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相关论文: A Class of Quasi-Variational Inequalities with Unb…

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This paper is focused on a stochastic quasi-variational inequality (SQVI) problem with a continuous and strongly-monotone mapping over a closed and convex set where the projection onto the constraint set may not be easy to compute. We…

最优化与控制 · 数学 2022-09-02 Zeinab Alizadeh , Brianna M. Otero , Afrooz Jalilzadeh

A class of real functions, which is the generalization of a family of convex functions, is introduced; in this connection, we have defined $X$-convex, strictly $X$-convex, quasi-$X$-convex, strictly quasi-$X$-convex, and semi-strictly…

最优化与控制 · 数学 2022-08-16 Musavvir Ali , Ehtesham Akhter

Existence of an increasing quasi-concave value function consistent with given preference information is an important issue in various fields including Economics, Multiple Criteria Decision Making, and Applied Mathematics. In this paper, we…

最优化与控制 · 数学 2019-09-19 Majid Soleimani-damaneh , Latif Pourkarimi , Pekka J. Korhonen , Jyrki Wallenius

The directional differentiability of the solution map of obstacle type quasi-variational inequalities (QVIs) with respect to perturbations on the forcing term is studied. The classical result of Mignot is then extended to the…

最优化与控制 · 数学 2019-11-28 Amal Alphonse , Michael Hintermüller , Carlos N. Rautenberg

The paper is devoted to the existence of weak Pareto solutions and the weak sharp minima at infinity property for a general class of constrained nonconvex vector optimization problems with unbounded constraint set via asymptotic cones and…

最优化与控制 · 数学 2025-10-14 Tran Van Nghi , Le Ngoc Kien , Nguyen Van Tuyen

We study a nonlinear system of partial differential equations arising in macroeconomics which utilizes a mean field approximation. This system together with the corresponding data, subject to two moment constraints, is a model for debt and…

偏微分方程分析 · 数学 2019-04-15 David M. Ambrose

This paper is devoted to studying a system of coupled nonlinear first order history-dependent evolution inclusions in the framework of evolution triples of spaces. The multivalued terms are of the Clarke subgradient or of the convex…

偏微分方程分析 · 数学 2023-09-12 S. Migorski

Mean field games are studied by means of the weak formulation of stochastic optimal control. This approach allows the mean field interactions to enter through both state and control processes and take a form which is general enough to…

概率论 · 数学 2015-04-09 Rene Carmona , Daniel Lacker

A new method of deriving comparative statics information using generalized compensated derivatives is presented which yields constraint-free semidefiniteness results for any differentiable, constrained optimization problem. More generally,…

最优化与控制 · 数学 2013-10-29 M. Hossein Partovi , Michael R. Caputo

We consider the variational inequality problem over the intersection of fixed point sets of firmly nonexpansive operators. In order to solve the problem, we present an algorithm and subsequently show the strong convergence of the generated…

最优化与控制 · 数学 2020-01-30 Mootta Prangprakhon , Nimit Nimana , Narin Petrot

This paper studies a class of zero-sum stopping game in a regime switching model. A verification theorem as a sufficient criterion for Nash equilibriums is established based on a set of variational inequalities (VIs). Under an appropriate…

最优化与控制 · 数学 2023-03-29 Siyu Lv , Xiao Yang

We consider a parametric quasi-variational inequality (QVI) without any convexity assumption. Using the concept of \emph{optimal value function}, we transform the problem into that of solving a nonsmooth system of inequalities. Based on…

最优化与控制 · 数学 2024-08-21 Joydeep Dutta , Lahoussine Lafhim , Alain Zemkoho , Shenglong Zhou

In finite problems comprising objects, situations, and an object- and situation-contingent payoff function, we study the comparative statics of the set of undominated objects, meaning those for which there exists no mixture over objects…

理论经济学 · 经济学 2026-01-23 Gregorio Curello , Ludvig Sinander , Mark Whitmeyer

The center of interest in this work are variational problems with integral functionals depending on special nonlocal gradients. The latter correspond to truncated versions of the Riesz fractional gradient, as introduced in [Bellido, Cueto &…

偏微分方程分析 · 数学 2023-04-18 Javier Cueto , Carolin Kreisbeck , Hidde Schönberger

In this paper, we introduce new implicit and explicit iterative schemes which converge strongly to a unique solution of variational inequality problems for strongly accretive operators over a common fixed point set of finite family of…

泛函分析 · 数学 2010-07-07 Eric U. Ofoedu

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…

最优化与控制 · 数学 2018-10-23 Daniel Reem , Simeon Reich

We prove the existence of equilibrium states for geometric potentials in a class of piecewise weakly convex interval maps. This class includes systems with indifferent fixed points and non-Markov partitions. Under additional hypotheses we…

动力系统 · 数学 2026-03-04 Nicolás Arévalo-Hurtado

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…

最优化与控制 · 数学 2026-04-21 Boris S. Mordukhovich , Yixia Song , Shangzhi Zeng , Jin Zhang

In this paper we obtain some existence result of solution for general variational inequalities. As applications several coincidence and fixed point results are provided.

泛函分析 · 数学 2014-03-21 Alireza Amini-Harandi , Szilárd László

In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…

最优化与控制 · 数学 2021-02-09 Yassine Laguel , Wim van Ackooij , Jérôme Malick , Guilherme Ramalho