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Subject
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Algorithm 1 Algorithmus 1 Conjugate Gradient Method 1 Global Convergence 1 Gradient Descent method 1 Mathematical programming 1 Mathematische Optimierung 1 Numerical Optimization 1 Optimal Solution 1 Optimization Algorithm 1 Portfolio selection 1 Portfolio-Management 1 Quantum Calculus 1 Stochastic quantum calculus 1 Theorie 1 Theory 1 Unconstrained Optimization 1 q-Brownian motion 1 q-derivative 1
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Undetermined 2
Type of publication
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Article 1 Book / Working Paper 1
Language
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English 1 Undetermined 1
Author
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Bryc, Włodek 1 Lai, Kin Keung 1 Mishra, Shashi Kant 1 Rajković, Predrag 1 Ram, Bhagwat 1
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Statistics & Probability Letters 1 Uncertainty and Operations Research 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Unconstrained Optimization and Quantum Calculus
Ram, Bhagwat; Mishra, Shashi Kant; Lai, Kin Keung; … - 2024
Historical Note on Unconstrained Optimization and Quantum Calculus -- Basics of Unconstrained Optimization and Quantum … Calculus -- Quantum-Steepest Descent Method with Quasi-Fejér Convergence -- Quantum- Fletcher-Reeves Conjugate Gradient Method …
Persistent link: https://www.econbiz.de/10014544884
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Cover Image
On integration with respect to the q-Brownian motion
Bryc, Włodek - In: Statistics & Probability Letters 94 (2014) C, pp. 257-266
For a parameter 0q1, we use the Jackson q-integral to define integration with respect to the so called q-Brownian motion. Our main results are the q-analogs of the L2-isometry and of the Ito formula for polynomial integrands. We also indicate how the L2-isometry extends the integral to more...
Persistent link: https://www.econbiz.de/10011040112
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