Results 71 to 80 of about 14,589,045 (236)
On the Well-Posedness Concept in the Sense of Tykhonov
Journal of Optimization Theory and Applications, 2019 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Sofonea, Mircea, Xiao, Yi-bin
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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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On well-posedness for parametric vector quasiequilibrium problems with moving cones [PDF]
, 2016 summary:In this paper we consider weak and strong quasiequilibrium problems with moving cones in Hausdorff topological vector spaces. Sufficient conditions for well-posedness of these problems are established under relaxed continuity assumptions.
Anh, Lam Quoc, Hien, Dinh Vinh
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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 and ill-posedness of the fifth-order modified KdV equation
Electronic Journal of Differential Equations, 2008 We consider the initial value problem of the fifth-order modified KdV equation on the Sobolev spaces. $$displaylines{ partial_t u - partial_x^5u + c_1partial_x^3(u^3) + c_2upartial_x upartial_x^2 u + c_3uupartial_x^3 u =0cr u(x,0)= u_0(x ...
Soonsik Kwon
doaj
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
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Well-posedness viaMonotonicity – an Overview [PDF]
, 2015 Thoroughly revised version.
Picard, Rainer +2 more
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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
core
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
, 2011 [[abstract]]In this paper, we study the well-posedness in the generalized sense for variational inclusion problems and variational disclusion problems, the well-posedness for optimization problems with variational inclusion problems, variational ...
Lin Lai-Jiu; Chih-Sheng Chuang
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