Browsing Engineering (Faculty of) by Subject "perturbation"
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Quadratic Loss Minimization in a Regime Switching Model with Control and State Constraints
(University of Waterloo, 2015-04-09)In this thesis, we address a convex stochastic optimal control problem in mathematical finance, with the goal of minimizing a general quadratic loss function of the wealth at close of trade. We study this problem in the ... -
Stochastic Stability of Flow-Induced Vibration
(University of Waterloo, 2008-05-07)Flow-induced structural vibration is experienced in many engineering applications, such as aerospace industry and civil engineering infrastructures. One of the main mechanisms of flow-induced vibration is instability which ...