Výsledky vyhľadávania - singular boundary value problem with constraints

Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: Analysis and numerical solution Autor Belkina, T. A., Konyukhova, N. B., Kurochkin, S. V.

“…A singular boundary value problem for a second-order linear integrodifferential equation with Volterra and non-Volterra integral operators is formulated and analyzed…”
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Singular Abreu Equations and Minimizers of Convex Functionals with a Convexity Constraint Autor Le, Nam Q.

“…We study the solvability of second boundary value problems of fourth‐order equations of Abreu type arising from approximation of convex functionals whose Lagrangians depend on the gradient variable, subject to a convexity constraint…”
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An irreversible investment problem with demand on a finite horizon: The optimal investment boundary analysis Autor Han, Xiaoru, Yi, Fahuai

“… Mathematically, it is a singular stochastic control problem whose value function satisfies a two-dimensional parabolic variational inequality with gradient constraint…”
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Mass minimization of an Euler-Bernoulli beam with coupled bending and axial vibrations at prescribed fundamental frequency Autor Obradović, Aleksandar, Šalinić, Slaviša, Grbović, Aleksandar

“…•An inequality constraint is imposed on the beam cross-sectional derivative. The problem of determining the optimum shape of a homogeneous Euler…”
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Extension of switch point algorithm to boundary-value problems Autor Hager, William W.

“… The theory is now extended to include problems with both initial and terminal constraints, a structure that often arises in boundary-value problems…”
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On approximating minimizers of convex functionals with a convexity constraint by singular Abreu equations without uniform convexity Autor Le, Nam Q.

“…We revisit the problem of approximating minimizers of certain convex functionals subject to a convexity constraint by solutions of fourth order equations of Abreu type…”
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An irreversible investment problem with maintenance expenditure on a finite horizon: Free boundary analysis Autor Han, Xiaoru, Yi, Fahuai

“… Mathematically, it is a singular stochastic control problem whose value function satisfies a parabolic variational inequality with gradient constraint…”
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Finite horizon portfolio selection problem with a drawdown constraint on consumption Autor Jeon, Junkee, Oh, Jehan

“…In this paper we investigate the consumption and portfolio selection problem of a finitely-lived agent who faces drawdown constraint on consumption…”
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Optimal Consumption and Investment with Income Adjustment and Borrowing Constraints Autor Kim, Geonwoo, Jeon, Junkee

“… This utility maximization problem is a mixture of stochastic control, where the agent chooses consumption and investment, and singular control, where the agent chooses a non-decreasing income process…”
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Singular Abreu equations and minimizers of convex functionals with a convexity constraint Autor Le, Nam Q

“…We study the solvability of second boundary value problems of fourth order equations of Abreu type arising from approximation of convex functionals whose Lagrangians depend on the gradient variable…”
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Direct and indirect methods in optimal control with state constraints and the climbing trajectory of an aircraft Autor Cots, Olivier, Gergaud, Joseph, Goubinat, Damien

“… a multipoint boundary value problem, which is solved by multiple shooting. This indirect method is the numerical implementation of the maximum principle with state…”
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Greedy Sensor Placement With Cost Constraints Autor Clark, Emily, Askham, Travis, Brunton, Steven L., Nathan Kutz, J.

“…The problem of optimally placing sensors under a cost constraint arises naturally in the design of industrial and commercial products, as well as in scientific experiments…”
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Solving singular coupled fractional differential equations with integral boundary constraints by coupled fixed point methodology Autor Hammad, Hasanen A., Chaolamjiak, Watcharaporn

“… Thereafter, the existence and uniqueness of the boundary value problem for a singular coupled fractional differential equation of order $ \nu…”
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A complete asymptotic expansion of a solution to a singular perturbation optimal control problem on an interval with geometric constraints Autor Danilin, A. R.

“…We consider an optimal control problem for solutions of a boundary value problem on an interval for a second-order ordinary differential equation with a small parameter at the second derivative…”
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Finite Horizon Optimal Investment and Consumption with Transaction Costs Autor Dai, Min, Jiang, Lishang, Li, Peifan, Yi, Fahuai

“…]. Mathematically, it is a singular stochastic control problem whose value function satisfies a parabolic variational inequality with gradient constraints…”
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Convergent Numerical Scheme for Singular Stochastic Control with State Constraints in a Portfolio Selection Problem Autor Budhiraja, Amarjit, Ross, Kevin

“…We consider a singular stochastic control problem with state constraints that arises in problems of optimal consumption and investment under transaction costs…”
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An optimal consumption problem in finite time with a constraint on the ruin probability Autor Grandits, Peter

“… For the discontinuous value function V ( t , x ) of the penalized problem, we show that it is the unique viscosity solution of the corresponding Hamilton–Jacobi–Bellman equation…”
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A recent survey on computational techniques for solving singularly perturbed boundary value problems Autor Kumar, Manoj, Singh, Pitam, Mishra, Hradyesh Kumar

“… Because of space constraints, we considered one-dimensional singularly perturbed boundary value problems only…”
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Modern Problems of Mathematical Physics and Their Applications

“… Thus, we have tried to provide the Special Issue “Modern Problems of Mathematical Physics and Their Applications…”
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Some Analytical Solutions to the Problems of Optimization of the Variable Heat Conductivity Coefficient Autor Vatulyan, A. O., Nesterov, S. A.

“… and a flat wall under mixed boundary conditions. The cost functionals and constraints are either the average or maximal temperature while the constraints are either the condition of constancy of the integral heat conductivity coefficient…”
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