In this paper we use Lagrange interpolation polynomials to obtain good gradient estimations. This is e.g. important for nonlinear programming solvers. As an error criterion we take the mean squared error. This error can be split up into a deterministic and a stochastic error. We analyze these...

In this paper we analyze different schemes for obtaining gradient estimates when the underlying function is noisy. Good gradient estimation is e.g. important for nonlinear programming solvers. As an error criterion we take the norm of the difference between the real and estimated gradients. This...

This paper determines the optimal timing of dike heightenings as well as the corresponding optimal dike heightenings to protect against floods. To derive the optimal policy we design an algorithm based on the Impulse Control Maximum Principle. In this way the paper presents one of the first real...

This paper determines the optimal timing of dike heightenings as well as the corresponding optimal dike heightenings to protect against floods. To derive the optimal policy we design an algorithm based on the Impulse Control Maximum Principle. In this way the paper presents one of the first real...