Various definitions of directional derivatives in topological vector spaces are compared. Directional derivatives in the sense of G~teaux, Fr6chet, and Hadamard are singled out from the general framework of cr-directional differentiability. It is pointed out that, in the case of finite-dimensional spaces and locally Lipschitz mappings, all these concepts of directional differentiability are equ...

Abstract In this paper, the concept of generalized saddle point(GSP) is employed to discuss the optimization problems of a set of convex functions on a normed linear space X , which presents an equivalence under a special condition between GSP and its optimum solution. A study on integrated convex optimization problem by using Gâteaux and Fréchet differentiability respectivly, and the equivalen...

such as was treated in the previous papers [3] and [4]. However, we shall show that we can replace the strong continuous differentiability of A(t)A(s)~ by its Holder continuity by means of a slight change of the proof. It is quite clear that the differentiability of A(t)A(s)~ is not necessary for the construction of the formal fundamental solution U(t, s) of (0. 1'). In the previous papers, how...

The well-known finite-dimensional first-order open mapping theorem says that a continuous map with a finite-dimensional target is open at a point if its differential at that point exists and is surjective. An identical result, due to Graves, is true when the target is infinite-dimensional, if “differentiability” is replaced by “strict differentiability.” We prove general theorems in which the l...

We consider the single-leg airline revenue management problem in continuous time with Poisson arrivals. Earlier work on this problem generally uses the Hamilton-Jacobi-Bellman equation to find an optimal policy whenever the value function is differentiable and is a solution to this equation. In this paper, we employ a different probabilistic approach, which do not rely on the smoothness of the ...

This paper is concernedwith a periodic system dependent on parameter. We study differentiability with respect to parameters of the periodic solution of the system. Applying a fixed point theorem and the results regarding parameters for C0-semigroups, we obtained some convenient conditions for determining differentiability with parameters of the periodic solution. The paper is concluded with an ...

Abstract. Differentiability properties of optimal value functions associated with perturbed optimization problems require strong assumptions. We consider such a set of assumptions which does not use compactness hypothesis but which involves a kind of coherence property. Moreover, a strict differentiability property is obtained by using techniques of Ekeland and Lebourg and a result of Preiss. S...