Displaying similar documents to “Optimal regularity of lower dimensional obstacle problems.”

Regularity along optimal trajectories of the value function of a Mayer problem

Carlo Sinestrari (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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We consider an optimal control problem of Mayer type and prove that, under suitable conditions on the system, the value function is differentiable along optimal trajectories, except possibly at the endpoints. We provide counterexamples to show that this property may fail to hold if some of our conditions are violated. We then apply our regularity result to derive optimality conditions for the trajectories of the system.

Optimal Multiphase Transportation with prescribed momentum

Yann Brenier, Marjolaine Puel (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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A multiphase generalization of the Monge–Kantorovich optimal transportation problem is addressed. Existence of optimal solutions is established. The optimality equations are related to classical Electrodynamics.

Optimal streams of premiums in multiperiod credibility models

L. Gajek, P. Miś, J. Słowińska (2007)

Applicationes Mathematicae

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Optimal arrangement of a stream of insurance premiums for a multiperiod insurance policy is considered. In order to satisfy solvency requirements we assume that a weak Axiom of Solvency is satisfied. Then two optimization problems are solved: finding a stream of net premiums that approximates optimally 1) future claims, or 2) "anticipating premiums". It is shown that the resulting optimal streams of premiums enable differentiating between policyholders much more quickly than one-period...