Browsing by Subject "Newton-Raphson method"

Filter results by typing the first few letters
Now showing 1 - 2 of 2
  • Thumbnail Image
    ItemOpen Access
    Computational methods for risk-averse undiscounted transient markov models
    (Institute for Operations Research and the Management Sciences (I N F O R M S), 2014) Çavuş, O.; Ruszczyński, A.
    The total cost problem for discrete-time controlled transient Markov models is considered. The objective functional is a Markov dynamic risk measure of the total cost. Two solution methods, value and policy iteration, are proposed, and their convergence is analyzed. In the policy iteration method, we propose two algorithms for policy evaluation: the nonsmooth Newton method and convex programming, and we prove their convergence. The results are illustrated on a credit limit control problem.
  • Thumbnail Image
    ItemOpen Access
    Paraxial space - domain formulation for surface fields on large dielectric coated circular cylinders
    (IEEE, 2001-07) Ertürk Vakur B.; Rojas, R. G.
    A space-domain represention for the surface fields excited by an elementary current source was discussed. Green's function was used and an approximation was made using Fourier series (FS), where FS coefficients were calculated using numerical integration. The integrals were evaluated numerically along the real axis using a Gausian quadrature algorithm. However, the developed scheme yielded field expressions that remain valid along the paraxial region for arbitraily small and large separation between observation and source points.