Results 21 to 30 of about 386 (65)
On projection constant problems and the existence of metric projections in normed spaces
Abstract and Applied Analysis, Volume 6, Issue 7, Page 401-411, 2001., 2001 We give the sufficient conditions for the existence of a metric projection onto convex closed subsets of normed linear spaces which are reduced conditions than that in the case of reflexive Banach spaces and we find a general formula for the projections onto the maximal proper subspaces of the classical Banach spaces l p, 1 ≤ p < ∞ and c 0.
Entisarat El-Shobaky +2 more
wiley +1 more source
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
core +1 more source
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
core +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
core +1 more source
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
core +2 more sources
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
core +2 more sources
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
core +1 more source
Semidefinite programming in matrix unknowns which are dimension free
, 2011 One of the main applications of semidefinite programming lies in linear systems and control theory. Many problems in this subject, certainly the textbook classics, have matrices as variables, and the formulas naturally contain non-commutative polynomials
Helton, J. William +2 more
core +1 more source
Asymptotic behavior of gradient-like dynamical systems involving inertia and multiscale aspects
, 2016 In a Hilbert space $\mathcal H$, we study the asymptotic behaviour, as time variable $t$ goes to $+\infty$, of nonautonomous gradient-like dynamical systems involving inertia and multiscale features.
Attouch, Hedy, Czarnecki, Marc-Olivier
core +1 more source
Ingeniería y Ciencia, 2008 Multicast juega un papel muy importante para soportar una nueva generación de aplicaciones. En la actualidad y por diferentes razones, técnicas y no técnicas, multicast IP no ha sido totalmente adoptado en Internet.
Juan Carlos Montoya M. +4 more
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