Items where Subject is "A - C > Calculus of variations and optimal control"

Article

Ball, J. M. and Kirchheim, Bernd and Kristensen, Jan (2000) Regularity of quasiconvex envelopes. Calculus of Variations and Partial Differential Equations, 11 (4). pp. 333-359. ISSN 0944-2669 (Paper) 1432-0835 (Online)

Ball, J. M. and Taheri, Ali and Winter, M. (2002) Local Minimizers in micromagnetics and related problems. Calculus of Variations and Partial Differential Equations, 14 (1). pp. 1-27. ISSN ISSN: 0944-2669 (Paper) 1432-0835 (Online)

Monoyios, Michael (2003) Efficient option pricing with transaction costs. Journal of Computational Finance, 7 (1). pp. 107-128.

Monoyios, Michael (2004) Option pricing with transaction costs using a Markov chain approximation. Journal of Economic Dynamics and Control, 28 . pp. 889-913.

Monoyios, Michael (2004) Performance of utility based strategies for hedging basis risk. Quantitative Finance, 4 . pp. 245-255.

Ockendon, J. R. and Fitt, A. D. and Kozyreff, G. K. (2004) Inertial levitation. Journal of Fluid Mechanics, 508 . pp. 165-174.

Yeh, Li-Chin and Norbury, John (2005) Variational problems with singular perturbation. Nonlinear Analysis . (In Press)

Technical Report

Dollar, H. Sue and Gould, Nicholas I. M. and Robinson, Daniel P. (2009) On solving trust-region and other regularised subproblems in optimization. Technical Report. Mathematical Programming (Springer). (Submitted)

Gould, Nicholas I. M. and Robinson, Daniel P. (2008) A second derivative SQP method: local convergence. Technical Report. SIAM Journal on Optimization. (Submitted)

Gould, Nicholas I. M. and Robinson, Daniel P. (2008) A second derivative SQP method: theoretical issues. Technical Report. SIAM Journal on Optimization. (Submitted)

Gould, Nicholas I. M. and Robinson, Daniel P. (2009) A second-derivative trust-region SQP method with a "trust-region-free" predictor step. Technical Report. IMA Journal of Numerical Analysis. (Submitted)

Hauser, Raphael (2013) The S-Procedure via dual cone calculus. Technical Report. Unspecified. (Submitted)

Pearson, John W. and Wathen, A. J. (2011) Fast iterative solvers for convection-diffusion control problems. Technical Report. ETNA. (Submitted)

Smears, Iain and Suli, Endre (2013) Discontinuous Galerkin finite element approximation of Hamilton-Jacobi-Bellman equations with Cordès coefficients. Technical Report. Unspecified. (Submitted)

Thesis

Forclaz, A. (2002) Variational methods in materials science. PhD thesis, University of Oxford.