Results 51 to 60 of about 1,294 (187)
Iterative methods for zero points of accretive operators in Banach spaces
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, 2012 The purpose of this paper is to consider the problem of approximating zero points of accretive operators. We introduce and analysis Mann-type iterative algorithm with errors and Halpern-type iterative algorithms with errors.
Wang Sheng Hua +2 more
doaj +1 more source
Duality for nonsmooth mathematical programming problems with equilibrium constraints
Journal of Inequalities and Applications, 2016 In this paper, we consider the mathematical programs with equilibrium constraints (MPECs) in Banach space. The objective function and functions in the constraint part are assumed to be lower semicontinuous.
Sy-Ming Guu +2 more
doaj +1 more source
Equilibrium Reward for Liquidity Providers in Automated Market Makers
Mathematical Finance, EarlyView.ABSTRACT We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader–follower stochastic game, where the venue is the leader and a representative LP is the follower.
Alif Aqsha +2 more
wiley +1 more source
A viability result for second-order differential inclusions
Electronic Journal of Differential Equations, 2002 We prove a viability result for the second-order differential inclusion $$ x''in F(x,x'),quad (x(0), x'(0))=(x_0,y_0)in Q:=Kimes Omega, $$ where $K$ is a closed and $Omega$ is an open subsets of $mathbb{R}^m$, and is an upper semicontinuous set-valued ...
Vasile Lupulescu
doaj
Topological Spaces and Lattices of Lower Semicontinuous Functions [PDF]
Transactions of the American Mathematical Society, 1973 Lower semicontinuous real-valued functions on a space X X form a conditionally complete distributive lattice
openaire +2 more sources
Market Making With Fads, Informed, and Uninformed Traders
Mathematical Finance, EarlyView.ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci +2 more
wiley +1 more source
Dam Management in the Era of Climate Change
Mathematical Finance, EarlyView.ABSTRACT Climate change has a dramatic impact, particularly by concentrating rainfall into a few short periods, interspersed with long dry spells. In this context, the role of dams is crucial. We consider the optimal control of a dam, where the water level must neither exceed a designated safety threshold nor fall below a minimum level to ensure ...
Cristina Di Girolami +3 more
wiley +1 more source
Electronic Journal of Differential Equations, 2013 In this article, we study the existence of anti-periodic solutions for the third-order differential inclusion $$displaylines{ u'''(t)in partialvarphi(u'(t))+F(t,u(t))quad hbox{a.e.
Touma Haddad, Tahar Haddad
doaj
Risk Measure Duality Without Structure
Mathematical Finance, EarlyView.ABSTRACT We study risk measures on vector spaces of random variables which a priori have little structure, such as spaces lacking law invariance or a lattice structure. Ensuring the existence of a tractable dual representation (one which does not contain non‐sigma‐additive measures) is one of the main problems in risk measure theory, and we address it ...
Vasily Melnikov
wiley +1 more source
Cenozoic tropical carbonate platforms in the Santos Basin, SE Brazilian Margin
Sedimentology, EarlyView.ABSTRACT Tropical carbonate platforms accompanied the latitudinal shifts of the tropical belt throughout the Cenozoic. Their flat‐topped geometries were influenced by a specific set of processes, including climate and sea‐level changes, carbonate facies, tectonics and continental runoff.
Mateus Gama +5 more
wiley +1 more source