Displaying similar documents to “The space BV ( S 2 , S 1 ) : minimal connection and optimal lifting”

Topological sensitivity analysis for time-dependent problems

Boris Vexler, Takéo Takahashi, Samuel Amstutz (2008)

ESAIM: Control, Optimisation and Calculus of Variations

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The topological sensitivity analysis consists in studying the behavior of a given shape functional when the topology of the domain is perturbed, typically by the nucleation of a small hole. This notion forms the basic ingredient of different topology optimization/reconstruction algorithms. From the theoretical viewpoint, the expression of the topological sensitivity is well-established in many situations where the governing p.d.e. system is of elliptic type. This paper focuses on the...

On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance

Mokhtar Hafayed, Petr Veverka, Syed Abbas (2014)

Applications of Mathematics

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We establish necessary and sufficient conditions of near-optimality for nonlinear systems governed by forward-backward stochastic differential equations with controlled jump processes (FBSDEJs in short). The set of controls under consideration is necessarily convex. The proof of our result is based on Ekeland's variational principle and continuity in some sense of the state and adjoint processes with respect to the control variable. We prove that under an additional hypothesis, the near-maximum...