A note on Banach spaces and sub differentials of convex functions
The first motivation for this note is to obtain a general version of the following result: let E be a Banach space and f : E → R be a differentiable function, bounded below and satisfying the Palais-Smale condition; then, f is coercive, i.e., f(x) goes to infinity as ||x|| goes to infinity. In recent years, many variants and extensions of this result appeared, see [3], [5], [6], [9], [14], [18], [19] and the references therein. A general result of this type was given in [3, Theorem 5.1] for a lower...
We characterize generalized extreme points of compact convex sets. In particular, we show that if the polyconvex hull is convex in , , then it is constructed from polyconvex extreme points via sequential lamination. Further, we give theorems ensuring equality of the quasiconvex (polyconvex) and the rank-1 convex envelopes of a lower semicontinuous function without explicit convexity assumptions on the quasiconvex (polyconvex) envelope.
The existence of solutions to a scalar Minty variational inequality of differential type is usually related to monotonicity property of the primitive function. On the other hand, solutions of the variational inequality are global minimizers for the primitive function. The present paper generalizes these results to vector variational inequalities putting the Increasing Along Rays (IAR) property into the center of the discussion. To achieve that infinite elements in the image space are introduced....
The existence of solutions to a scalar Minty variational inequality of differential type is usually related to monotonicity property of the primitive function. On the other hand, solutions of the variational inequality are global minimizers for the primitive function. The present paper generalizes these results to vector variational inequalities putting the Increasing Along Rays (IAR) property into the center of the discussion. To achieve that infinite elements in the image space Y are introduced. Under...
We describe a new link between Perelman’s monotonicity formula for the reduced volume and ideas from optimal transport theory.
We deal with the optimal portfolio problem in discrete-time setting. Employing the discrete Itô formula, which is developed by Fujita, we establish the discrete Hamilton–Jacobi–Bellman (d-HJB) equation for the value function. Simple examples of the d-HJB equation are also discussed.
We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally Hölder continuous with Hölder exponent depending only on the growth of the hamiltonian. The proof relies on a reverse Hölder inequality.
We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally Hölder continuous with Hölder exponent depending only on the growth of the Hamiltonian. The proof relies on a reverse Hölder inequality.