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Optimisation et contrôle stochastique appliqués à la finance = Optimization and stochastic control applied to finance
The objective and the originality of this book is to present the different aspects and methods used in the resolution of stochastic optimization problems with a view to more specific applications in finance: portfolio management, option hedging, optimal investment. . We have included some recent developments on the subject without seeking a priori the greatest generality. We wanted a gradual exposure of mathematical methods by first presenting the intuitive ideas and then precisely stating the results with full and detailed proofs.
Optimisation appliquée = Optimization applied
Presents the fundamental concepts of classical optimization and linear programming. In addition to a prologue and epilogue, the book includes a section on mathematical theory, covering matrix calculus and systems of linear equations and inequalities. It then deals with classical optimization, both constrained and unconstrained, linear programming, the simplex method, and the revised simplex method. The final chapters are devoted to duality, post-optimization and sensitivity analysis, as well as transportation problems. Emphasis is placed on explaining the methods presented and their applications. Numerous numerical examples drawn from various economic and social situations are provided.
Optimal Real-time Control of Sewer Networks
Advances in Industrial Control aims to report and encourage the transfer of technology in control engineering. The rapid development of control technology has an impact on all areas of the control discipline. The series offers an opportunity for researchers to present an extended exposition of new work in all aspects of industrial control.
Optimal Production Planning for PCB Assembly
It is indisputable that printed circuit boards (PCBs) play a vital role in our daily life. With the ever-increasing applications of PCBs, one of the crucial ways to increase a PCB company’s competitiveness in terms of operation efficiency is to minimize the production time so that the products can be introduced to the market sooner. Optimal Production Planning for PCB Assembly is the first book to focus on the optimization of the PCB assembly line’s efficiency.
Optimal Design of Complex Mechanical Systems : With Applications to Vehicle Engineering
Devoted both to researchers wishing to acquire a basic knowledge on the optimization of complex mechanical systems and to engineers specialist in the field of vehicle design. The main optimization problems issues are briefly presented without resorting to involved mathematics. Therefore the reader is aware of what is actually the optimization of complex systems and the actual problem solving capabilities available.
Optimal Control with Engineering Applications
Because the theoretical part of the book is based on the calculus of variations, the exposition is very transparent and requires mostly a trivial mathematical background. In the case of open-loop optimal control, this leads to Pontryagin’s Minimum Principle and, in the case of closed-loop optimal control, to the Hamilton-Jacobi-Bellman theory which exploits the principle of optimality. Many optimal control problems are solved completely in the body of the text. Furthermore, all of the exercise problems which appear at the ends of the chapters are sketched in the appendix. The book also covers some material that is not usually found in optimal control text books, namely, optimal control problems with non-scalar-valued performance criteria (with applications to optimal filtering) and Lukes’ method of approximatively-optimal control design.
Optimal Control of Wind Energy Systems : Towards a Global Approach
Presents a thoroughgoing review of the main control issues in wind power generation, offering a unified picture of the issues in optimal control of wind power generation. A series of optimal control techniques are analyzed, assessed and compared, starting with the classical ones, like PI control, maximum power point strategies and gain-scheduling techniques, and continuing with some modern ones: sliding-mode techniques, feedback linearization control and robust control. Discussion is focused on a global dynamic optimization approach to wind power systems using a set of optimization criteria which comply with a comprehensive group of requirements including: energy conversion efficiency; mechanical reliability; and quality of the energy provided.
Optimal Control of Nonlinear Processes : With Applications in Drugs, Corruption, and Terror
"This textbook on optimal control of nonlinear processes introduces several innovations compared to standard textbooks on this topic. … The software used is available through a companion website. The book can be highly recommended to students, teachers, and researchers interested in optimal control."
Optimal Control and Dynamic Games : Applications in Finance, Management Science and Economics
The book consists of a collection of essays by some of the best known scientists in the field, covering diverse aspects of applications of optimal control and dynamic games to problems in Finance, Management Science, Economics, and Operations Research. In doing so, it provides both a state-of-the-art overview over recent developments in the field, and a reference work covering the wide variety of contemporary questions that can be addressed with optimal control tools, and demonstrates the fruitfulness of the methodology.
Optics in Our Time
Covers five aspects related to light. The first presents two articles, one on the history of the nature of light, and the other on the scientific achievements of Ibn-Haitham (Alhazen), who is broadly considered the father of modern optics. These are then followed by an article on ultrafast phenomena and the invisible world. The third part includes papers on specific sources of light, the discoveries of which have revolutionized optical technologies in our lifetime. They discuss the nature and the characteristics of lasers, Solid-state lighting based on the Light Emitting Diode (LED) technology, and finally modern electron optics and its relationship to the Muslim golden age in science. The book’s fourth part discusses various applications of optics and light in today's world, including biophotonics, art, optical communication, nanotechnology, the eye as an optical instrument, remote sensing, and optics in medicine. In turn, the last part focuses on quantum optics, a modern field that grew out of the interaction of light and matter.
Optical Waveguide Sensing and Imaging
Explores various aspects of existing and emerging fiber and waveguide optics sensing and imaging technologies including recent advances in nanobiophotonics. The focus is on both fundamental and applied research as well as on applications in civil engineering, biomedical sciences, environment, security and defence. The main goal of the multi-disciplinary team of Editors was to provide an useful reference containing state-of-art overviews covering a variety of complementary topics on the interface of engineering and biomedical sciences.
Optical Switching
The first part provides the foundation for understanding the potential role of optical switching in communication networks. The second part is focused on optical switching technologies and on devices based upon them. Theories, operation principles, and fabrication techniques are discussed. The third part covers optical-switching fabrics, systems, and networks. Applications of optical switching in communication networks are discussed, involving optical circuit, packet, and burst switching.
Optical SuperComputing ; 1st International Workshop, OSC 2008, Vienna, Austria, August 26, 2008. Proceedings
Constitutes the refereed proceedings of the The International Workshop on Optical SuperComputing, OSC 2008, held in Vienna, Austria, August 2008 in conjunction with the 7th International Conference on Unconventional Computation UC 2008.OCS is a new annual forum for research presentations on all facets of optical computing for solving hard computation tasks. Topics of interest include, but are not limited to: Design of optical computing devices, electrooptics devices for interacting with optical computing devices, practical implementations, analysis of existing devices and case studies, optical and laser switching technologies, applications and algorithms for optical devices, alpha practical, x-rays and nano-technologies for optical computing.
Optical signal processing technologies for communication, computing, and sensing applications
Optical technology is one of the key technologies that have been widely used for communication, computing and sensing. By utilizing different degrees of freedom for photon, optical signals can be detected and processed in different dimensions including amplitude, phase, polarization, time, frequency, and spatial mode. Multidimensional signal processing technologies have thus been broadly studied for improving the performance of communication, sensing and even computing systems. Recently, innovative optical signal processing methods and devices have been emerged to serve those needs driven by applications including but not limited to optical fiber transmission, supercontinuum generation, phase conjugation, free space optical communication, optical beamforming, photonic integration, fiber amplification, pose estimation and so on.
Optical Scanning Holography with MATLAB
Optical scanning holography (OSH) is an emerging area of interest with many potential novel applications, such as 3-D pattern recognition, 3-D microscopy, 3-D cryptography, and 3-D optical remote sensing. Optical Scanning Holography with MATLAB® introduces readers to the latest advances of electronic (or digital) holography and succinctly covers the necessary mathematical background and wave optics that pertain to Fourier optics and holography. The reader is guided through modeling of the theory and applications utilizing MATLAB®. Optical scanning holography is explained in a manner that enables readers to begin implementing their own setups for novel OSH applications.
Optical Polarization in Biomedical Applications
Optical Polarization in Biomedical Applications introduces key developments in optical polarization methods for quantitative studies of tissues, while presenting the theory of polarization transfer in a random medium as a basis for the quantitative description of polarized light interaction with tissues. This theory uses the modified transfer equation for Stokes parameters and predicts the polarization structure of multiple scattered optical fields. The backscattering polarization matrices (Jones matrix and Mueller matrix) important for noninvasive medical diagnostic are introduced. The text also describes a number of diagnostic techniques such as CW polarization imaging and spectroscopy, polarization microscopy and cytometry. As a new tool for medical diagnosis, optical coherent polarization tomography is analyzed. The monograph also covers a range of biomedical applications, among them cataract and glaucoma diagnostics, glucose sensing, and the detection of bacteria.
Optical Nonlinearities in Chalcogenide Glasses and their Applications
This book reviews techniques used to characterize non-linear optical constants of chalcogenide glasses in bulk or thin films, and presents the properties of many chalcogenide systems. Also addressed are suitability of chalcogenide films in all-optical integrated circuits, fabrication of rib as well as ridge waveguides and of fiber gratings.
Optical Microresonators : Theory, Fabrication, and Applications
Explains why microresonators came to be important components in the photonic toolbox. While functionally similar to the Fabry-Perot, microring resonators offer a planar nature which is naturally compatible with monolithic microfabrication technologies. In these chapters lie the principles required to characterize, design, construct, and implement microresonators as lasers, amplifiers, sensors, filters, demultiplexers, switches, routers, and logic gates. Additionally, much like quantum dots and photonic crystals, it will be shown how microresonators offer an alternative method for creating engineerable materials with designer linear and nonlinear responses tailored for advanced functionalities operating at ultrafast speeds and compact scales.
Optical Imaging Sensors and Systems for Homeland Security Applications
Presents original and significant technical contributions from leaders of industry, government, and academia in the field of optical and photonic sensors, systems and devices for detection, identification, prevention, sensing, security, verification and anti-counterfeiting. The chapters have recent and technically significant results, ample illustrations, figures, and key references. This book is intended for engineers and scientists in the relevant fields, graduate students, industry managers, university professors, government managers, and policy makers. Advanced Sciences and Technologies for Security Applications focuses on research monographs in the areas of : Recognition and identification (including optical imaging, biometrics, authentication, verification, and smart surveillance systems) / Biological and chemical threat detection (including biosensors, aerosols, materials detection and forensics), and / Secure information systems (including encryption, and optical and photonic systems). The series is intended to give an overview at the highest research level of the frontier of research in the physical sciences.
Optical Frequency-Modulated Continuous-Wave (FMCW) Interferometry
Introduces the optical frequency-modulated continuous-wave (FMCW) interferometry - a new field of optics that is derived from radar. The study of optical FMCW interference not only updates our knowledge about the nature of light, but also creates an advanced technology for precision measurements. The principles, applications and signal processing of optical FMCW interference are systematically discussed. This book is intended for scientists and engineers in both academia and industry. It is especially suited to professionals who are working in the field of measurement instruments.
