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It is not a credit problem, but a liquidity problem where the funding cost is considerably eroding the running yield.
This paper addresses an unknown input filtering problem where the existence condition is not satisfied.
This poses a nonlinear control problem where the control input exhibits propensity to meet its bounds.
"We're looking for a short-term problem where the market anticipates a long-term problem," he says.
This leads to a dual problem where the six phases are decoupled.
Example 4.3.
"That's one example of the problem where the information's actually available, but it's kept in silos," Chen said.
This paper proposes a bi-level transit network design problem where the transit routes and frequency settings are determined simultaneously.
It consists of a constrained optimization problem where the objective function is given by a line integral along the layout.
In particular, we examine the problem where the effect of the wind stress vanishes at a geographical origin.
The proposed algorithm is demonstrated for a two-dimensional diffusion problem where the concentration field is estimated using distributed sensors.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com