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improves the efficiency level further. This inclusion enables the dynamic optimization of the intermediate voltage level … delivered in real-time. Therefore, basic metaheuristics are identified and applied in order to assure the optimization process … different basic metaheuristics (i.e. Monte-Carlo, Evolutionary Algorithms, Simulated Annealing and Particle Swarm Optimization …
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optimization problems of interest. The new idea in comparisonwith the unified version of Tikhomirov and others ([I-T], [A-T-F] and …
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We establish the existence and characterization of a primal and a dual facelift - discontinuity of the value function at the terminal time - for utility maximization in incomplete semimartingale-driven financial markets. Unlike in the lower- and upper-hedging problems, and somewhat unexpectedly,...
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