Displaying similar documents to “Approximative solutions of stochastic optimization problems”

Minimal Niven numbers

H. Fredricksen, E. J. Ionascu, F. Luca, P. Stănică (2008)

Acta Arithmetica

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Two commuting maps without common minimal points

Tomasz Downarowicz (2011)

Colloquium Mathematicae

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We construct an example of two commuting homeomorphisms S, T of a compact metric space X such that the union of all minimal sets for S is disjoint from the union of all minimal sets for T. In other words, there are no common minimal points. This answers negatively a question posed in [C-L]. We remark that Furstenberg proved the existence of "doubly recurrent" points (see [F]). Not only are these points recurrent under both S and T, but they recur along the same sequence of powers. Our...

Minimal supersolutions of BSDEs with lower semicontinuous generators

Gregor Heyne, Michael Kupper, Christoph Mainberger (2014)

Annales de l'I.H.P. Probabilités et statistiques

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We study minimal supersolutions of backward stochastic differential equations. We show the existence and uniqueness of the minimal supersolution, if the generator is jointly lower semicontinuous, bounded from below by an affine function of the control variable, and satisfies a specific normalization property. Semimartingale convergence is used to establish the main result.