Stochastic control problems in finance often involve complex controls at discrete times. As a result, numerically solving such problems using, for example, methods based on partial differential or ...

The main objective of work package 4 is to develop novel efficient and adaptive algorithms for nonlocal methods exploiting the characterisation of the nonlocal operators and their theoretical ...

Dr. Maute’s research group is developing novel approaches to topology and shape optimization for nonlinear structural and coupled multi-physics problems, such as fluid-structure interaction and ...

University of Tennessee researchers James Ostrowski and Rebekah Herrman are developing quantum-computing tools to tackle multi-stage stochastic decision problems in fields like energy, logistics, and ...

Modern optimization theory, algorithms, and applications in process engineering. Topics include the fundamentals of linear programming, integer programming, nonlinear programming, mixed-integer ...

In this paper we study the problems of pricing and optimizing sidecar and collateralized reinsurance portfolios. The academic literature on sidecar portfolio optimization that takes into account the ...