Results 71 to 80 of about 9,689,744 (234)
Well-posedness and scalarization in vector optimization [PDF]
In this paper we study several existing notions of well-posedness for vector optimization problems. We distinguish them into two classes and we establish the hierarchical structure of their relationships.
Rocca Matteo +2 more
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Global well-posedness for two dimensional semilinear wave equations [PDF]
, 2000 We consider the initial value problem (IVP) for certain semilinear wave equations in two dimensions. It is shown that global well-posedness holds in spaces of lower regularity than that suggested by the energy space y .
Fonseca, Germán E.
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Well-Posedness by Perturbations of Generalized Mixed Variational Inequalities in Banach Spaces
Journal of Applied Mathematics, 2012 We consider an extension of the notion of well-posedness by perturbations, introduced by Zolezzi (1995, 1996) for a minimization problem, to a class of generalized mixed variational inequalities in Banach spaces, which includes as a special case the ...
Lu-Chuan Ceng, Ching-Feng Wen
doaj +1 more source
Measure‐valued processes for energy markets
Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero +3 more
wiley +1 more source
Well-posedness in vector optimization and scalarization results [PDF]
In this paper, we give a survey on well-posedness notions of Tykhonov's type for vector optimization problems and the links between them with respect to the classification proposed by Miglierina, Molho and Rocca in [33].
Rocca Matteo, Papalia Melania
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Generalized Well-Posedness for Symmetric Vector Quasi-Equilibrium Problems
Journal of Applied Mathematics, 2015 We introduce and study well-posedness in connection with the symmetric vector quasi-equilibrium problem, which unifies its Hadamard and Levitin-Polyak well-posedness.
Wei-bing Zhang +2 more
doaj +1 more source
Well-posedness viaMonotonicity – an Overview [PDF]
, 2015 Thoroughly revised version.
Picard, Rainer +2 more
openaire +2 more sources
Reinforcement Learning for Jump‐Diffusions, With Financial Applications
Mathematical Finance, EarlyView.ABSTRACT We study continuous‐time reinforcement learning (RL) for stochastic control in which system dynamics are governed by jump‐diffusion processes. We formulate an entropy‐regularized exploratory control problem with stochastic policies to capture the exploration–exploitation balance essential for RL.
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
wiley +1 more source
Well-posed Vector Optimization Problems and Vector Variational Inequalities [PDF]
In this paper we introduce notions of well-posedness for a vector optimization problem and for a vector variational inequality of differential type, we study their basic properties and we establish the links among them.
Rocca Matteo
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Well-posedness of hyperbolic systems with multiplicities and smooth coefficients [PDF]
, 2016 We study hyperbolic systems with multiplicities and smooth coefficients. In the case of non-analytic, smooth coefficients, we prove well-posedness in any Gevrey class and when the coefficients are analytic, we prove C∞C∞ well-posedness.
Claudia Garetto (1253247) +1 more
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