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Distributionally robust optimization: a novel approach with decision-dependent ambiguity sets and an application to mode estimation
(Universidad de los AndesDoctorado en MatemáticasFacultad de CienciasDepartamento de Matemáticas, 2023-04-14)
This Ph.D. thesis explores stochastic optimization from a Distributionally Robust perspective, focusing on two significant themes: the innovative use of decision variable-dependent ambiguity sets in Distributionally Robust ...
Soluciones numéricas de un modelo sobre la dinámica del VIH con delay usando un esquema de diferencias finitas no estándar
(Facultad de Ciencias BásicasEstadística, 2019)
Control optimo multiescala de un reactor de deposición química de vapor para el crecimiento de una película de silicio
(UniandesIngeniería QuímicaFacultad de IngenieríaDepartamento de Ingeniería Química y de Alimentos, 2020)
En este trabajo se estudia el control óptimo de un reactor para la deposición química de una película de silicio utilizando dos escalas. En la primera, la fase gaseosa del reactor se modela por medio de las ecuaciones ...
Hedge-fund management with liquidity constraint
We propose a model for a manager of a hedge fund with a liquidity constraint, where he is seeking to optimize his utility of wealth, with one and multiple period horizons. By using stochastic control techniques, we state ...
Noise-assisted quantum electron transfer in photosynthetic complexes
(2009)
During the last years, there has been increased interest in developing efficient radial basis function (RBF) algorithms to solve partial differential problems of great scale. In this article, we are interested in solving ...
Design and implementation of data assimilation methods based on Cholesky decomposition
(Universidad del NorteDoctorado en Ingeniería de Sistemas y ComputaciónDepartamento de ingeniería de sistemasBarranquilla, Colombia, 2022)
Un enfoque teórico en tiempo continuo para modelos de equilibrio general dinámicos estocásticos
This document contains three theoretical contributions that lie in the interplay between stochastic general equilibrium models, dynamic macroeconomics, and optimal control in continuous time. In the first chapter, we study ...
Non-commutative differential calculus of some algebras of polynomial type having PBW bases
(Bogotá - Ciencias - Maestría en Ciencias - MatemáticasDepartamento de MatemáticasUniversidad Nacional de Colombia - Sede Bogotá, 2020-06-12)
In this work, we study the notion of differential calculus associated to an associative algebra, from its origin in manifolds geometry, to some generalizations in non commutative differential geometry. In particular, we ...
Traveling waves for the newtonian foam displacement in porous media
(Universidade Federal de Juiz de Fora (UFJF)BrasilFaculdade de EngenhariaPrograma de Pós-graduação em Modelagem ComputacionalUFJF, 2023)
Lower and Upper Bounds of the Explosion Time of a Reaction-Diffusion System Perturbed by Brownian Motion
(Centro de Investigación en Matemáticas AC, 2015)