Uppsatsens syfte är att undersöka på vilka sätt tankar om tidens gång, förgänglighet och död framkommer i Cornelis Vreeswijks texter samt vilka likheter och skillnader som finns med Carl Michael Bellmans framställning av samma tema. Genom en komparativ närläsning av Vreeswijks egna utgivna sångtexter samt Bellmans Fredmans Epistlar och Fredmans Sånger blir slutsatsen att Vreeswijk flitigt och på flera olika sätt använder sig av dessa teman. Många likheter finns också med Bellman, främst gällande den ständigt återkommande medvetenheten kring döden och tidens gång, även i de mer humoristiska texterna. Den största skillnaden är författarnas olika perspektiv där Vreeswijk antar ett makroperspektiv på samhället och dess hot medan Bellmans blick snarare rör sig på mikronivå med den personliga dödsmedvetenheten i centrum.

Dissertation--Göteborg, 2004. / Bibliogr. p. 319-328. Résumé en anglais.

This essay is about the Swedish folk and troubadour singer Fred Åkerström and particularly his interpretations of the Swedish national poet Carl Michael Bellman. With Åkerström being a socialist, he converted his beliefs into what he believed Bellman should stand for and not stand for, politically and historically and the picture he did not take kindly to is called "The bourgeoisie". And in his interpretations of Bellman Åkerström used his deep bass voice and singing with maximum potential that earned him the nickname "Carl Michael Decibelman" along with a trio he created called Trio CMB. But along with alcoholism and financial problems Åkerström died at an age of 48 years old and had probably much more to give the Swedish musical society.

Akademisk avhandling--Stockholms högskola. / Bibliography: p. 179-186.

No description available.

We study numerical approximations for the payoff function of the stochastic optimal stopping and control problem. It is known that the payoff function of the optimal stopping and control problem corresponds to the solution of a normalized Bellman PDE. The principal aim of this thesis is to study the rate at which finite difference approximations, derived from the normalized Bellman PDE, converge to the payoff function of the optimal stopping and control problem. We do this by extending results of N.V. Krylov from the Bellman equation to the normalized Bellman equation. To our best knowledge, until recently, no results about the rate of convergence of finite difference approximations to Bellman equations have been known. A major breakthrough has been made by N. V. Krylov. He proved rate of rate of convergence of tau 1/4 + h 1/2 where tau and h are the step sizes in time and space respectively. We will use the known idea of randomized stopping to give a direct proof showing that optimal stopping and control problems can be rewritten as pure optimal control problems by introducing a new control parameter and by allowing the reward and discounting functions to be unbounded in the control parameter. We extend important results of N. V. Krylov on the numerical solutions to the Bellman equations to the normalized Bellman equations associated with the optimal stopping of controlled diffusion processes. We obtain the same rate of convergence of tau1/4 + h1/2. This rate of convergence holds for finite difference schemes defined on a grid on the whole space [0, T]×Rd i.e. on a grid with infinitely many elements. This leads to the study of localization error, which arises when restricting the finite difference approximations to a cylindrical domain. As an application of our results, we consider an optimal stopping problem from mathematical finance: the pricing of American put option on multiple assets. We prove the rate of convergence of tau1/4 + h1/2 for the finite difference approximations.

I detta examensarbete skapades illustrationer och modeller i digital 3D-grafik, föreställande den svenske skalden Carl Michael Bellman (1740 - 1795). Förebild för arbetet var en 2D-bild i detta fall Per Krafft d.ä:s (1724 - 1793) målning av Bellman från 1779. Arbetet utfördes med föresatsen att åstadkomma en så realistisk återgivning av en verklig karaktär som var rimligt tidsmässigt. Den modellerade karaktären poserades och renderades i flera bilder. Den praktiska delen av arbetet resulterade alltså i en remediering av en målning till digital 3D-grafik. Remedieringarna av karaktären Bellman utformades för att användas i en undersökning som syftade till att studera följande: Vilken typ av komplikationer skulle remediering av kulturarv kunna innebära? Om det finns komplikationer, är dessa i så fall olika beroende på syftet med den realistiska gestaltningen, exempelvis om den utförs i undervisnings- eller underhållningssammanhang? Studien utvärderades via en kvalitativ undersökning, med frågor till tre informanter vilka arbetar som museipedagog (konst- och kulturhistoriker), antikvarie (arkeolog) samt författare/journalist (medie- och kommunikationsvetenskap). Undersökningsresultatet redovisas i en diskuterande text där även en diskussion förs om framtida arbete.

[pt] O trabalho consiste no desenvolvimento de um modelo para explicar a razão pela qual em algumas economias, especialmente a brasileira, se constata que, diante de choques à taxa de juros real, não se observa suavização da taxação, mas sim variações das alíquotas de impostos seguindo variações do ciclo econômico. Mostra-se assim formalmente a ligação entre a sustentabilidade fiscal e variações na carga tributária mais fortemente evidenciada em países em que houve a necessidade de passar por planos de ajustes fiscais - situação esta que pode sugerir a suscetibilidade à ocorrência de crise de confiança em relação ao cumprimento das obrigações de pagamento da dívida soberana, ou seja, probabilidade positiva de repúdio da dívida. A partir do modelo, é possível concluir que uma trajetória não fixa para a taxação pode se estabelecer como resultado ótimo diante de imperfeições no processo de estabilização fiscal. É um modelo que permite endogeneizar e escolher de forma ótima o superávit primário a cada período de tempo. / [en] This paper develops a model to explain why in some economies, and especially in the Brazilian economy, we see evidence that taxation is not smoothened when facing real interest rate shocks. Instead, tax rates vary following the economic cycle. We show through a formal model the connection between fiscal sustainability and the variation of the level of taxation, a pattern more often observed in countries that went through fiscal adjustment plans - a situation that might suggest the possibility of occurrence of confidence crisis regarding the payment of sovereign debt, or a positive probability of debt default. From the model, it is possible to conclude that a non-constant taxation path can be established as an optimal result in such economies. It is a model that allows choosing endogenously and optimally the necessary fiscal superavit in each period of time.

The solution of optimal control problems through the Hamilton-Jacobi-Bellman (HJB) equation offers guaranteed satisfaction of both the necessary and sufficient conditions for optimality. However, finding an exact solution to the HJB equation is a near impossible task for many optimal control problems. This thesis presents an approximation method for solving finite-horizon optimal control problems involving nonlinear dynamical systems. The method uses finite-order approximations of the partial derivatives of the cost-to-go function, and successive higher-order differentiations of the HJB equation. Natural byproducts of the proposed method provide sensitivities of the controls to changes in the initial states, which can be used to approximate the solution to neighboring optimal control problems. For highly nonlinear problems, the method is modified to calculate control sensitivities about a nominal trajectory. In this framework, the method is shown to provide accurate control sensitivities at much lower orders of approximation. Several numerical examples are presented to illustrate both applications of the approximation method.

The solution of optimal control problems through the Hamilton-Jacobi-Bellman (HJB) equation offers guaranteed satisfaction of both the necessary and sufficient conditions for optimality. However, finding an exact solution to the HJB equation is a near impossible task for many optimal control problems. This thesis presents an approximation method for solving finite-horizon optimal control problems involving nonlinear dynamical systems. The method uses finite-order approximations of the partial derivatives of the cost-to-go function, and successive higher-order differentiations of the HJB equation. Natural byproducts of the proposed method provide sensitivities of the controls to changes in the initial states, which can be used to approximate the solution to neighboring optimal control problems. For highly nonlinear problems, the method is modified to calculate control sensitivities about a nominal trajectory. In this framework, the method is shown to provide accurate control sensitivities at much lower orders of approximation. Several numerical examples are presented to illustrate both applications of the approximation method.