises in thermoforming and which not only involves the obstacle problem as a source of nonsmoothness but also a …
Persistent link: https://www.econbiz.de/10015564097
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The valuation of American options in a multidimensional exponential Lévy model
Klimsiak, Tomasz; Rozkosz, Andrzej - In: Mathematical finance : an international journal of … 28 (2018) 4, pp. 1107-1142
Persistent link: https://www.econbiz.de/10011969076
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Mathematical modeling and analysis of insolvency contagion in an interbank network
Ren, Xuemin; Jiang, Lishang - In: Operations research letters 44 (2016) 6, pp. 759-783
Persistent link: https://www.econbiz.de/10011622367
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The framework of systemic risk related to contagion, recovery rate and capital requirement in an interbank network
Ren, Xuemin; Yuan, George; Jiang, Lishang - In: Journal of financial engineering 1 (2014) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10010508121
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A penalty approximation method for a semilinear parabolic double obstacle problem
Zhou, Y.; Wang, S.; Yang, X. - In: Journal of Global Optimization 60 (2014) 3, pp. 531-550
In this work, we present a novel power penalty method for the approximation of a global solution to a double obstacle complementarity problem involving a semilinear parabolic differential operator and a bounded feasible solution set. We first rewrite the double obstacle complementarity problem...
Persistent link: https://www.econbiz.de/10010938215
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Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs
Aman, Auguste; Mrhardy, Naoul - In: Statistics & Probability Letters 83 (2013) 3, pp. 863-874
This paper is intended to give a representation for a stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized backward doubly stochastic differential equations.
Persistent link: https://www.econbiz.de/10010616885
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Convergence of distributed optimal control problems governed by elliptic variational inequalities
Boukrouche, Mahdi; Tarzia, Domingo - In: Computational Optimization and Applications 53 (2012) 2, pp. 375-393
First, let u <Subscript> g </Subscript> be the unique solution of an elliptic variational inequality with source term g. We establish, in the general case, the error estimate between <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$u_{3}(\mu)=\mu u_{g_{1}}+ (1-\mu)u_{g_{2}}$</EquationSource> </InlineEquation> and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$u_{4}(\mu)=u_{\mu g_{1}+ (1-\mu) g_{2}}$</EquationSource> </InlineEquation> for μ∈[0,1]. Secondly, we consider a...</equationsource></inlineequation></equationsource></inlineequation></subscript>
Persistent link: https://www.econbiz.de/10010998269
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A shape and topology optimization technique for solving a class of linear complementarity problems in function space
Hintermüller, M.; Laurain, A. - In: Computational Optimization and Applications 46 (2010) 3, pp. 535-569
Persistent link: https://www.econbiz.de/10008456202
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A projection algorithm for bilateral obstacle problem
Addou, A.; Lidouh, A.; Seddoug, B. - In: Mathematics and Computers in Simulation (MATCOM) 77 (2008) 2, pp. 142-150
The main goal of this work is to give an adequate method permitting the resolution of a bilateral obstacle problem, by …
Persistent link: https://www.econbiz.de/10010750115
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Dynamic inverse obstacle problems with electrical impedance tomography
Kim, K.Y.; Kim, B.S.; Kim, M.C.; Kim, S. - In: Mathematics and Computers in Simulation (MATCOM) 66 (2004) 4, pp. 399-408
Electrical impedance tomography (EIT) is a relatively new imaging modality in which the internal resistivity distribution is reconstructed based on the known sets of injected currents and measured voltages on the surface of the object.
Persistent link: https://www.econbiz.de/10010749721
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