Results 11 to 20 of about 486 (163)
Maximum principle for a nonlinear size-structured model of fish and fry management [PDF]
Nonlinear Analysis, 2018 This paper investigates the maximum principle for a nonlinear size-structured model that describes the optimal management of the fish resources taking into account harvesting the fish and putting the fry.
Rong Liu, Guirong Liu
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A New Equilibrium Version of Ekeland’s Variational Principle and Its Applications
Axioms, 2022 In this note, a new equilibrium version of Ekeland’s variational principle is presented. It is a modification and promotion of previous results. Subsequently, the principle is applied to discuss the equilibrium points for binary functions and the fixed ...
Yuqiang Feng, Juntao Xie, Bo Wu
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Ekeland’s variational principle for interval-valued functions
Computational and Applied Mathematics, 2023 In this paper, we attempt to propose Ekeland's variational principle for interval-valued functions (IVFs). To develop the variational principle, we study the concept of sequence of intervals. In the sequel, the idea of gH-semicontinuity for IVFs is explored.
Gourav Kumar, Debdas Ghosh
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Axioms, 2021 In this paper, by applying the abstract maximal element principle of Lin and Du, we present some new existence theorems related with critical point theorem, maximal element theorem, generalized Ekeland’s variational principle and common (fuzzy) fixed ...
Junjian Zhao, Wei-Shih Du
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Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes
Mathematical Finance, Volume 33, Issue 3, Page 797-841, July 2023., 2023 Abstract We consider three equilibrium concepts proposed in the literature for time‐inconsistent stopping problems, including mild equilibria (introduced in Huang and Nguyen‐Huu (2018)), weak equilibria (introduced in Christensen and Lindensjö (2018)), and strong equilibria (introduced in Bayraktar et al. (2021)). The discount function is assumed to be
Erhan Bayraktar, Zhenhua Wang, Zhou Zhou
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Equilibrium investment with random risk aversion
Mathematical Finance, Volume 33, Issue 3, Page 946-975, July 2023., 2023 Abstract We solve the problem of an investor who maximizes utility but faces random preferences. We propose a problem formulation based on expected certainty equivalents. We tackle the time‐consistency issues arising from that formulation by applying the equilibrium theory approach.
Sascha Desmettre, Mogens Steffensen
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Existence results for a sublinear second order Dirichlet boundary value problem on the half-line [PDF]
Opuscula Mathematica, 2020 In this paper we study the existence of nontrivial solutions for a boundary value problem on the half-line, where the nonlinear term is sublinear, by using Ekeland's variational principle and critical point theory.
Dahmane Bouafia, Toufik Moussaoui
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EKELAND'S VARIATIONAL PRINCIPLE IN S^{JS}-METRIC SPACES [PDF]
, 2021 We prove Ekeland's variational principle in S^{JS} - metric spaces.
Beg, Ismat, Roy, Kuhal, Saha, Mantu
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Campbell Systematic Reviews, Volume 19, Issue 2, June 2023., 2023 Abstract This is the protocol for a Campbell systematic review. The main objective of this review is to answer the research question: What are the effects of organised sport on risk behaviour, personal, emotional and social skills of young people, who either have experienced or is at‐risk of experiencing an adverse outcome?
Trine Filges +3 more
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Bundling and nonlinear pricing in telecommunications
The RAND Journal of Economics, Volume 54, Issue 2, Page 268-298, Summer 2023., 2023 Abstract I develop a multiproduct nonlinear pricing model where a firm sells both discrete and continuous services to consumers with multidimensional heterogeneity. I derive the optimal selling mechanism and provide primitive conditions under which different bundling strategies arise. Exploiting both the firm and the consumer's optimality conditions, I
Yao Luo
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