A note on singular points of convex functions in Banach spaces
A note on the characterization of the global maxima of a (tangentially) convex function over a convex set.
A note on the closedness of the convex hull and its applications.
A Note on the Interpretation of Closed H-Surfaces in Physical Terms.
A note on the optimal portfolio problem in discrete processes
We deal with the optimal portfolio problem in discrete-time setting. Employing the discrete Itô formula, which is developed by Fujita, we establish the discrete Hamilton–Jacobi–Bellman (d-HJB) equation for the value function. Simple examples of the d-HJB equation are also discussed.
A note on the regularity of solutions of Hamilton-Jacobi equations with superlinear growth in the gradient variable
We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally Hölder continuous with Hölder exponent depending only on the growth of the hamiltonian. The proof relies on a reverse Hölder inequality.
A note on the regularity of solutions of Hamilton-Jacobi equations with superlinear growth in the gradient variable
We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally Hölder continuous with Hölder exponent depending only on the growth of the Hamiltonian. The proof relies on a reverse Hölder inequality.
A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints
In this paper, we deal with strong stationarity conditions for mathematical programs with equilibrium constraints (MPEC). The main task in deriving these conditions consists in calculating the Fréchet normal cone to the graph of the solution mapping associated with the underlying generalized equation of the MPEC. We derive an inner approximation to this cone, which is exact under an additional assumption. Even if the latter fails to hold, the inner approximation can be used to check strong stationarity...
A note on the trajectories of a class of hereditary systems
A note on the usage of nondifferentiable exact penalties in some special optimization problems
A note on variational discretization of elliptic Neumann boundary control
A note on variational-type inequalities for (η,θ,δ)-pseudomonotone-type set-valued mappings in nonreflexive Banach spaces
In this paper the existence of solutions to variational-type inequalities problems for (η,θ,δ)- pseudomonotone-type set-valued mappings in nonreflexive Banach spaces introduced in [4] is considered. Presented theorem does not require a compact set-valued mapping, but requires a weaker condition 'locally bounded' for the mapping.
A note on weak approximation of minors
A notion of total variation depending on a metric with discontinuous coefficients
A null controllability data assimilation methodology applied to a large scale ocean circulation model
Data assimilation refers to any methodology that uses partial observational data and the dynamics of a system for estimating the model state or its parameters. We consider here a non classical approach to data assimilation based in null controllability introduced in [Puel, C. R. Math. Acad. Sci. Paris 335 (2002) 161–166] and [Puel, SIAM J. Control Optim. 48 (2009) 1089–1111] and we apply it to oceanography. More precisely, we are interested in developing this methodology to recover the unknown final...
A null controllability data assimilation methodology applied to a large scale ocean circulation model*
Data assimilation refers to any methodology that uses partial observational data and the dynamics of a system for estimating the model state or its parameters. We consider here a non classical approach to data assimilation based in null controllability introduced in [Puel, C. R. Math. Acad. Sci. Paris335 (2002) 161–166] and [Puel, SIAM J. Control Optim.48 (2009) 1089–1111] and we apply it to oceanography. More precisely, we are interested in developing this methodology to recover the unknown final...
A Numerical Method for Detecting Singular Minimizers.
A numerical method of matrix spectral factorization
A one dimensional deterministic free boundary problem.
A one-sided version of Alexiewicz-Orlicz's differentiability theorem.
Modificando adecuadamente el método de un trabajo olvidado [1], probamos que si una aplicación continua, de un subconjunto abierto no vacío U de un espacio vectorial topológico metrizable separable y de Baire E, en un espacio localmente convexo, es direccionalmente diferenciable por la derecha en U según un subconjunto comagro de E, entonces, es genéricamente Gâteaux diferenciable en U. Nuestro resultado implica que cualquier espacio vectorial topológico, metrizable, separable y de Baire, es débilmente...