相关论文: Direct solution of the inverse optimization proble…
The mathematical problem of the static storage optimisation is formulated and solved by means of a variational analysis. The solution obtained in implicit form is shedding light on the most important features of the optimal exercise…
The problem of designing a profit-maximizing, Bayesian incentive compatible and individually rational mechanism with flexible consumers and costly heterogeneous supply is considered. In our setup, each consumer is associated with a…
An optimal ergodic control problem (EC problem, for short) is investigated for a linear stochastic differential equation with quadratic cost functional. Constant nonhomogeneous terms, not all zero, appear in the state equation, which lead…
The focus of the article is on analysis of skew-symmetric weight matrix functions for interfacial cracks in two dimensional anisotropic solids. It is shown that the Stroh formalism proves to be an efficient approach to this challenging…
This paper is concerned with the optimal number of redundant allocation to $n$-component coherent systems consist of heterogeneous dependent components. We assume that the system is built of $L$ groups of different components, $L\geq 1$,…
The Kelvin problem of an isotropic elastic space subject to a concentrated load is solved in a manner that exploits the problem's built-in symmetries so as to determine in the first place the unique balanced and compatible stress field.
In this work we are interested in effectively solving the quasi-static, linear Biot model for poromechanics. We consider the fixed-stress splitting scheme, which is a popular method for iteratively solving Biot's equations. It is well-known…
The paper deals with the Free Material Design (FMD) problem aimed at constructing the least compliant structures from an elastic material the constitutive field of which play the role of the design variable in the form of a tensor valued…
Dybvig (1988a,b) solves in a complete market setting the problem of finding a payoff that is cheapest possible in reaching a given target distribution ("cost-efficient payoff"). In the presence of ambiguity, the distribution of a payoff is,…
We make three different types of contributions to cost-sharing: First, we identify several new classes of combinatorial cost functions that admit incentive-compatible mechanisms achieving both a constant-factor approximation of…
Often considered in numerical simulations related to the control of quantum systems, the so-called monotonic schemes have not been so far much studied from the functional analysis point of view. Yet, these procedures provide an efficient…
The mathematical problem concerning intrinsic storage optimisation is formulated and solved by means of variational analysis. The solution, though obtained in implicit form, still sheds light on many important features of the optimal…
We consider pessimistic bilevel stochastic programs in which the follower maximizes over a fixed compact convex set a strictly convex quadratic function, whose Hessian depends on the leader's decision. The resulting random variable is…
The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…
The problem of minimizing mean response time of generic jobs submitted to a heterogenous distributed computer systems is considered in this paper. A static load balancing strategy, in which decision of redistribution of loads does not…
In this paper, we propose a high-order extension of the multiscale method introduced by the authors in [SIAM J. Numer. Anal., 63(4) (2025), pp. 1617--1641] for heterogeneous Stokes problems, while also providing several other improvements,…
We analyze the structure of stochastic dynamics near either a stable or unstable fixed point, where force can be approximated by linearization. We find that a cost function that determines a Boltzmann-like stationary distribution can always…
This paper deals with the simulateneous optimization of a subset $\mathcal{O}_0$ of some domain $\Omega$ and its complement $\mathcal{O}_1 = \Omega \setminus \overline{\mathcal{O}}_0$ both considered as separate elastic objects subject to a…
We consider the problem of planning the aggregate energy consumption for a set of thermostatically controlled loads for demand response, accounting price forecast trajectory and thermal comfort constraints. We address this as a…
In this paper an iterated function system on the space of distribution functions is built. The inverse problem is introduced and studied by convex optimization problems. Some applications of this method to approximation of distribution…