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A note on the relation between strong and M-stationarity for a class of mathematical programs with equilibrium constraints

René Henrion, Jiří Outrata, Thomas Surowiec (2010)

Kybernetika

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 variational-type inequalities for (η,θ,δ)-pseudomonotone-type set-valued mappings in nonreflexive Banach spaces

Magdalena Nockowska-Rosiak (2013)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

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 null controllability data assimilation methodology applied to a large scale ocean circulation model

Galina C. García, Axel Osses, Jean Pierre Puel (2011)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

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*

Galina C. García, Axel Osses, Jean Pierre Puel (2011)

ESAIM: Mathematical Modelling and Numerical Analysis

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 one-sided version of Alexiewicz-Orlicz's differentiability theorem.

E. Corbacho, A. Plichko, V. Tarieladze (2005)

RACSAM

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...

A penalty method for topology optimization subject to a pointwise state constraint

Samuel Amstutz (2010)

ESAIM: Control, Optimisation and Calculus of Variations

This paper deals with topology optimization of domains subject to a pointwise constraint on the gradient of the state. To realize this constraint, a class of penalty functionals is introduced and the expression of the corresponding topological derivative is obtained for the Laplace equation in two space dimensions. An algorithm based on these concepts is proposed. It is illustrated by some numerical applications.

A pension fund in the accumulation phase: a stochastic control approach

Salvatore Federico (2008)

Banach Center Publications

In this paper we propose and study a continuous time stochastic model of optimal allocation for a defined contribution pension fund in the accumulation phase. The level of wealth is constrained to stay above a "solvency level". The fund manager can invest in a riskless asset and in a risky asset, but borrowing and short selling are prohibited. The model is naturally formulated as an optimal stochastic control problem with state constraints and is treated by the dynamic programming approach. We show...

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