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The paper considers a methodology of mathematical modeling of
ecological-economic
processes at the regional level. The basis of the model is formed by equations,
which describe
two interacting blocks: economic and ecological ones. Equations of the economic
block are represented
by relations of generalized inter-branch balance, while the ecological part is
described
in terms of differential equations with deviations with respect to some given
state of natural resources.
Issues of i) information...
Supervised learning methods are powerful techniques to learn a function from a given set of labeled data, the so-called training data. In this paper the support vector machines approach is applied to an image classification task. Starting with the corresponding Tikhonov regularization problem, reformulated as a convex optimization problem, we introduce a conjugate dual problem to it and prove that, whenever strong duality holds, the function to be learned can be expressed via the dual optimal solutions....
This paper is concerned with the stochastic linear quadratic optimal control problems (LQ problems, for short) for which the coefficients are allowed to be random and the cost functionals are allowed to have negative weights on the square of control variables. We propose a new method, the equivalent cost functional method, to deal with the LQ problems. Comparing to the classical methods, the new method is simple, flexible and non-abstract. The new method can also be applied to deal with nonlinear...
A linear-quadratic control problem with an infinite time horizon for some infinite dimensional controlled stochastic differential equations driven by a fractional Brownian motion is formulated and solved. The feedback form of the optimal control and the optimal cost are given explicitly. The optimal control is the sum of the well known linear feedback control for the associated infinite dimensional deterministic linear-quadratic control problem and a suitable prediction of the adjoint optimal system...
In this paper we derive a priori error estimates for linear-quadratic elliptic optimal control problems with finite dimensional control space and state constraints in the whole domain, which can be written as semi-infinite optimization problems. Numerical experiments are conducted to ilustrate our theory.
We prove Lipschitz continuity for local minimizers of integral functionals of the Calculus of Variations in the vectorial case, where the energy density depends explicitly on the space variables and has general growth with respect to the gradient. One of the models iswith a convex function with general growth (also exponential behaviour is allowed).
We prove Lipschitz continuity for local
minimizers of integral functionals of the Calculus of Variations
in the vectorial case, where the energy density depends explicitly
on the space variables and has general growth with respect to the
gradient. One of the models is
with h a convex function with general growth (also exponential behaviour
is allowed).
The criteria of extremality for classical variational integrals depending on several functions of one independent variable and their derivatives of arbitrary orders for constrained, isoperimetrical, degenerate, degenerate constrained, and so on, cases are investigated by means of adapted Poincare-Cartan forms. Without ambitions on a noble generalizing theory, the main part of the article consists of simple illustrative examples within a somewhat naive point of view in order to obtain results resembling...
Continuing the previous Part I, the degenerate first order variational integrals depending on two functions of one independent variable are investigated.
We show that local minimizers of functionals of the form
, ,
are locally Lipschitz continuous provided f is a convex function with growth
satisfying a condition of qualified convexity at infinity and g is Lipschitz continuous
in u. As a consequence of this, we obtain an existence result for a related nonconvex
functional.
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