Browsing Mathematics (Faculty of) by Title
Now showing items 1992-2011 of 3012
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Optimal Direction-Dependent Path Planning for Autonomous Vehicles
(University of Waterloo, 2014-04-24)The focus of this thesis is optimal path planning. The path planning problem is posed as an optimal control problem, for which the viscosity solution to the static Hamilton-Jacobi-Bellman (HJB) equation is used to determine ... -
Optimal Dither and Noise Shaping in Image Processing
(University of Waterloo, 2008-08-20)Dithered quantization and noise shaping is well known in the audio community. The image processing community seems to be aware of this same theory only in bits and pieces, and frequently under conflicting terminology. ... -
Optimal Execution Strategies: A Computational Finance Approach
(University of Waterloo, 2015-01-27)In today's competitive business environment, strategies relating to market forecasting, decision making and risk management have received a lot of attention. The empirical results reveal that the market movement is not ... -
Optimal Experimental Design Applied to Models of Microbial Gene Regulation
(University of Waterloo, 2020-12-22)Microbial gene expression is a comparatively well understood process, but regulatory interactions between genes can give rise to complicated behaviours. Regulatory networks can exhibit strong context dependence, time-varying ... -
Optimal investment-reinsurance strategies with state dependent risk aversion and VaR constraints in correlated markets
(Elsevier, 2019-03)In this paper, we investigate the optimal time-consistent investment–reinsurance strategies for an insurer with state dependent risk aversion and Value-at-Risk (VaR) constraints. The insurer can purchase proportional ... -
Optimal Locations of Sensors and Actuators for Control of a Pedestrian Bridge
(University of Waterloo, 2021-12-22)Lightweight structures have been increasing in popularity in structural designs. However, they are more prone to disturbances. Therefore, a controller device can be placed on the structure to control the excessive vibrations. ... -
Optimal Pairings on BN Curves
(University of Waterloo, 2011-08-26)Bilinear pairings are being used in ingenious ways to solve various protocol problems. Much research has been done on improving the efficiency of pairing computations. This thesis gives an introduction to the Tate pairing ... -
Optimal Path Queries in Very Large Spatial Databases
(University of Waterloo, 2005)Researchers have been investigating the optimal route query problem for a long time. Optimal route queries are categorized as either unconstrained or constrained queries. Many main memory based algorithms have been ... -
Optimal Path-Decomposition of Tries
(University of Waterloo, 2016-05-16)In this thesis, we consider the path-decomposition representation of prefix trees. We show that given query probabilities for every word in the prefix tree, the heavy-path strategy produces the optimal trie with respect ... -
Optimal Portfolio Execution Strategies: Uncertainty and Robustness
(University of Waterloo, 2011-10-28)Optimal investment decisions often rely on assumptions about the models and their associated parameter values. Therefore, it is essential to assess suitability of these assumptions and to understand sensitivity of outcomes ... -
Optimal Portfolio Rule: When There is Uncertainty in The Parameter Estimates
(University of Waterloo, 2012-04-11)The classical mean-variance model, proposed by Harry Markowitz in 1952, has been one of the most powerful tools in the field of portfolio optimization. In this model, parameters are estimated by their sample counterparts. ... -
Optimal Portfolio Selection Under the Estimation Risk in Mean Return
(University of Waterloo, 2008-01-17)This thesis investigates robust techniques for mean-variance (MV) portfolio optimization problems under the estimation risk in mean return. We evaluate the performance of the optimal portfolios generated by the min-max ... -
Optimal Reinsurance Designs: from an Insurer’s Perspective
(University of Waterloo, 2009-09-30)The research on optimal reinsurance design dated back to the 1960’s. For nearly half a century, the quest for optimal reinsurance designs has remained a fascinating subject, drawing significant interests from both academicians ... -
Optimal Reinsurance Retentions under Ruin-Related Optimization Criteria
(University of Waterloo, 2008-12-02)Quota-share and stop-loss/excess-of-loss reinsurances are two important reinsurance strategies. An important question, both in theory and in application, is to determine optimal retentions for these reinsurances. In ... -
Optimal Retirement Planning: Scenario Generation, Preferences, and Objectives
(University of Waterloo, 2018-09-20)The global trend of shifting from defined benefit (DB) to defined contribution (DC) workplace pension plans is putting growing pressure on individuals to take more ownership in retirement planning and financial decision-making. ... -
Optimal Sensor Location for the Estimation of a Linear Dispersive Wave Equation
(University of Waterloo, 2015-08-07)The problem of optimal sensor location for the estimation of a linear dispersive wave equation is considered in this work. A steady-state Kalman filter was used as an optimal state observer with localized velocity information ... -
Optimal Strategies with Tail Correlation Constraints
(University of Waterloo, 2014-05-16)Optimal strategies under worst-case scenarios have been studied in Bernard et al. [2013a]. Bernard et al. utilize copulas to construct cost-efficient strategies with a predefined dependence structure in the tail between ... -
Optimal Success Bounds for Single Query Quantum Algorithms Computing the General SUM Problem
(University of Waterloo, 2015-05-27)In this thesis the problem of computing the sum of a string of arbitrary finite length drawn from an arbitrary finite alphabet is treated. The resource considered is the number of queries to some oracle which hides the ... -
Optimal Trading Strategies for an Asset with Disordered Return
(University of Waterloo, 2015-09-18)We explore various trading strategies from a mathematical and practical perspective. Using a geometric Brownian motion with a disorder to model asset price bubbles, we apply this model to multiple periods and explore the ... -
Optimal trajectory calculation using neural networks
(University of Waterloo, 2024-01-08)Optimal control methods for linear systems have reached a substantial level of maturity, both in terms of conceptual understanding and scalable computational implementation. For non-linear systems, an open-loop feedback ...