A general stochastic maximum principle for singular control problems.
A general stochastic target problem with jump diffusion and an application to a hedging problem for large investors.
A generalization of a theorem of H. Brezis & F. E. Browder and applications to some unilateral problems
A generalization of an Ekeland-Lebourg theorem and the differentiability of distance functions
A generalization of Dubovitskij-Miliutin theorem
A generalization of Ekeland's variational principle with applications.
A generalization of the quasiconvex optimization problem.
A generalized differential of real functionals.
A generalized dual maximizer for the Monge–Kantorovich transport problem
The dual attainment of the Monge–Kantorovich transport problem is analyzed in a general setting. The spaces X,Y are assumed to be polish and equipped with Borel probability measures μ and ν. The transport cost function c : X × Y → [0,∞] is assumed to be Borel measurable. We show that a dual optimizer always exists, provided we interpret it as a projective limit of certain finitely additive measures. Our methods are functional analytic and rely on Fenchel’s perturbation technique.
A generalized dual maximizer for the Monge–Kantorovich transport problem∗
The dual attainment of the Monge–Kantorovich transport problem is analyzed in a general setting. The spaces X,Y are assumed to be polish and equipped with Borel probability measures μ and ν. The transport cost function c : X × Y → [0,∞] is assumed to be Borel measurable. We show that a dual optimizer always exists, provided we interpret it as a projective limit of certain finitely additive measures. Our methods are functional analytic...
A generalized hybrid steepest-descent method for variational inequalities in Banach spaces.
A generalized solution of a nonconvex minimization problem and its stability
A geometric approach for convexity in some variational problem in the Gauss space
A geometric lower bound on Grad’s number
In this note we provide a new geometric lower bound on the so-called Grad’s number of a domain in terms of how far is from being axisymmetric. Such an estimate is important in the study of the trend to equilibrium for the Boltzmann equation for dilute gases.
A geometric lower bound on Grad's number
In this note we provide a new geometric lower bound on the so-called Grad's number of a domain Ω in terms of how far Ω is from being axisymmetric. Such an estimate is important in the study of the trend to equilibrium for the Boltzmann equation for dilute gases.
A Geometrical Theory of Multiple Integral Problems in the Calculus of Variations
A Geometrical Theory of Multiple Integral Problems in the Calculs of Variations (Short Communication)
A Global Stochastic Optimization Method for Large Scale Problems
In this paper, a new hybrid simulated annealing algorithm for constrained global optimization is proposed. We have developed a stochastic algorithm called ASAPSPSA that uses Adaptive Simulated Annealing algorithm (ASA). ASA is a series of modifications to the basic simulated annealing algorithm (SA) that gives the region containing the global solution of an objective function. In addition, Simultaneous Perturbation Stochastic Approximation (SPSA)...
A Gradient-Type Method for the Equilibrium Programming Problem With Coupled Constraints
A Haar-Rado type theorem for minimizers in Sobolev spaces
Let be a minimum for where f is convex, is convex for a.e. x. We prove that u shares the same modulus of continuity of ϕ whenever Ω is sufficiently regular, the right derivative of g satisfies a suitable monotonicity assumption and the following inequality holds This result generalizes the classical Haar-Rado theorem for Lipschitz functions.