Results 21 to 30 of about 374 (67)
Purely finitely additive measures as generalized elements in a maximin problem [PDF]
, 2013 We study the asymptotic behavior of maximin values of a payoff function, when admissible controls tend to infinity. The payoff function is superposition of a continuos function and a function that is uniform limit of step functions.
Baklanov, A.
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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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Order preserving and order reversing operators on the class of convex functions in Banach spaces
, 2014 A remarkable result by S. Artstein-Avidan and V. Milman states that, up to pre-composition with affine operators, addition of affine functionals, and multiplication by positive scalars, the only fully order preserving mapping acting on the class of lower
Iusem, Alfredo N. +2 more
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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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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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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
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Multilevel Artificial Neural Network Training for Spatially Correlated Learning [PDF]
, 2019 Multigrid modeling algorithms are a technique used to accelerate relaxation models running on a hierarchy of similar graphlike structures. We introduce and demonstrate a new method for training neural networks which uses multilevel methods.
Mjolsness, Eric, Scott, C. B.
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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
doaj
A convex extension of lower semicontinuous functions defined on normal Hausdorff space
, 2017 We prove that, any problem of minimization of proper lower semicontinuous function defined on a normal Hausdorff space, is canonically equivalent to a problem of minimization of a proper weak * lower semicontinuous convex function defined on a weak ...
Bachir, Mohammed
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