Resonant (p, 2)-equations with concave terms
نویسندگان
چکیده
منابع مشابه
The p-Median Problem with Concave Costs
The p-median problem has been widely studied in the literature during the last decades especially its linear version. We propose a capacitated p-median problem with concave costs, in which the global cost incurred for each established facility is a concave function of the quantity q delivered by this facility. The unit distribution cost decreases with the increased quantity of output or demand ...
متن کاملNeumann Problems with Indefinite and Unbounded Potential and Concave Terms
We consider a semilinear parametric Neumann problem driven by the negative Laplacian plus an indefinite and unbounded potential. The reaction is asymptotically linear and exhibits a negative concave term near the origin. Using variational methods together with truncation and perturbation techniques and critical groups, we show that for all small values of the parameter the problem has at least ...
متن کاملMultiplicity of solutions for a class of quasilinear elliptic equations with concave and convex terms in R ∗
In this paper the Fountain theorem is employed to establish infinitely many solutions for the class of quasilinear Schrödinger equations −Lpu + V (x)|u|p−2u = λ|u|q−2u + μ|u|r−2u in R, where Lpu = (|u′|p−2u′)′ + (|(u2)′|p−2(u2)′)′u, λ, μ are real parameters, 1 < p <∞, 1 < q < p, r > 2p and the potential V (x) is nonnegative and satisfies a suitable integrability condition. AMS Subject Classific...
متن کاملNetwork Optimization with Concave Costs
In this paper the problem of minimum cost communication network design is considered where the costs are piecewise linear concave. Several methods are compared: Simulated Annealing method, a heuristic based on the method proposed by Minoux, and a lagrangian method based on lower bounding procedure.
متن کاملConcave Consumption, Euler Equations and Inference with Estimating Functions
The constant relative risk aversion (CRRA) type utility functions are used in consumption-based capital asset pricing models (C-CAPM) and are estimated by the generalized method of moments (GMM). More realistic hyperbolic absolute risk aversion (HARA) utility functions are analytically inconvenient. We show how to estimate HARA-based CCAPM models by employing Godambe-Durbin \estimating function...
متن کاملذخیره 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: Applicable Analysis
سال: 2014
ISSN: 0003-6811,1563-504X
DOI: 10.1080/00036811.2014.895332