Related papers: An optimal design problem with non-standard growth…
In this paper some new properties and computational tools for finding KL-optimum designs are provided. KL-optimality is a general criterion useful to select the best experimental conditions to discriminate between statistical models. A…
We discuss the issue of maximal regularity for evolutionary equations with non-autonomous coefficients. Here evolutionary equations are abstract partial-differential algebraic equations considered in Hilbert spaces. The catch is to consider…
A class of evolution quasistatic systems which leads, after a suitable time discretization, to recursive nonlinear programs, is considered and optimal control or identification problems governed by such systems are investigated. The…
This paper studies a {\it reversible} investment problem where a social planner aims to control its capacity production in order to fit optimally the random demand of a good. Our model allows for general diffusion dynamics on the demand as…
Under investigation is the problem of finding the best approximation of a function in a Hilbert space subject to convex constraints and prescribed nonlinear transformations. We show that in many instances these prescriptions can be…
Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…
This paper investigates continuity properties of value functions and solutions for parametric optimization problems. These problems are important in operations research, control, and economics because optimality equations are their…
In this paper we first study the penalization approximation of stochastic differential equations reflected in a domain which satisfies conditions (A) and (B) and prove that the sequence of solutions of the penalizing equations converges in…
In this paper we consider a broad class of infinite horizon discrete-time optimal control models that involve a nonnegative cost function and an affine mapping in their dynamic programming equation. They include as special cases classical…
There have been some major advances in the theory of optimal designs for interference models. However, the majority of them focus on one-dimensional layout of the block and the study for two-dimensional interference model is quite limited…
The classical optimal investment and consumption problem with infinite horizon is studied in the presence of transaction costs. Both proportional and fixed costs as well as general utility functions are considered. Weak dynamic programming…
In this paper, we investigate optimal control problems subject to a semilinear elliptic partial differential equations. The cost functional contains a term that measures the size of the support of the control, which is the so-called…
Optimal transport problems pose many challenges when considering their numerical treatment. We investigate the solution of a PDE-constrained optimisation problem subject to a particular transport equation arising from the modelling of image…
This paper examines a Markovian model for the optimal irreversible investment problem of a firm aiming at minimizing total expected costs of production. We model market uncertainty and the cost of investment per unit of production capacity…
We study no-gap second-order optimality conditions for a non-uniformly convex and non-smooth integral functional. The integral functional is extended to the space of measures. The obtained second-order derivatives contain integrals on…
We optimize the path of a mobile sensor to minimize the posterior uncertainty of a Bayesian inverse problem. Along its path, the sensor continuously takes measurements of the state, which is a physical quantity modeled as the solution of a…
We consider a Neumann problem for strictly convex variational functionals of linear growth. We establish the existence of minimisers among $\operatorname{W}^{1,1}$-functions provided that the domain under consideration is simply connected.…
The Cauchy problem is studied for very general systems of evolution equations, where the time derivative of solution is written by Fourier multipliers in space and analytic nonlinearity, with no other structural requirement. We construct a…
We characterize lower growth estimates for subsolutions in halfspaces of fully nonlinear partial differential equations on the form $$ F(x,u,Du,D^2u) = 0 $$ in terms of solutions to ordinary differential equations built solely upon a growth…