Results 61 to 70 of about 514 (86)
The Merton Problem with a Drawdown Constraint on Consumption [PDF]
, 2012 In this paper, we work in the framework of the Merton problem but we impose a drawdown constraint on the consumption process. This means that consumption can never fall below a fixed proportion of the running maximum of past consumption.
Arun, T.
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Solving monotone inclusions involving parallel sums of linearly composed maximally monotone operators [PDF]
, 2013 The aim of this article is to present two different primal-dual methods for solving structured monotone inclusions involving parallel sums of compositions of maximally monotone operators with linear bounded operators.
Bot, Radu Ioan, Hendrich, Christopher
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A comprehensive view on optimization: reasonable descent [PDF]
Reasonable descent is a novel, transparent approach to a well-established field: the deep methods and applications of the complete analysis of continuous optimization problems.
Brinkhuis, J.
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Notes on optimality conditions using Newton diagrams and sums of squares
, 2019 We consider relationships between optimality conditions using Newton diagrams and sums of squares of polynomials and power series.Comment: Corrected version of the article [Serdica Math. J.(2015) 41, pp.
Sekiguchi, Yoshiyuki
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First order optimality condition for constrained set-valued optimization [PDF]
A constrained optimization problem with set-valued data is considered. Different kind of solutions are defined for such a problem. We recall weak minimizer, efficient minimizer and proper minimizer.
Crespi Giovanni P. +2 more
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Existence and Hadamard well-posedness of a system of simultaneous generalized vector quasi-equilibrium problems. [PDF]
J Inequal Appl, 2017 Zhang W, Zeng J.
europepmc +1 more source
Optimality for set-valued optimization in the sense of vector and set criteria. [PDF]
J Inequal Appl, 2017 Kong X, Yu G, Liu W.
europepmc +1 more source
A class of generalized invex functions and vector variational-like inequalities. [PDF]
J Inequal Appl, 2017 Li R, Yu G.
europepmc +1 more source
Minimizing measures of risk by saddle point conditions. [PDF]
The minimization of risk functions is becoming a very important topic due to its interesting applications in Mathematical Finance and Actuarial Mathematics. This paper addresses this issue in a general framework.
Balbás, Alejandro +2 more
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