On the stability in stochastic programming: the case of individual probability constraints
On well-posedness for parametric vector quasiequilibrium problems with moving cones
In this paper we consider weak and strong quasiequilibrium problems with moving cones in Hausdorff topological vector spaces. Sufficient conditions for well-posedness of these problems are established under relaxed continuity assumptions. All kinds of well-posedness are studied: (generalized) Hadamard well-posedness, (unique) well-posedness under perturbations. Many examples are provided to illustrate the essentialness of the imposed assumptions. As applications of the main results, sufficient conditions...
On Wellposedness Quadratic Function Minimization Problem on Intersection of Two Ellipsoids
Optimal control of delay systems with differential and algebraic dynamic constraints
This paper concerns constrained dynamic optimization problems governed by delay control systems whose dynamic constraints are described by both delay-differential inclusions and linear algebraic equations. This is a new class of optimal control systems that, on one hand, may be treated as a specific type of variational problems for neutral functional-differential inclusions while, on the other hand, is related to a special class of differential-algebraic systems with a general delay-differential...
Optimal control of delay systems with differential and algebraic dynamic constraints
This paper concerns constrained dynamic optimization problems governed by delay control systems whose dynamic constraints are described by both delay-differential inclusions and linear algebraic equations. This is a new class of optimal control systems that, on one hand, may be treated as a specific type of variational problems for neutral functional-differential inclusions while, on the other hand, is related to a special class of differential-algebraic systems with a general delay-differential...
Optimality conditions and duality in nonsmooth multiobjective programs.
Optimization problem with parameter and its application to the problems of two-stage stochastic nonlinear programming