Results 1 to 10 of about 124 (77)
A generalization of Ekeland’s variational principle by using the τ-distance with its applications [PDF]
Journal of Inequalities and Applications, 2017 In this paper, a new version of Ekeland’s variational principle by using the concept of τ-distance is proved and, by applying it, an approximate minimization theorem is stated.
AP Farajzadeh, S Plubtieng, A Hoseinpour
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Maximum principle for a stochastic delayed system involving terminal state constraints [PDF]
Journal of Inequalities and Applications, 2017 We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set.
Jiaqiang Wen, Yufeng Shi
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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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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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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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Journal of Applied Mathematics, Volume 2023, Issue 1, 2023., 2023 In this article, we deal with the nonlocal elliptic problems of the Kirchhoff type involving the Hardy potential and critical nonlinearity on a bounded domain in R3. Under an appropriate condition on the nonhomogeneous term and using variational methods, we obtain two distinct solutions.
M. E. O. El Mokhtar +3 more
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