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Bounds on integrals with respect to multivariate copulas

Michael Preischl (2016)

Dependence Modeling

In this paper, we present a method to obtain upper and lower bounds on integrals with respect to copulas by solving the corresponding assignment problems (AP’s). In their 2014 paper, Hofer and Iacó proposed this approach for two dimensions and stated the generalization to arbitrary dimensons as an open problem. We will clarify the connection between copulas and AP’s and thus find an extension to the multidimensional case. Furthermore, we provide convergence statements and, as applications, we consider...

Constrained optimization: A general tolerance approach

Tomáš Roubíček (1990)

Aplikace matematiky

To overcome the somewhat artificial difficulties in classical optimization theory concerning the existence and stability of minimizers, a new setting of constrained optimization problems (called problems with tolerance) is proposed using given proximity structures to define the neighbourhoods of sets. The infimum and the so-called minimizing filter are then defined by means of level sets created by these neighbourhoods, which also reflects the engineering approach to constrained optimization problems....

Evolution Problems and Minimizing Movements

Ugo Gianazza, Massimo Gobbino, Giuseppe Savarè (1994)

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

We recall the definition of Minimizing Movements, suggested by E. De Giorgi, and we consider some applications to evolution problems. With regards to ordinary differential equations, we prove in particular a generalization of maximal slope curves theory to arbitrary metric spaces. On the other hand we present a unifying framework in which some recent conjectures about partial differential equations can be treated and solved. At the end we consider some open problems.

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