Optimality and existence for Lipschitz equations.
Henderson, Johnny (1988)
International Journal of Mathematics and Mathematical Sciences
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Henderson, Johnny (1988)
International Journal of Mathematics and Mathematical Sciences
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Frisch, Uriel, Sobolevskii, A. (2004)
Journal of Mathematical Sciences (New York)
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A. Lasota (1975)
Annales Polonici Mathematici
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Ashordia, M. (1995)
Memoirs on Differential Equations and Mathematical Physics
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K. Szajowski (1982)
Applicationes Mathematicae
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Francisco Criado, Gamlet Meladze, Nana Odisehlidze (1997)
Revista de la Real Academia de Ciencias Exactas Físicas y Naturales
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Studia Mathematica
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Kumar, Ramesh C., Naqib, Fadle M. (1995)
International Journal of Mathematics and Mathematical Sciences
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Dariusz Socha (2014)
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An optimal dividend problem is studied consisting in maximisation of expected discounted dividend payments until ruin time. A solution of this problem for constant premium d and exponentially distributed claims is presented. It is shown that an optimal policy is a barrier policy. Moreover, an analytic way to solve this problem is sketched.
Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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Dean A. Carlson (1984)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti
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Youness Mezzan, Moulay Hicham Tber (2021)
Applications of Mathematics
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In this paper, a sub-optimal boundary control strategy for a free boundary problem is investigated. The model is described by a non-smooth convection-diffusion equation. The control problem is addressed by an instantaneous strategy based on the characteristics method. The resulting time independent control problems are formulated as function space optimization problems with complementarity constraints. At each time step, the existence of an optimal solution is proved and first-order...
Tadumadze, T., Gelashvili, K. (2000)
Memoirs on Differential Equations and Mathematical Physics
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