Related papers: Taylor approximation of incomplete Radner equilibr…
This paper investigates a time-inconsistent portfolio selection problem in the incomplete mar ket model, integrating expected utility maximization with risk control. The objective functional balances the expected utility and variance on log…
The mathematical models used to represent physical phenomena are generally known to be imperfect representations of reality. Model inadequacies arise for numerous reasons, such as incomplete knowledge of the phenomena or computational…
We give an approach to exponential stability within the framework of evolutionary equations due to [R. Picard. A structural observation for linear material laws in classical mathematical physics. Math. Methods Appl. Sci.,…
Working in any model theoretic structure, we single out a class of definable bipartite graphs that admit definable, close to perfect matchings. We use this result to prove a strengthening of Tarski's theorem for the definable setting.
A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…
Sextic oscillator in D dimensions is considered as a typical quasi-exactly solvable (QES) model. Usually, its QES N-plets of bound states have to be computed using the coupled Magyari's nonlinear algebraic equations. We propose and describe…
We consider the Ricatti equation in the context of population dynamics, quantum scattering and a more general context. We examine some exactly solvable cases of real life interest.
A modified version of the exponential model with paring attenuation is proposed, and used to describe successfully the backbending of the moment of inertia, in even-even nuclei, not only in well-deformed nuclei but also in slightly deformed…
The approximative theorems of incomplete Riemann-Stieltjes sums of Ito stochastic integral, mean square integral and Stratonovich stochastic integral with respect to Brownian motion are investigated. Some sufficient conditions of incomplete…
We consider matrix Riccati inequality arising in the theory of absolute stability, $H_\infty$ control problem, $LQ$ problem, and optimal estimation problem. In the case of sign definite frequency domain function, the solvability of Riccati…
This paper investigates the errors of the solutions as well as the shadowing property of a class of nonlinear differential equations which possess unique solutions on a certain interval for any admissible initial conditions. The class of…
This paper deals with some nonlinear problems which exponential and biexponential decays are involved in. A proof of the quasiconvexity of the error function in some of these problems of optimization is presented. This proof is restricted…
Weighted pluripotential theory is a rapidly developing area; and Callaghan \cite{Callaghan} recently introduced $\theta$-incomplete polynomials in \cd for $d>1$. In this paper we combine these two theories by defining weighted…
Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…
In this Chapter, using Riccati equation as our main example, we tried to demonstrate at least some of the ideas and notions introduced in Chapter 1 - integrability in quadratures, conservation laws, etc. Regarding transformation group and…
Answering a question by Honsell and Plotkin, we show that there are two equations between lambda terms, the so-called subtractive equations, consistent with lambda calculus but not simultaneously satisfied in any partially ordered model…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
We introduce a new technique for constructing three-dimensional (3D) models of incompressible Riemann S-type ellipsoids and compressible triaxial configurations that share the same velocity field as that of Riemann S-type ellipsoids. Our…
An abstract nonautonomous parabolic linear-quadratic regulator problem with very general final cost operator P_T is considered, subject to the same assumptions under which a classical solution of the associated differential Riccati equation…
Though Trudinger-Moser inequalities on compact Riemannian manifolds or Euclidean space are well understood, we know little about them on complete noncompact Riemannian manifolds. In this paper, we established respectively necessary…