Displaying similar documents to “Optimal domains for the kernel operator associated with Sobolev's inequality”

Optimal Sobolev imbedding spaces

Ron Kerman, Luboš Pick (2009)

Studia Mathematica

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This paper continues our study of Sobolev-type imbedding inequalities involving rearrangement-invariant Banach function norms. In it we characterize when the norms considered are optimal. Explicit expressions are given for the optimal partners corresponding to a given domain or range norm.

Optimal domains for kernel operators on [0,∞) × [0,∞)

Olvido Delgado (2006)

Studia Mathematica

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Let T be a kernel operator with values in a rearrangement invariant Banach function space X on [0,∞) and defined over simple functions on [0,∞) of bounded support. We identify the optimal domain for T (still with values in X) in terms of interpolation spaces, under appropriate conditions on the kernel and the space X. The techniques used are based on the relation between linear operators and vector measures.

Optimal embeddings of generalized homogeneous Sobolev spaces

Irshaad Ahmed, Georgi Eremiev Karadzhov (2011)

Colloquium Mathematicae

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We prove optimal embeddings of homogeneous Sobolev spaces built over function spaces in ℝⁿ with K-monotone and rearrangement invariant norm into other rearrangement invariant function spaces. The investigation is based on pointwise and integral estimates of the rearrangement or the oscillation of the rearrangement of f in terms of the rearrangement of the derivatives of f.

Discrete time optimal dividend problem with constant premium and exponentially distributed claims

Dariusz Socha (2014)

Applicationes Mathematicae

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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.

On optimal credibility premiums in multiperiod insurance

W. Antoniak, M. Kałuszka (2014)

Applicationes Mathematicae

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This paper focuses on the problem of optimal arrangement of a stream of premiums in a multiperiod credibility model. On the basis of a given claim history (screening) and some individual information unknown to the insurance company (signaling), we derive the optimal streams in the case when the coverage period is not necessarily fixed, e.g., because of lapses, renewals, deaths, total losses, etc.

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...

On the optimal reinsurance problem

Swen Kiesel, Ludger Rüschendorf (2013)

Applicationes Mathematicae

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In this paper we consider the optimal reinsurance problem in endogenous form with respect to general convex risk measures ϱ and pricing rules π. By means of a subdifferential formula for compositions in Banach spaces we first characterize optimal reinsurance contracts in the case of one insurance taker and one insurer. In the second step we generalize the characterization to the case of several insurance takers. As a consequence we obtain a result saying that cooperation brings less...

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.