Results 121 to 130 of about 496,079 (237)

Optimality and Duality Theorems in Nonsmooth Multiobjective Optimization

Fixed Point Theory and Applications, 2011
In this paper, we consider a class of nonsmooth multiobjective programming problems. Necessary and sufficient optimality conditions are obtained under higher order strongly convexity for Lipschitz functions.
Bae Kwan, Kim Do
doaj  

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Lipschitz conditions on operators and matrices

Lipschitz functions on the real line find various applications across mathematics, including in differential equations, optimization, and machine learning.
Farrell, Ryan
core  

Inference on Common Trends in a Cointegrated Nonlinear SVAR

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley   +1 more source

Repelled Point Processes With Application to Numerical Integration

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT We look at Monte Carlo numerical integration from a stochastic geometry point of view. While crude Monte Carlo estimators relate to linear statistics of a homogeneous Poisson point process (PPP), linear statistics of more regularly spread point processes can yield unbiased estimators with faster‐decaying variance, and thus lower integration ...
Diala Hawat, Gabriel Mastrilli, Rémi Bardenet, Raphaël Lachièze‐Rey   +3 more
wiley   +1 more source

Self‐Similar Blowup for the Cubic Schrödinger Equation

Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1831-1918, August 2026.
ABSTRACT We give a rigorous proof for the existence of a finite‐energy, self‐similar solution to the focusing cubic Schrödinger equation in three spatial dimensions. The proof is computer‐assisted and relies on a fixed point argument that shows the existence of a solution in the vicinity of a numerically constructed approximation.
Roland Donninger, Birgit Schörkhuber
wiley   +1 more source

Optimal Lipschitz extensions

, 2018
The classical Lipschitz extension problem in concerned for conditions on a pair of metric spaces (X,dX) and (Y,dY) such that for all Ω ⊂ X and for all Lipschitz function and for all Lipschitz function f : Ω → Y, then there is a function g : X → Y that ...
Viet Phan Thanh, Thanh Viet Phan
core   +1 more source

Invariant Measure and Universality of the 2D Yang–Mills Langevin Dynamic

Communications on Pure and Applied Mathematics, Volume 79, Issue 8, Page 1973-2102, August 2026.
ABSTRACT We prove that the Yang–Mills (YM) measure for the trivial principal bundle over the two‐dimensional torus, with any connected, compact structure group, is invariant for the associated renormalised Langevin dynamic. Our argument relies on a combination of regularity structures, lattice gauge‐fixing and Bourgain's method for invariant measures ...
Ilya Chevyrev, Hao Shen
wiley   +1 more source

The Heinz type inequality, Bloch type theorem and Lipschitz characteristic of polyharmonic mappings

, 2022
Suppose that $f$ satisfies the following: $(1)$ the polyharmonic equation $\Delta^{m}f=\Delta(\Delta^{m-1} f)$$=\varphi_{m}$ $(\varphi_{m}\in \mathcal{C}(\overline{\mathbb{B}^{n}},\mathbb{R}^{n}))$, (2) the boundary conditions $\Delta^{0}f=\varphi_{0},\
Chen, Shaolin
core  

Iterative Learning Formation Control via Input Sharing for Fractional-Order Singular Multi-Agent Systems with Local Lipschitz Nonlinearity

Fractal and Fractional
For a class of fractional-order singular multi-agent systems (FOSMASs) with local Lipschitz nonlinearity, this paper proposes a closed-loop Dα-type iterative learning formation control law via input sharing to achieve the stable formation of FOSMASs in a
Guangxu Wang, Rui Wang, Danhu Yi, Xingyu Zhou, Shuyu Zhang   +4 more
doaj   +1 more source