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Benemérita Universidad Autónoma de Puebla (BUAP)

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Papers by Huyen Pham

Research paper thumbnail of On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem

Summary. This paper studies the problem of optimal switching for one-dimensional diffusion, which... more Summary. This paper studies the problem of optimal switching for one-dimensional diffusion, which may be regarded as sequential optimal stopping problem with changes of regimes. The resulting dynamic programming principle leads to a system of variational inequalities, and the state space is divided into continuation regions and switching regions. By means of viscosity solutions approach, we prove the smoot-fit C 1 property of the value functions.

Research paper thumbnail of OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS This chapter was originally published under the same title in International Journal of Theoretical and Applied Finance, Vol. 14, No. 1, 17–40 (2011). Singapore: World Scientific Publishing

Research paper thumbnail of An optimization power method for Photovoltaic array by tracking Maximum Average Current through Diode of Boost Converter

... YVETTE, France. 3Department of Power System, Hanoi University of Technology, Hanoi, Vietnam. ... more ... YVETTE, France. 3Department of Power System, Hanoi University of Technology, Hanoi, Vietnam. 4SATIE-Brittany Branch, ENS de Cachan-Ker Lann Campus, 35170 BRUZ, France. E-mail: xdang@satie.ens-cachan.fr Abstract. In ...

Research paper thumbnail of Towards Integrated Energy and Thermal Management for Parallel Hybrid Electric Vehicle

Research paper thumbnail of Archive ouverte HAL-Diderot

Research paper thumbnail of using ARMA/GACRH model ARMA/GARCH Egg O|% § l 7| 7= lI HE’S $78 514 Oil

Research paper thumbnail of Limit Theorems For The Residual Risk In A Mean-variance Hedging Problem

Research paper thumbnail of Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns

Page 1. The Annals of Applied Probability 2005, Vol. 15, No. 4, 2393–2421 DOI: 10.1214/1050516050... more Page 1. The Annals of Applied Probability 2005, Vol. 15, No. 4, 2393–2421 DOI: 10.1214/105051605000000467 © Institute of Mathematical Statistics, 2005 OPTIMAL CONSUMPTION IN DISCRETE-TIME FINANCIAL MODELS ...

Research paper thumbnail of Quelques éléments d'analyse stochastique

Research paper thumbnail of An improved hybrid of nonlinear autoregressive with exogenous input and autoregressive moving average for long-term machine state forecasting based on vibration signal

Research paper thumbnail of Mentally retarded sex offenders: Offences and risk scores characteristics

Research paper thumbnail of Dept. of Electr. Eng., Tech. Univ. Eindhoven, Eindhoven, Netherlands

Research paper thumbnail of Optimization of Photovoltaic energy system: A case study of Hanoi city

Optimizing the output power from Photovoltaic system (PV system) is one of the most essential iss... more Optimizing the output power from Photovoltaic system (PV system) is one of the most essential issues in using efficiency renewable energy sources. The purpose of this paper is to investigate a method to optimize the output power from the system. And the system is applied to calculate energy in year 2009 in Hanoi city. In order to do that, a hybrid system is built and simulated in MATLAB/Simulink. In this system, the use of equivalent switching boost converter is performed with the objective of calculating the produced power from the PV system and estimating the losses in the components of the converter during a given time. Also, there is a comparison between the using of boost converter circuit with Pulse Width Modulator (PWM) generator which controls the on and off of MOSFET in the converter and its equivalent. The comparison proved that it could be applied to compute losses for a long period with the equivalent circuit.

Research paper thumbnail of Integrating energy and thermal management of hybrid trucks

Research paper thumbnail of A New Mathematical Logistic Model and Its Applications

Research paper thumbnail of Long time asymptotics for optimal investment

Research paper thumbnail of Optimization and statistical methods for high frequency finance

Research paper thumbnail of Early Presentation of clinical hereditary angioedema (HAE) symptoms in a neonate

Research paper thumbnail of Feynman-Kac representation of fully nonlinear PDEs and applications

Research paper thumbnail of Contribution à l'étude de la dépollution de l'air chargé en composés organiques volatils par un procédé associant un plasma de décharge à barrière diélectrique impulsionnelle et des catalyseurs

Research paper thumbnail of On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem

Summary. This paper studies the problem of optimal switching for one-dimensional diffusion, which... more Summary. This paper studies the problem of optimal switching for one-dimensional diffusion, which may be regarded as sequential optimal stopping problem with changes of regimes. The resulting dynamic programming principle leads to a system of variational inequalities, and the state space is divided into continuation regions and switching regions. By means of viscosity solutions approach, we prove the smoot-fit C 1 property of the value functions.

Research paper thumbnail of OPTIMAL INVESTMENT ON FINITE HORIZON WITH RANDOM DISCRETE ORDER FLOW IN ILLIQUID MARKETS This chapter was originally published under the same title in International Journal of Theoretical and Applied Finance, Vol. 14, No. 1, 17–40 (2011). Singapore: World Scientific Publishing

Research paper thumbnail of An optimization power method for Photovoltaic array by tracking Maximum Average Current through Diode of Boost Converter

... YVETTE, France. 3Department of Power System, Hanoi University of Technology, Hanoi, Vietnam. ... more ... YVETTE, France. 3Department of Power System, Hanoi University of Technology, Hanoi, Vietnam. 4SATIE-Brittany Branch, ENS de Cachan-Ker Lann Campus, 35170 BRUZ, France. E-mail: xdang@satie.ens-cachan.fr Abstract. In ...

Research paper thumbnail of Towards Integrated Energy and Thermal Management for Parallel Hybrid Electric Vehicle

Research paper thumbnail of Archive ouverte HAL-Diderot

Research paper thumbnail of using ARMA/GACRH model ARMA/GARCH Egg O|% § l 7| 7= lI HE’S $78 514 Oil

Research paper thumbnail of Limit Theorems For The Residual Risk In A Mean-variance Hedging Problem

Research paper thumbnail of Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns

Page 1. The Annals of Applied Probability 2005, Vol. 15, No. 4, 2393–2421 DOI: 10.1214/1050516050... more Page 1. The Annals of Applied Probability 2005, Vol. 15, No. 4, 2393–2421 DOI: 10.1214/105051605000000467 © Institute of Mathematical Statistics, 2005 OPTIMAL CONSUMPTION IN DISCRETE-TIME FINANCIAL MODELS ...

Research paper thumbnail of Quelques éléments d'analyse stochastique

Research paper thumbnail of An improved hybrid of nonlinear autoregressive with exogenous input and autoregressive moving average for long-term machine state forecasting based on vibration signal

Research paper thumbnail of Mentally retarded sex offenders: Offences and risk scores characteristics

Research paper thumbnail of Dept. of Electr. Eng., Tech. Univ. Eindhoven, Eindhoven, Netherlands

Research paper thumbnail of Optimization of Photovoltaic energy system: A case study of Hanoi city

Optimizing the output power from Photovoltaic system (PV system) is one of the most essential iss... more Optimizing the output power from Photovoltaic system (PV system) is one of the most essential issues in using efficiency renewable energy sources. The purpose of this paper is to investigate a method to optimize the output power from the system. And the system is applied to calculate energy in year 2009 in Hanoi city. In order to do that, a hybrid system is built and simulated in MATLAB/Simulink. In this system, the use of equivalent switching boost converter is performed with the objective of calculating the produced power from the PV system and estimating the losses in the components of the converter during a given time. Also, there is a comparison between the using of boost converter circuit with Pulse Width Modulator (PWM) generator which controls the on and off of MOSFET in the converter and its equivalent. The comparison proved that it could be applied to compute losses for a long period with the equivalent circuit.

Research paper thumbnail of Integrating energy and thermal management of hybrid trucks

Research paper thumbnail of A New Mathematical Logistic Model and Its Applications

Research paper thumbnail of Long time asymptotics for optimal investment

Research paper thumbnail of Optimization and statistical methods for high frequency finance

Research paper thumbnail of Early Presentation of clinical hereditary angioedema (HAE) symptoms in a neonate

Research paper thumbnail of Feynman-Kac representation of fully nonlinear PDEs and applications

Research paper thumbnail of Contribution à l'étude de la dépollution de l'air chargé en composés organiques volatils par un procédé associant un plasma de décharge à barrière diélectrique impulsionnelle et des catalyseurs

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