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We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…

Probability · Mathematics 2013-10-08 Georgiy Shevchenko

An interesting observation is that most pairs of weakly homogeneous mappings have no strongly monotonic property, which is one of the key conditions to ensure the unique solvability of the generalized variational inequality. This paper…

Optimization and Control · Mathematics 2020-06-29 Xueli Bai , Zheng-Hai Huang , Mengmeng Zheng

Extended real-valued functions are often used in optimization theory, but in different ways for infimum problems and for supremum problems. We present an approach to extended real-valued functions that works for all types of problems and…

Optimization and Control · Mathematics 2018-06-11 Petra Weidner

In this paper, we firstly prove the existence of the equilibrium for the generalized abstract economy. We apply these results to show the existence of solutions for systems of vector quasi-equilibrium problems with multivalued trifunctions.…

Optimization and Control · Mathematics 2015-07-07 Monica Patriche

Variational stability, in the sense of local good behavior of optimal values and solutions in problems of optimization under shifts in parameters, is important not only for validating model robustness in practical applications but also for…

Optimization and Control · Mathematics 2026-02-24 Matúš Benko , R. Tyrrell Rockafellar

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Beznosikov , Alexander Gasnikov , Karina Zainulina , Alexander Maslovskiy , Dmitry Pasechnyuk

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

In the framework of a real Hilbert space we consider the problem of approaching solutions to a class of hierarchical variational inequality problems, subsuming several other problem classes including certain mathematical programs under…

Optimization and Control · Mathematics 2026-01-27 Pavel Dvurechensky , Meggie Marschner , Shimrit Shtern , Mathias Staudigl

In this paper, for the first time in the literature, we study the stability of solutions of two classes of feasibility (i.e., split equality and split feasibility) problems by set-valued and variational analysis techniques. Our idea is to…

Optimization and Control · Mathematics 2024-10-23 Vu Thi Huong , Hong-Kun Xu , Nguyen Dong Yen

This paper provides an overview of the necessary and sufficient conditions for guaranteeing the unique solvability of absolute value equations. In addition to discussing the basic form of these equations, we also address several…

Optimization and Control · Mathematics 2023-08-16 Shubham Kumar , Deepmala , Milan Hladik , Hossein Moosaei

Obstacles to integrability in perturbed evolution equations are overcome by allowing higher-order terms in the expansion of the solution to depend explicitly on time and position. With a special expansion algorithm, obstacles vanish…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Alex Veksler , yair zarmi

Our aim is to explain mathematical programs with equilibrium constraints (MPECs), motivate them through applications, present the main equivalent formulations of equilibrium constraints, and summarize the basic existence theory for optimal…

Optimization and Control · Mathematics 2026-05-04 Louis Shuo Wang

We propose and analyse an augmented mixed finite element method for the Navier--Stokes equations written in terms of velocity, vorticity, and pressure with non-constant viscosity and no-slip boundary conditions. The weak formulation…

Numerical Analysis · Mathematics 2023-06-27 Veronica Anaya , Ruben Caraballo , Ricardo Ruiz-Baier , Hector Torres

In this paper, we mainly focus on the existence and uniqueness of the vertical tensor complementarity problem. Firstly, combining the generalized-order linear complementarity problem with the tensor complementarity problem, the vertical…

Optimization and Control · Mathematics 2022-12-05 Li-Ming Li , Shi-Liang Wu

Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…

Optimization and Control · Mathematics 2018-10-23 Daniel Reem , Simeon Reich

In a normed space setting, this paper studies the conditions under which the projected solutions to a quasi equilibrium problem with non-self constraint map exist. Our approach is based on an iterative algorithm which gives rise to a…

Optimization and Control · Mathematics 2023-09-06 Monica Bianchi , Enrico Miglierina , Maede Ramazannejad

In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…

Optimization and Control · Mathematics 2022-11-24 Matus Benko , Helmut Gfrerer , Jane Ye , Jin Zhang , Jinchuan Zhou

This paper explores a new class of constrained difference programming problems, where the objective and constraints are formulated as differences of functions, without requiring their convexity. To investigate such problems, novel variants…

Optimization and Control · Mathematics 2026-04-21 Boris S. Mordukhovich , Yixia Song , Shangzhi Zeng , Jin Zhang

The paper introduces several new concepts for solving nonconvex or nonsmooth optimization problems, including convertible nonconvex function, exact convertible nonconvex function and differentiable convertible nonconvex function. It is…

Optimization and Control · Mathematics 2022-01-13 Min Jiang , Rui Shen , Zhiqing Meng , Chuangyin Dang

We present a general approach to prove existence of solutions for optimal control problems not based on typical convexity conditions which quite often are very hard, if not impossible, to check. By taking advantage of several relaxations of…

Optimization and Control · Mathematics 2014-01-21 Pablo Pedregal , Jorge Tiago