Results 11 to 20 of about 2,807 (153)
Ekeland's Variational Principle for Set-Valued Functions [PDF]
SIAM Journal on Optimization, 2011 The authors extend Ekeland's variational principle to the case of set-valued mappings by using a set of directions and some particular partial orders related to it. Then, as an application they establish some sufficient conditions for the existence of an error bound of a finite system of inequalities of lower semicontinuous functions on a Banach space.
Liu, C. G., Ng, K. F.
openaire +3 more sources
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
doaj +2 more sources
The strong Ekeland variational principle
Journal of Mathematical Analysis and Applications, 2006 The main purpose of the present paper is to establish an extension of Ekeland's variational principle. The author is mainly concerned with quasiconvex proper and lower semicontinuous functions defined on a reflexive Banach space. In the last part of the paper this result is generalized in the framework of compact metric spaces endowed with a \(\tau ...
Tomonari Suzuki
openaire +3 more sources
A Set-Valued Ekeland's Variational Principle in Vector Optimization
SIAM Journal on Control and Optimization, 2008 This paper deals with Ekeland's variational principle for vector optimization problems. By using a set-valued metric, a set-valued perturbed map, and a cone-boundedness concept based on scalarization, we introduce an original approach to extending the well-known scalar Ekeland's principle to vector-valued maps.
Gutierrez, C., Jimenez, B., Novo, V.
openaire +5 more sources
A pre-order principle and set-valued Ekeland variational principle
Journal of Mathematical Analysis and Applications, 2014 We establish a pre-order principle. From the principle, we obtain a very general set-valued Ekeland variational principle, where the objective function is a set-valued map taking values in a quasi ordered linear space and the perturbation contains a family of set-valued maps satisfying certain property.
openaire +5 more sources
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
wiley +1 more source
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
wiley +1 more source
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
wiley +1 more source
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
wiley +1 more source
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
wiley +1 more source