Essays about: "Hamilton-Jacobi equation. Optimal control. Euler method."

Found 1 essay containing the words Hamilton-Jacobi equation. Optimal control. Euler method..

  1. 1. Inverse Parameter Estimation using Hamilton-Jacobi Equations

    University essay from KTH/Numerisk analys, NA

    Author : Mikael Helin; [2013]
    Keywords : Hamilton-Jacobi equation. Optimal control. Euler method.; Hamilton-Jacobi ekvationer. Optimal styrning. Eulers stegmetoder;

    Abstract : Inthis degree project, a solution on a coarse grid is recovered by fitting apartial differential equation to a few known data points. The PDE to consideris the heat equation and the Dupire’s equation with their synthetic data,including synthetic data from the Black-Scholes formula. READ MORE