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P-order necessary and sufficient conditions for optimality in singular calculus of variations

Agnieszka Prusińska, Alexey Tret'yakov (2010)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

This paper is devoted to singular calculus of variations problems with constraint functional not regular at the solution point in the sense that the first derivative is not surjective. In the first part of the paper we pursue an approach based on the constructions of the p-regularity theory. For p-regular calculus of variations problem we formulate and prove necessary and sufficient conditions for optimality in singular case and illustrate our results by classical example of calculus of variations...

Preface

Alexander Ioffe, Kazimierz Malanowski, Fredi Tröltzsch (2009)

Control and Cybernetics

Preface

Alexander Ioffe, Kazimierz Malanowski, Fredi Tröltzsch (2009)

Control and Cybernetics

Pricing rules under asymmetric information

Shigeyoshi Ogawa, Monique Pontier (2007)

ESAIM: Probability and Statistics

We consider an extension of the Kyle and Back's model [Back, Rev. Finance Stud.5 (1992) 387–409; Kyle, Econometrica35 (1985) 1315–1335], meaning a model for the market with a continuous time risky asset and asymmetrical information. There are three financial agents: the market maker, an insider trader (who knows a random variable V which will be revealed at final time) and a non informed agent. Here we assume that the non informed agent is strategic, namely he/she uses a utility function to...

Problemi di regolarità per un nuovo tipo di funzionale del calcolo delle variazioni

Ennio De Giorgi, Giuseppe Congedo, Italo Tamanini (1988)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

Si considerano questioni riguardanti la regolarità delle soluzioni di problemi di minimo di funzionali che coinvolgono sia termini di volume che di superficie. Si danno indicazioni sui risultati attesi in alcuni casi di notevole interesse, collegati a problemi di segmentazione di immagini e alla teoria dei cristalli liquidi.

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