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Search: subject:"Singular boundary value problem"
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Mathematical programming
2
Mathematische Optimierung
2
Singular boundary value problem
2
Algorithm
1
Algorithmus
1
Control theory
1
Diferential equations
1
Hybridization
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Kontrolltheorie
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Levenberg-Marquardt algorithm
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Optimal liquidation
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Portfolio selection
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Portfolio-Management
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Price impact
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Reptile search algorithm
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Square-root law
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Stochastic optimal control
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Stochastic process
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Brunovský, Pavol
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Komadel, Ján
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Omar, Hala A.
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Rizk-Allah, Rizk M.
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Snášel, Václav
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Černý, Aleš
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European journal of operational research : EJOR
1
Opsearch : journal of the Operational Research Society of India
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ECONIS (ZBW)
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A hybrid reptile search algorithm and Levenberg–Marquardt algorithm based Haar wavelets to solve regular and singular boundary value problems
Omar, Hala A.
;
Snášel, Václav
;
Rizk-Allah, Rizk M.
- In:
Opsearch : journal of the Operational Research Society …
60
(
2023
)
4
,
pp. 1793-1823
Persistent link: https://www.econbiz.de/10014444798
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2
Optimal trade execution under endogenous pressure to liquidate : theory and numerical solutions
Brunovský, Pavol
;
Černý, Aleš
;
Komadel, Ján
- In:
European journal of operational research : EJOR
264
(
2018
)
3
,
pp. 1159-1171
Persistent link: https://www.econbiz.de/10011802354
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