Results 101 to 110 of about 475 (219)
Infinitely many solutions for quasilinear Schrödinger equation with concave-convex nonlinearities
In this work, we study the existence of infinitely many solutions to the following quasilinear Schrödinger equations with a parameter α and a concave-convex nonlinearity: 0.1 − Δ p u + V ( x ) | u | p − 2 u − Δ p ( | u | 2 α ) | u | 2 α − 2 u = λ h 1 ( x
Lijuan Chen +3 more
doaj +1 more source
In this article, we study the multiplicity of positive solutions for the biharmonic equation of Kirchhoff type involving concave-convex nonlinearities, $$ \Delta^2u-\Big(a+b\int_{\mathbb{R}^N}|\nabla u|^2dx\Big)\Delta u+V(x)u =\lambda f_1(x)|u|^{q-2 ...
Fengjuan Meng +2 more
doaj
A Model of Strategic Sustainable Investment
ABSTRACT We study a problem of optimal irreversible investment and emission reduction formulated as a nonzero‐sum dynamic game between an investor with environmental preferences and a firm. The game is set in continuous‐time on an infinite‐time horizon.
Tiziano De Angelis +2 more
wiley +1 more source
The Optimal Mean–Variance Selling Problem With Finite Horizon
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson +2 more
wiley +1 more source
Multiple positive solutions for elliptic problem with concave and convex nonlinearities
In this article, we consider the existence of multiple solutions to the elliptic problem $$\displaylines{ -\Delta u=\lambda u^q+u^s+\mu u^p\quad \text{in } \Omega,\cr u>0\quad \text{in } \Omega,\cr u=0\quad \text{on } \partial\Omega, }$$ where ...
Jiayin Liu, Lin Zhao, Peihao Zhao
doaj
ABSTRACT We study a dynamic portfolio optimization problem under the mean–variance–variance (M‐V‐V) criterion proposed by Maccheroni et al. It is an analogue of the Arrow–Pratt approximation to the well‐known smooth ambiguity model. Under the standard Black–Scholes framework, we derive fully explicit equilibrium investment strategies in which a DM's ...
David Landriault, Bin Li, Yuanyuan Zhang
wiley +1 more source
ABSTRACT We propose a new model of revenue‐maximising lottery pricing under income‐related heterogeneity and apply it to 13 years of UK National Lottery data. Our pricing rule shows how a state's lottery power is shaped by heterogeneities in lotto demand and the income distribution, and we study its efficiency and distributional implications.
Martin Forster +2 more
wiley +1 more source
Multiple positive solutions for Schrodinger-Poisson systems involving concave-convex nonlinearities
In this article, we study the existence of multiple positive solutions for Schrodinger-Poisson systems involving concave-convex nonlinearities and sign-changing weight potentials.
Haining Fan
doaj
In this article, using Nehari manifold method we study the multiplicity of solutions of the nonlocal elliptic system involving variable exponents and concave-convex nonlinearities, $$\displaylines{ (-\Delta)_{p(\cdot)}^{s} u=\lambda a(x)| u|^{q(x ...
Reshmi Biswas, Sweta Tiwari
doaj
Exact multiplicity of positive solutions of a semipositone problem with concave–convex nonlinearity
The Dirichlet boundary value problem with semipositone and concave-convex nonlinearity is investigated. Three qualitatively different bifurcation diagrams of this problem are given, and exactly three positive solutions, two positive solutions and one positive solution of this problem are obtained.
openaire +1 more source

