|
MATLAB Codes Table of Contents for http:www.math.uic/~hanson/pub/SIAMbook/ MATLABCodes08TOC.html |
| Name | Description | Size |
| Parent Directory | /~hanson/pub/SIAMbook/ | - |
| MATLABCodes.zip | ZIP-Compressed MATLAB Files Directory | 38k |
| RegCtrlExample6p1a.m | Figs. A.1a, A.1b, A.2a, A.2b Illustration
for Regular Control & Bang Control Examples | 5k |
| SimpleOptExample.m | Figs. A.3a, A.3b Illustration for Simple Opt Principle Example: Static, Quadratic Control | 2k |
| SingCtrlExample63.m | Figs. A.5a, A.5b Illustration for Singular Control Example: Linear State Dynamics,
Power Utility | 4k |
| bangbangdetctrl05fig1.m | Fig. A.4 Illustration for solution of Bang-Bang Control | 2k |
| binomial03fig1.m | Fig. B.6 Illustration for Binomial distribution | 1k |
| curseofdim.m | Fig. 8.1 Bellman's Curse of Dimensionality Illustrated | 3k |
| exponential03fig1.m | Fig. B.4 Illustration for Exponential RNG Simulation | 2k |
| intdwdw.m | Fig. 2.1 Example MATLAB code for integral of (dW)^2 | 2k |
| intgwtdw.m | Fig. 4.1 Code Example for int[g(w,t)dw] on [t0,t] | 3k |
| intgxtdw.m | Fig. 4.2 Code Example for int[g(x(t),t)dw] on [t0,t] | 4k |
| linjumpdiff03fig1.m | Figs. 4.3 Illustrations for Linear (Geometric) Jump-Diffusion Simulations | 5k |
| linjumpdiff03fig1diff.m | Figs. 4.4 Illustration for Linear Diffusion Simulations | 5k |
| linjumpdiff03fig1jump.m | Figs. 4.4 Illustration for Linear Jump Simulations | 5k |
| linmarkjumpdiff06fig1.m | Fig. 5.1 Illustration for Linear Distributed-Jump Diffusion Simulations | 6k |
| lognormal03fig1.m | Fig. B.3 Illustration for LogNormal RNG Simulation | 2k |
| mcm1test.m | Figs. 9.8a, 9.8b Monte Carlo Method Tests I | 3k |
| mcm2acceptreject.m | Monte Carlo Method With Rejection Technique | 3k |
| mcm3multidim.m | Monte Carlo Multidimensional Integration | 4k |
| normal03fig1.m | Fig. B.2 Illustration for Normal RNG Simulation | 2k |
| poisson03fig1.m | Fig. B.5 Illustration for Poisson Distribution | 1k |
| poisson03fig2.m | Fig. 1.2a Illustration for Simple Poisson/Jump Process | 2k |
| poisson03fig3.m | Fig. 1.2b Illustration for Simple Incremental | 3k |
| sdeeulersim.m | Figs. 9.2, 9.3 Euler-Maruyama SDE Simulations | 3k |
| sdemilsteinsim.m | Figs. 9.4, 9.5, 9.6 Milstein SDE Simulations | 4k |
| uniform03fig1.m | Fig. B.1 Illustration for Uniform RNG Simulation | 2k |
| wiener06fig1.m | Fig. 1.1a Illustrations for Wiener/Diffusion Process | 2k |
| wiener06fig2.m | Fig. 1.1b Illustration for Wiener/Diffusion Process | 3k |