Francisco Javier De
Frutos Baraja
Universidad de Valladolid
Valladolid, EspañaPublicaciones en colaboración con investigadores/as de Universidad de Valladolid (61)
2024
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Balancing mitigation policies during pandemics: economic, health, and environmental implications
Annals of Operations Research
2023
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OPTIMAL BOUNDS FOR NUMERICAL APPROXIMATIONS OF INFINITE HORIZON PROBLEMS BASED ON DYNAMIC PROGRAMMING APPROACH
SIAM Journal on Control and Optimization, Vol. 61, Núm. 2, pp. 415-433
2022
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Investment in Cleaner Technologies in a Transboundary Pollution Dynamic Game: A Numerical Investigation
Dynamic Games and Applications, Vol. 12, Núm. 3, pp. 813-843
2021
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A pseudospectral method for option pricing with transaction costs under exponential utility
Journal of Computational and Applied Mathematics, Vol. 394
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Corrigenda: Fully Discrete Approximations to the Time-dependent Navier–Stokes Equations with a Projection Method in Time and Grad-div Stabilization
Journal of Scientific Computing, Vol. 88, Núm. 2
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Equilibrium strategies in a multiregional transboundary pollution differential game with spatially distributed controls
Automatica, Vol. 125
2020
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Non-linear incentive equilibrium strategies for a transboundary pollution differential game
International Series in Operations Research and Management Science (Springer New York LLC), pp. 187-204
2019
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An extension of Heston's SV model to stochastic interest rates
Journal of Computational and Applied Mathematics, Vol. 354, pp. 174-182
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Error analysis of non inf-sup stable discretizations of the time-dependent Navier-Stokes equations with local projection stabilization
IMA Journal of Numerical Analysis, Vol. 39, Núm. 4, pp. 1747-1786
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Fully Discrete Approximations to the Time-Dependent Navier–Stokes Equations with a Projection Method in Time and Grad-Div Stabilization
Journal of Scientific Computing, Vol. 80, Núm. 2, pp. 1330-1368
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Grad-div stabilization for the time-dependent Boussinesq equations with inf-sup stable finite elements
Applied Mathematics and Computation, Vol. 349, pp. 281-291
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Spatial effects and strategic behavior in a multiregional transboundary pollution dynamic game
Journal of Environmental Economics and Management, Vol. 97, pp. 182-207
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Spatial vs. non-spatial transboundary pollution control in a class of cooperative and non-cooperative dynamic games
European Journal of Operational Research, Vol. 276, Núm. 1, pp. 379-394
2018
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Analysis of the grad-div stabilization for the time-dependent Navier–Stokes equations with inf-sup stable finite elements
Advances in Computational Mathematics, Vol. 44, Núm. 1, pp. 195-225
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Error Analysis of Projection Methods for Non inf-sup Stable Mixed Finite Elements: The Navier–Stokes Equations
Journal of Scientific Computing, Vol. 74, Núm. 1, pp. 426-455
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Error analysis of projection methods for non inf-sup stable mixed finite elements. The transient Stokes problem
Applied Mathematics and Computation, Vol. 322, pp. 154-173
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Selection of a Markov Perfect Nash Equilibrium in a Class of Differential Games
Dynamic Games and Applications, Vol. 8, Núm. 3, pp. 620-636
2017
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A spectral method for an Optimal Investment problem with transaction costs under Potential Utility
Journal of Computational and Applied Mathematics, Vol. 319, pp. 262-276
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Chebyshev reduced basis function applied to option valuation
Computational Management Science, Vol. 14, Núm. 4, pp. 465-491
2016
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Grad-div Stabilization for the Evolutionary Oseen Problem with Inf-sup Stable Finite Elements
Journal of Scientific Computing, Vol. 66, Núm. 3, pp. 991-1024