A variational approach to implicit ODEs and differential inclusions

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Parametric Generalized Mixed Implicit Quasi-variational Inclusions

An existence theorem for a new class of parametric generalized mixed implicit quasi-variational inclusion problems is established in Hilbert spaces. Further, we study the behavior and sensitivity analysis of the solution set in this class of parametric variational inclusion problems.

متن کامل

Implicit Variational-like Inclusions Involving General (h, Η)-monotone Operators

In this paper, using Lipschitz continuity of general (H, η)-monotone operators, a type of implicit variational-like inclusion problems in uniformly smooth Banach spaces are solved.

متن کامل

A General Iterative Algorithm for Generalized Mixed Equilibrium Problems and Variational Inclusions Approach to Variational Inequalities

We introduce a new general iterative method for finding a common element of the set of solutions of fixed point for nonexpansive mappings, the set of solution of generalized mixed equilibrium problems, and the set of solutions of the variational inclusion for a β-inverse-strongly monotone mapping in a real Hilbert space. We prove that the sequence converges strongly to a common element of the a...

متن کامل

Sensitivity analysis for generalized nonlinear implicit quasi-variational inclusions

In this paper, by using the concept of the resolvent operator, we study the behavior and sensitivity analysis of the solution set for a new class of parametric generalized nonlinear implicit quasi-variational inclusion problem in Lp(p ≥ 2) spaces. The results presented in this paper are new and generalize many known results in this field.

متن کامل

a benchmarking approach to optimal asset allocation for insurers and pension funds

uncertainty in the financial market will be driven by underlying brownian motions, while the assets are assumed to be general stochastic processes adapted to the filtration of the brownian motions. the goal of this study is to calculate the accumulated wealth in order to optimize the expected terminal value using a suitable utility function. this thesis introduced the lim-wong’s benchmark fun...

15 صفحه اول

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: ESAIM: Control, Optimisation and Calculus of Variations

سال: 2009

ISSN: 1292-8119,1262-3377

DOI: 10.1051/cocv:2008020