Results 61 to 70 of about 343 (158)

On Ekeland's Variational Principle and a Minimax Theorem

Journal of Mathematical Analysis and Applications, 1997
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Ekeland variational principle on weighted graphs

Proceedings of the American Mathematical Society, 2019
In this work, we give a graphical version of the Ekeland variational principle which enables us to discover a new version of the Caristi fixed point theorem in weighted digraphs not necessarily generated by a partial order. Then we show that both graphical versions of the Ekeland variational principle and Caristi’s fixed point theorem are equivalent ...
Monther Alfuraidan, Mohamed Khamsi
openaire   +1 more source

Normalized solutions of the critical Schrödinger–Bopp–Podolsky system with logarithmic nonlinearity

Transactions of the London Mathematical Society, Volume 12, Issue 1, December 2025.
Abstract In this paper, we study the following critical Schrödinger–Bopp–Podolsky system driven by the p$p$‐Laplace operator and a logarithmic nonlinearity: −Δpu+V(εx)|u|p−2u+κϕu=λ|u|p−2u+ϑ|u|p−2ulog|u|p+|u|p*−2uinR3,−Δϕ+a2Δ2ϕ=4π2u2inR3.$$\begin{equation*} {\begin{cases} -\Delta _p u+\mathcal {V}(\varepsilon x)|u|^{p-2}u+\kappa \phi u=\lambda |u|^{p-2 ...
Sihua Liang, Xueqi Sun, Shuaishuai Liang, Vicenţiu D. Rădulescu   +3 more
wiley   +1 more source

Multiple homoclinic solutions for a class of nonhomogeneous Hamiltonian systems

Boundary Value Problems, 2018
By introducing a new superquadratic condition, we obtain the existence of two nontrivial homoclinic solutions for a class of perturbed second order Hamiltonian systems which are obtained by the mountain pass theorem and Ekeland’s variational principle.
Chunhua Deng, Dong-Lun Wu
doaj   +1 more source

Identification of random coefficient latent utility models

Quantitative Economics, Volume 16, Issue 4, Page 1223-1265, November 2025.
This paper provides nonparametric identification results for random coefficient distributions in perturbed utility models. We cover discrete choice and models of multiple purchases. We establish identification using variation in mean quantities. The results apply even when an analyst observes only aggregate demands but not whether goods are chosen ...
Roy Allen, John Rehbeck
wiley   +1 more source

Ekeland's variational principle for vector optimization with variable ordering structure [PDF]

, 2014
There are many generalizations of Ekeland's variational principle for vector optimization problems with fixed ordering structures, i.e., ordering cones.
Truong, Bao Q., Eichfelder, Gabriele, Soleimani, Behnam, Tammer, Christiane   +3 more
core  

Professional perspectives on characteristics of legitimacy in court‐based mediation

Family Court Review, Volume 63, Issue 1, Page 138-154, January 2025.
Abstract In Norway, court‐based mediation involves judges, lawyers, and psychologists working as a mediation team to bring settlement and avoid litigation. This article reports from a qualitative study with twenty‐two judges, psychologists, and lawyers from four district courts.
Eva Cathrine Lyngstad, Ingunn Skjesol
wiley   +1 more source

Ekeland's variational principle, minimax theorems and existence of nonconvex equilibria in complete metric spaces

, 2006
In this paper, we introduce the concept of τ-function which generalizes the concept of w-distance studied in the literature. We establish a generalized Ekeland's variational principle in the setting of lower semicontinuous from above and τ-functions.
Lin, Lai-Jiu, Du, Wei-Shih
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Existence and multiplicity of solutions for a class of ( p , q ) $(p,q)$ -Kirchhoff system with combined nonlinearities on graphs

Boundary Value Problems
By using the well-known mountain-pass theorem and Ekeland’s variational principle, we prove that there exist at least two fully nontrivial solutions for a ( p , q ) $(p,q)$ -Kirchhoff elliptic system with the Dirichlet boundary conditions and ...
Zhangyi Yu, Junping Xie, Xingyong Zhang
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Time‐inconsistent contract theory

Mathematical Finance, Volume 34, Issue 3, Page 1022-1085, July 2024.
Abstract This paper investigates the moral hazard problem in finite horizon with both continuous and lump‐sum payments, involving a time‐inconsistent sophisticated agent and a standard utility maximizer principal: Building upon the so‐called dynamic programming approach in Cvitanić et al.
Camilo Hernández, Dylan Possamaï
wiley   +1 more source