Results 11 to 20 of about 172 (137)
Abstract and Applied Analysis, 2022 In this paper, we establish a generalization of the Galewski-Rădulescu nonsmooth global implicit function theorem to locally Lipschitz functions defined from infinite dimensional Banach spaces into Euclidean spaces.
Guy Degla +2 more
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Demonstratio Mathematica, 2022 This paper presents some variants of minimal point theorem together with corresponding variants of Ekeland variational principle. In the second part of this article, there is a discussion on Ekeland variational principle and minimal point theorem ...
Meghea Irina, Stamin Cristina Stefania
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On Ekeland’s Variational Principle in Rectangular bmertic Spaces
Journal of Harbin University of Science and Technology, 2020 Ekeland′s variational principle plays an important role in fixed point theory. It has applications in many fields such as optimization theory, control theory, critical point theory and others.
HUANG Shuai, CHEN Lili, LIU Xin
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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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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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Generalized Ekeland’s variational principle with applications [PDF]
Journal of Inequalities and Applications, 2019 Abstract By using the concept of Γ-distance, we prove EVP (Ekeland’s variational principle) on quasi-F-metric (q-F-m) spaces. We apply EVP to get the existence of the solution to EP (equilibrium problem) in complete q-F-m spaces with Γ-distances. Also, we generalize Nadler’s fixed point theorem.
Eshagh Hashemi +2 more
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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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