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We prove an existence theorem for the sliding boundary variant of the Plateau problem for $2$-dimensional sets in $\mathbb{R}^n$. The simplest case of sufficient condition is when $n=3$ and the boundary $\Gamma$ is a finite disjoint union…

经典分析与常微分方程 · 数学 2025-10-07 Guy David , Camille Labourie

We develop a duality theory for the problem of maximising expected lifetime utility from inter-temporal wealth over an infinite horizon, under the minimal no-arbitrage assumption of No Unbounded Profit with Bounded Risk (NUPBR). We use only…

投资组合管理 · 定量金融 2020-10-13 Michael Monoyios

We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with a finite number of inequality and equality constraints. Our…

最优化与控制 · 数学 2020-01-22 Hasan Yilmaz

Let $n\geq 1,0<\rho<1, \max\{\rho,1-\rho\}\leq \delta\leq 1$ and $$m_1=\rho-n+(n-1)\min\{\frac 12,\rho\}+\frac {1-\delta}{2}.$$ If the amplitude $a$ belongs to the H\"{o}rmander class $S^{m_1}_{\rho,\delta}$ and $\phi\in \Phi^{2}$ satisfies…

经典分析与常微分方程 · 数学 2024-08-29 Xiangrong Zhu , Wenjuan Li

A coordinate-free proof of the Maximum Principle is provided in the specific case of an optimal control problem with fixed time. Our treatment heavily relies on a special notion of variation of curves that consist of a concatenation of…

微分几何 · 数学 2007-05-23 B. Langerock

We consider controllability for divergence-free systems that have a conserved quantity and satisfy a H\"ormander condition. It is shown that such systems are controllable, provided that the conserved quantity is a proper function. The proof…

数学物理 · 物理学 2008-02-27 Martin Hairer

Let $G(k)=\int_0^1g(x)e^{kx}dx$, $g\in L^1(0,1)$. The main result of this paper is the following theorem. {\bf Theorem}. {\it If $\limsup_{k\to +\infty}|G(k)|<\infty$, then $g=0$. There exists $g\not\equiv 0$, $g\in L^1(0,1)$, such that…

复变函数 · 数学 2010-01-05 A. G. Ramm

We address the generalized variational problem of Herglotz from an optimal control point of view. Using the theory of optimal control, we derive a generalized Euler-Lagrange equation, a transversality condition, a DuBois-Reymond necessary…

最优化与控制 · 数学 2015-06-22 Simao P. S. Santos , Natalia Martins , Delfim F. M. Torres

We investigate the value function of an infinite horizon variational problem in the infinite-dimensional setting. Firstly, we provide an upper estimate of its Dini--Hadamard subdifferential in terms of the Clarke subdifferential of the…

最优化与控制 · 数学 2020-02-11 Hélène Frankowska , Nobusumi Sagara

We give a boundary observability result for a $1$d wave equation with a potential. We then deduce with a Schauder fixed-point argument the existence of a Neumann boundary control for a semi-linear wave equation $\partial_{tt}y -…

最优化与控制 · 数学 2024-09-12 Sue Claret

We study problems of optimal boundary control with systems governed by linear hyperbolic partial differential equations. The objective function is quadratic and given by an integral over the finite time interval $(0,\, T)$ that depends on…

偏微分方程分析 · 数学 2018-11-08 Martin Gugat , Falk Hante

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…

最优化与控制 · 数学 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

In this article, we are discussing a more vital concept of controllability, termed total controllability. We have considered a nonlocal semilinear functional evolution equations with non-instantaneous impulses and finite delay in Hilbert…

最优化与控制 · 数学 2022-01-04 J. Kumar , S. Singh , S. Arora , J. Dabas

A now classical result in the theory of variable Lebesgue spaces due to Lerner [A. K. Lerner, On modular inequalities in variable $L^p$ spaces, Archiv der Math. 85 (2005), no. 6, 538-543] is that a modular inequality for the…

经典分析与常微分方程 · 数学 2017-10-23 David Cruz-Uribe , Giovanni Di Fratta , Alberto Fiorenza

In this work, we obtain an existence of nontrivial solutions to a minimization problem involving a fractional Hardy-Sobolev type inequality in the case of inner singularity. Precisely, for $\lambda>0$ we analyze the attainability of the…

偏微分方程分析 · 数学 2020-10-21 Antonella Ritorto

An optimal control of a steady state thermistor problem is considered, where the convective boundary coefficient is taken as the control variable. A distinctive feature of this paper is that the problem is considered in arbitrary…

最优化与控制 · 数学 2019-02-06 Volodymyr Hrynkiv , Sergiy Koshkin

Second-order necessary conditions for optimal control problems are considered, where the ``second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient…

最优化与控制 · 数学 2010-08-06 Hongwei Lou

We consider a controlled Schr\"odinger equation with a dipolar and a polarizability term, used when the dipolar approximation is not valid. The control is the amplitude of the external electric field, it acts non linearly on the state. We…

最优化与控制 · 数学 2013-09-18 Morgan Morancey

We give a general formulation of the utility maximization problem under nondominated model uncertainty in discrete time and show that an optimal portfolio exists for any utility function that is bounded from above. In the unbounded case,…

投资组合管理 · 定量金融 2013-07-16 Marcel Nutz

We investigate the problem of balanced embedding of a non-compact complex manifold into an infinite-dimensional projective space. In this paper we prove the existence of such an embedding in a model case. The strategy is by using a gradient…

复变函数 · 数学 2023-09-06 Jingzhou Sun , Song Sun