On question about extension of maximin problem with phase constraints [PDF]
, 2013 We study the asymptotic behavior of maximin values of a payoff function, when relaxed constraints are tightened. The payoff function depends on the trajectories of controlled systems of the first and second player.
Baklanov, A.
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Optimization of robot gripping forces and worst case loading
Applications in Engineering Science, 2021 We consider the optimization of the vector of gripping forces that support a known generalized force acting on the gripped object—a rigid body or a mechanism.
Or Elmackias +2 more
doaj
Blind Ptychographic Phase Retrieval via Convergent Alternating Direction Method of Multipliers [PDF]
, 2018 Ptychography has risen as a reference X-ray imaging technique: it achieves resolutions of one billionth of a meter, macroscopic field of view, or the capability to retrieve chemical or magnetic contrast, among other features.
Chang, Huibin +2 more
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On utility-based super-replication prices of contingent claims with unbounded payoffs
, 2006 Consider a financial market in which an agent trades with utility-induced restrictions on wealth. For a utility function which satisfies the condition of reasonable asymptotic elasticity at $-\infty$ we prove that the utility-based super-replication ...
Elliott +7 more
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On the Lebesgue Property of Monotone Convex Functions
, 2013 The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space, (2) the ...
Owari, Keita
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Dynamic robust duality in utility maximization
, 2015 A celebrated financial application of convex duality theory gives an explicit relation between the following two quantities: (i) The optimal terminal wealth $X^*(T) : = X_{\varphi^*}(T)$ of the problem to maximize the expected $U$-utility of the ...
Sulem, Agnès, Øksendal, Bernt
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An object-oriented approach to idempotent analysis: Integral equations as optimal control problems
, 2005 Within the framework of generic programming, we implement an abstract algorithm for solution of an integral equation of second kind with the resolvent kernels method.
P. Loreti, M. Pedicini
semanticscholar +1 more source
Morozov's principle for the augmented Lagrangian method applied to linear inverse problems
, 2010 The Augmented Lagrangian Method as an approach for regularizing inverse problems received much attention recently, e.g. under the name Bregman iteration in imaging.
Frick, Klaus +2 more
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Market free lunch and large financial markets
, 2006 The main result of the paper is a version of the fundamental theorem of asset pricing (FTAP) for large financial markets based on an asymptotic concept of no market free lunch for monotone concave preferences.
Klein, Irene
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A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle
, 2016 A method for calculating multi-portfolio time consistent multivariate risk measures in discrete time is presented. Market models for $d$ assets with transaction costs or illiquidity and possible trading constraints are considered on a finite probability ...
Feinstein, Zachary, Rudloff, Birgit
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