Search for dissertations about: "convex barrier"
Showing result 1 - 5 of 6 swedish dissertations containing the words convex barrier.
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1. Large deviation techniques applied to three questions of when
Abstract : Large deviation techniques are used to solve three problems; when is a distant convex barrier passed, when to accept a sequence of gambles and when is the time of ruin. This work is the collection of four papers. READ MORE
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2. On the pricing equations of some path-dependent options
Abstract : This thesis consists of four papers and a summary. The common topic of the included papers are the pricing equations of path-dependent options. READ MORE
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3. Partitioning and Control for Dynamical Systems Evolving on Manifolds
Abstract : With the development and integration of cyber-physical and safety-critical systems, control systems are expected to achieve tasks that include logic rules, receptive decision-making, safety constraints, and so forth. For example, in a persistent surveillance application, an unmanned aerial vehicle might be required to "take photos of areas A and B infinitely often, always avoid unsafe region C, and return to the charging point when the battery level goes low. READ MORE
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4. On low order controller synthesis using rational constraints
Abstract : In order to design robust controllers, H-infinity synthesis is a common tool to use. The controllers that result from these algorithms are typically of very high order, which complicates implementation. READ MORE
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5. Some Cases of Kudla’s Modularity Conjecture for Unitary Shimura Varieties
Abstract : A common theme of the thesis is the interplay of symmetry and rigidity, which is a general phenomenon in mathematics. Symmetry is a notion related to the degree to which an object remains unchanged under transformations, and rigidity is a notion that in terms of physics can be thought of as a lack of freedom, which leads to stronger properties of an object than we normally expect. READ MORE