We prove that the perpetual American put option price of an exponential Lévy process whose jumps come from a compound Poisson process is the classical solution of its associated quasi-variational inequality, that it is C except at the stopping boundary and that it is C everywhere (i.e. the smooth pasting condition always holds). We prove this fact by constructing a sequence of functions, each o...

This problem can be considered as a nonconvex generalization of the classical variational inequalities of J. L. Lions and G. Stampacchia. For typical examples in connection with mechanics and engineering we refer to the books of Panagiotopoulos [20, 22] and [18]. The techniques used for resolution of hemivariational inequalities are subsequently based on arranging fixed point theorems, Galerkin...

We consider a mathematical model which describes the unilateral quasistatic contact of two elastic-viscoplastic bodies. The contact is without friction and it is modeled by the classical Signorini boundary conditions. The model consists of an evolution equation coupled with a time-dependent variational inequality. It has been shown that the variational problem of the model has a unique solution...

By variational methods, we prove the inequality ∫

We introduce an iterative method for finding a common element of the set of solutions of equilibrium problems, the set of solutions of variational inequality problems, and the set of fixed points of finite many nonexpansive mappings. We prove strong convergence of the iterative sequence generated by the proposed iterative algorithm to the unique solution of a variational inequality, which is th...

We prove sufficient conditions for the monotonicity and the strong monotonicity of fixed point and normal maps associated with variational inequality problem over a general closed convex set. Sufficient conditions for the strong monotonicity of their perturbed versions are also shown. These results include some known ones in the literature as particular instances. Inspired by these results, we ...

We introduce a new hybrid iterative algorithm for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings, the set of solutions of the variational inequality of a monotone mapping, and the set of solutions of a mixed equilibrium problem. This study, proves a strong convergence theorem by the proposed hybrid iterative algorithm which solves fixed-point ...

An optimal control problem for an elliptic variational inequality with a source term is considered. The obstacle is the control, and the goal is to keep the solution of the variational inequality close to the desired pro le while the H norm of the obstacle is not too large. The addition of the source term strongly a ects the needed compactness result for the existence of a minimizer.

In this paper, we introduce a class of generalized vector equilibrium problems for set-valued mappings which include a number of vector equilibrium problems, generalized vector variational-like inequality problems and generalized vector variational inequality problems as special cases. By using the KKM-Fan theorem and Nadler’s lemma, we prove the existence of solution to this class of generaliz...

In this work, we will establish some relations between variational-like inequality problems and vectorial optimization problems in Banach spaces under invexity hypotheses. This paper extends the earlier work of Ruiz-Garzón et al. [G. Ruiz-Garzón, R. OsunaGómez, A. Rufián-Lizana, Relationships between vector variational-like inequality and optimization problems, European J. Oper. Res. 157 (2004)...