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Publisher: Springer-Verlag (Total: 2354 journals)

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Showing 1 - 200 of 2354 Journals sorted alphabetically
3D Research     Hybrid Journal   (Followers: 18, SJR: 0.214, h-index: 10)
4OR: A Quarterly J. of Operations Research     Hybrid Journal   (Followers: 10, SJR: 1.073, h-index: 25)
AAPS J.     Hybrid Journal   (Followers: 20, SJR: 1.192, h-index: 74)
AAPS PharmSciTech     Hybrid Journal   (Followers: 6, SJR: 0.718, h-index: 54)
Abdominal Imaging     Hybrid Journal   (Followers: 14, SJR: 0.723, h-index: 60)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 3, SJR: 0.447, h-index: 12)
Academic Psychiatry     Full-text available via subscription   (Followers: 23, SJR: 0.492, h-index: 32)
Academic Questions     Hybrid Journal   (Followers: 8, SJR: 0.135, h-index: 6)
Accreditation and Quality Assurance: J. for Quality, Comparability and Reliability in Chemical Measurement     Hybrid Journal   (Followers: 26, SJR: 0.378, h-index: 30)
Acoustical Physics     Hybrid Journal   (Followers: 11, SJR: 0.355, h-index: 20)
Acoustics Australia     Hybrid Journal  
Acta Analytica     Hybrid Journal   (Followers: 7, SJR: 0.387, h-index: 6)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1, SJR: 0.624, h-index: 34)
Acta Biotheoretica     Hybrid Journal   (Followers: 5, SJR: 0.419, h-index: 25)
Acta Diabetologica     Hybrid Journal   (Followers: 14, SJR: 1.318, h-index: 46)
Acta Endoscopica     Hybrid Journal   (Followers: 1, SJR: 0.113, h-index: 8)
acta ethologica     Hybrid Journal   (Followers: 4, SJR: 0.465, h-index: 23)
Acta Geochimica     Hybrid Journal   (Followers: 6)
Acta Geodaetica et Geophysica     Hybrid Journal   (Followers: 2, SJR: 0.294, h-index: 13)
Acta Geotechnica     Hybrid Journal   (Followers: 7, SJR: 1.818, h-index: 22)
Acta Informatica     Hybrid Journal   (Followers: 5, SJR: 0.524, h-index: 32)
Acta Mathematica     Hybrid Journal   (Followers: 11, SJR: 8.021, h-index: 47)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 2, SJR: 0.53, h-index: 29)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 6, SJR: 0.406, h-index: 30)
Acta Mathematica Vietnamica     Hybrid Journal   (SJR: 0.451, h-index: 5)
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal   (SJR: 0.22, h-index: 20)
Acta Mechanica     Hybrid Journal   (Followers: 20, SJR: 0.898, h-index: 52)
Acta Mechanica Sinica     Hybrid Journal   (Followers: 5, SJR: 0.426, h-index: 29)
Acta Metallurgica Sinica (English Letters)     Hybrid Journal   (Followers: 5, SJR: 0.525, h-index: 18)
Acta Meteorologica Sinica     Hybrid Journal   (Followers: 3, SJR: 0.524, h-index: 14)
Acta Neurochirurgica     Hybrid Journal   (Followers: 6, SJR: 0.833, h-index: 73)
Acta Neurologica Belgica     Hybrid Journal   (Followers: 1, SJR: 0.348, h-index: 27)
Acta Neuropathologica     Hybrid Journal   (Followers: 5, SJR: 6.61, h-index: 117)
Acta Oceanologica Sinica     Hybrid Journal   (Followers: 3, SJR: 0.295, h-index: 17)
Acta Parasitologica     Hybrid Journal   (Followers: 9, SJR: 0.581, h-index: 28)
Acta Physiologiae Plantarum     Hybrid Journal   (Followers: 2, SJR: 0.551, h-index: 39)
Acta Politica     Hybrid Journal   (Followers: 13, SJR: 0.658, h-index: 20)
Activitas Nervosa Superior     Hybrid Journal  
adhäsion KLEBEN & DICHTEN     Hybrid Journal   (Followers: 5, SJR: 0.103, h-index: 4)
ADHD Attention Deficit and Hyperactivity Disorders     Hybrid Journal   (Followers: 22, SJR: 0.871, h-index: 15)
Adhesion Adhesives & Sealants     Hybrid Journal   (Followers: 8)
Administration and Policy in Mental Health and Mental Health Services Research     Partially Free   (Followers: 15, SJR: 0.795, h-index: 40)
Adsorption     Hybrid Journal   (Followers: 4, SJR: 0.774, h-index: 52)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 3, SJR: 0.319, h-index: 15)
Advances in Atmospheric Sciences     Hybrid Journal   (Followers: 34, SJR: 0.959, h-index: 44)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 15, SJR: 1.255, h-index: 44)
Advances in Contraception     Hybrid Journal   (Followers: 3)
Advances in Data Analysis and Classification     Hybrid Journal   (Followers: 51, SJR: 1.113, h-index: 14)
Advances in Gerontology     Partially Free   (Followers: 8, SJR: 0.141, h-index: 3)
Advances in Health Sciences Education     Hybrid Journal   (Followers: 23, SJR: 1.397, h-index: 42)
Advances in Manufacturing     Hybrid Journal   (Followers: 3, SJR: 0.2, h-index: 4)
Advances in Polymer Science     Hybrid Journal   (Followers: 41, SJR: 0.637, h-index: 89)
Advances in Therapy     Hybrid Journal   (Followers: 5, SJR: 0.79, h-index: 44)
Aegean Review of the Law of the Sea and Maritime Law     Hybrid Journal   (Followers: 7)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2, SJR: 0.882, h-index: 23)
Aerobiologia     Hybrid Journal   (Followers: 2, SJR: 0.511, h-index: 36)
Aesthetic Plastic Surgery     Hybrid Journal   (Followers: 9, SJR: 0.821, h-index: 49)
African Archaeological Review     Hybrid Journal   (Followers: 15, SJR: 0.612, h-index: 24)
Afrika Matematika     Hybrid Journal   (Followers: 1, SJR: 0.248, h-index: 6)
AGE     Hybrid Journal   (Followers: 7, SJR: 1.358, h-index: 33)
Ageing Intl.     Hybrid Journal   (Followers: 7, SJR: 0.337, h-index: 10)
Aggiornamenti CIO     Hybrid Journal   (Followers: 1)
Aging Clinical and Experimental Research     Hybrid Journal   (Followers: 3, SJR: 0.529, h-index: 55)
Agricultural Research     Hybrid Journal   (Followers: 3)
Agriculture and Human Values     Hybrid Journal   (Followers: 13, SJR: 1.197, h-index: 49)
Agroforestry Systems     Hybrid Journal   (Followers: 19, SJR: 0.64, h-index: 56)
Agronomy for Sustainable Development     Hybrid Journal   (Followers: 10, SJR: 1.732, h-index: 59)
AI & Society     Hybrid Journal   (Followers: 7, SJR: 0.171, h-index: 19)
AIDS and Behavior     Hybrid Journal   (Followers: 13, SJR: 2.006, h-index: 71)
Air Quality, Atmosphere & Health     Hybrid Journal   (Followers: 4, SJR: 0.706, h-index: 19)
Akupunktur & Aurikulomedizin     Full-text available via subscription   (Followers: 1)
Algebra and Logic     Hybrid Journal   (Followers: 4, SJR: 0.566, h-index: 18)
Algebra Universalis     Hybrid Journal   (Followers: 2, SJR: 0.388, h-index: 22)
Algebras and Representation Theory     Hybrid Journal   (Followers: 1, SJR: 0.868, h-index: 20)
Algorithmica     Hybrid Journal   (Followers: 8, SJR: 0.898, h-index: 56)
Allergo J.     Full-text available via subscription   (Followers: 1, SJR: 0.183, h-index: 20)
Allergo J. Intl.     Hybrid Journal   (Followers: 2)
Alpine Botany     Hybrid Journal   (Followers: 5, SJR: 0.729, h-index: 20)
ALTEX : Alternatives to Animal Experimentation     Open Access   (Followers: 3, SJR: 1.392, h-index: 32)
AMBIO     Hybrid Journal   (Followers: 15, SJR: 1.094, h-index: 87)
American J. of Cardiovascular Drugs     Hybrid Journal   (Followers: 15, SJR: 0.864, h-index: 39)
American J. of Community Psychology     Hybrid Journal   (Followers: 24, SJR: 1.237, h-index: 83)
American J. of Criminal Justice     Hybrid Journal   (Followers: 8, SJR: 0.634, h-index: 13)
American J. of Cultural Sociology     Hybrid Journal   (Followers: 14, SJR: 0.283, h-index: 3)
American J. of Dance Therapy     Hybrid Journal   (Followers: 4, SJR: 0.175, h-index: 13)
American J. of Potato Research     Hybrid Journal   (Followers: 2, SJR: 0.558, h-index: 35)
American J. of Psychoanalysis     Hybrid Journal   (Followers: 22, SJR: 0.293, h-index: 13)
American Sociologist     Hybrid Journal   (Followers: 14, SJR: 0.18, h-index: 13)
Amino Acids     Hybrid Journal   (Followers: 8, SJR: 1.362, h-index: 83)
AMS Review     Partially Free   (Followers: 4)
Analog Integrated Circuits and Signal Processing     Hybrid Journal   (Followers: 7, SJR: 0.21, h-index: 37)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 3, SJR: 0.665, h-index: 7)
Analysis in Theory and Applications     Hybrid Journal   (Followers: 1)
Analysis of Verbal Behavior     Hybrid Journal   (Followers: 5)
Analytical and Bioanalytical Chemistry     Hybrid Journal   (Followers: 31, SJR: 1.096, h-index: 123)
Anatomical Science Intl.     Hybrid Journal   (Followers: 2, SJR: 0.301, h-index: 26)
Angewandte Schmerztherapie und Palliativmedizin     Hybrid Journal  
Angiogenesis     Hybrid Journal   (Followers: 3, SJR: 2.212, h-index: 69)
Animal Cognition     Hybrid Journal   (Followers: 16, SJR: 1.122, h-index: 55)
Annales françaises de médecine d'urgence     Hybrid Journal   (Followers: 1, SJR: 0.156, h-index: 4)
Annales Henri Poincaré     Hybrid Journal   (Followers: 3, SJR: 1.377, h-index: 32)
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annali dell'Universita di Ferrara     Hybrid Journal   (SJR: 0.504, h-index: 14)
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1, SJR: 1.167, h-index: 26)
Annals of Behavioral Medicine     Hybrid Journal   (Followers: 11, SJR: 2.112, h-index: 98)
Annals of Biomedical Engineering     Hybrid Journal   (Followers: 18, SJR: 1.182, h-index: 94)
Annals of Combinatorics     Hybrid Journal   (Followers: 3, SJR: 0.849, h-index: 15)
Annals of Data Science     Hybrid Journal   (Followers: 11)
Annals of Dyslexia     Hybrid Journal   (Followers: 10, SJR: 0.857, h-index: 40)
Annals of Finance     Hybrid Journal   (Followers: 28, SJR: 0.686, h-index: 14)
Annals of Forest Science     Hybrid Journal   (Followers: 6, SJR: 0.929, h-index: 57)
Annals of Global Analysis and Geometry     Hybrid Journal   (Followers: 1, SJR: 1.136, h-index: 23)
Annals of Hematology     Hybrid Journal   (Followers: 14, SJR: 1.117, h-index: 62)
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 7, SJR: 0.593, h-index: 42)
Annals of Microbiology     Hybrid Journal   (Followers: 10, SJR: 0.402, h-index: 26)
Annals of Nuclear Medicine     Hybrid Journal   (Followers: 5, SJR: 0.68, h-index: 45)
Annals of Operations Research     Hybrid Journal   (Followers: 10, SJR: 1.186, h-index: 78)
Annals of Ophthalmology     Hybrid Journal   (Followers: 12)
Annals of Regional Science     Hybrid Journal   (Followers: 8, SJR: 0.405, h-index: 42)
Annals of Software Engineering     Hybrid Journal   (Followers: 13)
Annals of Solid and Structural Mechanics     Hybrid Journal   (Followers: 10, SJR: 0.553, h-index: 8)
Annals of Surgical Oncology     Hybrid Journal   (Followers: 15, SJR: 1.902, h-index: 127)
Annals of Telecommunications     Hybrid Journal   (Followers: 7, SJR: 0.315, h-index: 25)
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1, SJR: 0.931, h-index: 31)
Antonie van Leeuwenhoek     Hybrid Journal   (Followers: 5, SJR: 0.992, h-index: 87)
Apidologie     Hybrid Journal   (Followers: 4, SJR: 1.14, h-index: 57)
APOPTOSIS     Hybrid Journal   (Followers: 8, SJR: 1.554, h-index: 87)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2, SJR: 0.354, h-index: 27)
Applications of Mathematics     Hybrid Journal   (Followers: 1, SJR: 0.274, h-index: 20)
Applied Biochemistry and Biotechnology     Hybrid Journal   (Followers: 44, SJR: 0.575, h-index: 80)
Applied Biochemistry and Microbiology     Hybrid Journal   (Followers: 17, SJR: 0.267, h-index: 26)
Applied Cancer Research     Open Access  
Applied Categorical Structures     Hybrid Journal   (Followers: 2, SJR: 0.361, h-index: 21)
Applied Composite Materials     Hybrid Journal   (Followers: 48, SJR: 0.705, h-index: 35)
Applied Entomology and Zoology     Partially Free   (Followers: 3, SJR: 0.554, h-index: 34)
Applied Geomatics     Hybrid Journal   (Followers: 3, SJR: 0.323, h-index: 9)
Applied Geophysics     Hybrid Journal   (Followers: 8, SJR: 0.541, h-index: 13)
Applied Intelligence     Hybrid Journal   (Followers: 11, SJR: 0.777, h-index: 43)
Applied Magnetic Resonance     Hybrid Journal   (Followers: 4, SJR: 0.358, h-index: 34)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 4, SJR: 0.955, h-index: 33)
Applied Mathematics - A J. of Chinese Universities     Hybrid Journal   (SJR: 0.275, h-index: 8)
Applied Mathematics and Mechanics     Hybrid Journal   (Followers: 5, SJR: 0.37, h-index: 26)
Applied Microbiology and Biotechnology     Hybrid Journal   (Followers: 62, SJR: 1.262, h-index: 161)
Applied Physics A     Hybrid Journal   (Followers: 7, SJR: 0.535, h-index: 121)
Applied Physics B: Lasers and Optics     Hybrid Journal   (Followers: 23, SJR: 0.983, h-index: 104)
Applied Psychophysiology and Biofeedback     Hybrid Journal   (Followers: 8, SJR: 0.677, h-index: 47)
Applied Research in Quality of Life     Hybrid Journal   (Followers: 11, SJR: 0.288, h-index: 15)
Applied Solar Energy     Hybrid Journal   (Followers: 17, SJR: 0.251, h-index: 6)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4, SJR: 0.351, h-index: 9)
Aquaculture Intl.     Hybrid Journal   (Followers: 22, SJR: 0.613, h-index: 40)
Aquarium Sciences and Conservation     Hybrid Journal   (Followers: 1)
Aquatic Ecology     Hybrid Journal   (Followers: 32, SJR: 0.646, h-index: 44)
Aquatic Geochemistry     Hybrid Journal   (Followers: 4, SJR: 0.764, h-index: 39)
Aquatic Sciences     Hybrid Journal   (Followers: 13, SJR: 1.172, h-index: 53)
Arabian J. for Science and Engineering     Hybrid Journal   (Followers: 5, SJR: 0.345, h-index: 20)
Arabian J. of Geosciences     Hybrid Journal   (Followers: 1, SJR: 0.417, h-index: 16)
Archaeological and Anthropological Sciences     Hybrid Journal   (Followers: 23, SJR: 1.056, h-index: 15)
Archaeologies     Hybrid Journal   (Followers: 12, SJR: 0.397, h-index: 13)
Archiv der Mathematik     Hybrid Journal   (Followers: 1, SJR: 0.597, h-index: 29)
Archival Science     Hybrid Journal   (Followers: 56, SJR: 0.804, h-index: 22)
Archive for History of Exact Sciences     Hybrid Journal   (Followers: 8, SJR: 0.28, h-index: 15)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 1, SJR: 0.946, h-index: 23)
Archive for Rational Mechanics and Analysis     Hybrid Journal   (SJR: 4.091, h-index: 66)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 5, SJR: 0.865, h-index: 40)
Archives and Museum Informatics     Hybrid Journal   (Followers: 134)
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 4, SJR: 2.841, h-index: 40)
Archives of Dermatological Research     Hybrid Journal   (Followers: 7, SJR: 0.9, h-index: 65)
Archives of Environmental Contamination and Toxicology     Hybrid Journal   (Followers: 11, SJR: 0.846, h-index: 84)
Archives of Gynecology and Obstetrics     Hybrid Journal   (Followers: 17, SJR: 0.695, h-index: 47)
Archives of Microbiology     Hybrid Journal   (Followers: 8, SJR: 0.702, h-index: 85)
Archives of Orthopaedic and Trauma Surgery     Hybrid Journal   (Followers: 8, SJR: 1.039, h-index: 56)
Archives of Osteoporosis     Hybrid Journal   (Followers: 2, SJR: 1.092, h-index: 13)
Archives of Sexual Behavior     Hybrid Journal   (Followers: 9, SJR: 1.198, h-index: 74)
Archives of Toxicology     Hybrid Journal   (Followers: 16, SJR: 1.595, h-index: 76)
Archives of Virology     Hybrid Journal   (Followers: 5, SJR: 1.086, h-index: 90)
Archives of Women's Mental Health     Hybrid Journal   (Followers: 14, SJR: 1.264, h-index: 50)
Archivio di Ortopedia e Reumatologia     Hybrid Journal  
Archivum Immunologiae et Therapiae Experimentalis     Hybrid Journal   (Followers: 2, SJR: 1.2, h-index: 42)
ArgoSpine News & J.     Hybrid Journal   (SJR: 0.102, h-index: 3)
Argumentation     Hybrid Journal   (Followers: 5, SJR: 0.295, h-index: 18)
Arid Ecosystems     Hybrid Journal   (Followers: 3)
Arkiv för Matematik     Hybrid Journal   (Followers: 1, SJR: 0.948, h-index: 22)
Arnold Mathematical J.     Hybrid Journal   (Followers: 1)
Arthropod-Plant Interactions     Hybrid Journal   (Followers: 2, SJR: 0.797, h-index: 17)
Arthroskopie     Hybrid Journal   (Followers: 1, SJR: 0.145, h-index: 8)
Artificial Intelligence and Law     Hybrid Journal   (Followers: 10, SJR: 0.288, h-index: 25)
Artificial Intelligence Review     Hybrid Journal   (Followers: 14, SJR: 0.948, h-index: 48)
Artificial Life and Robotics     Hybrid Journal   (Followers: 8, SJR: 0.231, h-index: 14)
Asia Europe J.     Hybrid Journal   (Followers: 5, SJR: 0.247, h-index: 9)
Asia Pacific Education Review     Hybrid Journal   (Followers: 12, SJR: 0.371, h-index: 17)
Asia Pacific J. of Management     Hybrid Journal   (Followers: 16, SJR: 1.676, h-index: 50)
Asia-Pacific Education Researcher     Hybrid Journal   (Followers: 12, SJR: 0.353, h-index: 13)
Asia-Pacific Financial Markets     Hybrid Journal   (Followers: 2, SJR: 0.19, h-index: 15)
Asia-Pacific J. of Atmospheric Sciences     Hybrid Journal   (Followers: 20, SJR: 1.006, h-index: 14)
Asian Business & Management     Hybrid Journal   (Followers: 8, SJR: 0.41, h-index: 10)
Asian J. of Business Ethics     Hybrid Journal   (Followers: 7)
Asian J. of Criminology     Hybrid Journal   (Followers: 5, SJR: 0.263, h-index: 8)
AStA Advances in Statistical Analysis     Hybrid Journal   (Followers: 2, SJR: 0.681, h-index: 15)
AStA Wirtschafts- und Sozialstatistisches Archiv     Hybrid Journal   (Followers: 5, SJR: 0.195, h-index: 5)
ästhetische dermatologie & kosmetologie     Full-text available via subscription  

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Journal Cover Applied Mathematics & Optimization
  [SJR: 0.955]   [H-I: 33]   [4 followers]  Follow
    
   Hybrid Journal Hybrid journal (It can contain Open Access articles)
   ISSN (Print) 1432-0606 - ISSN (Online) 0095-4616
   Published by Springer-Verlag Homepage  [2354 journals]
  • Optimal Control of High-Order Elliptic Obstacle Problem
    • Authors: Radouen Ghanem; Ibtissam Nouri
      Pages: 465 - 500
      Abstract: We consider an optimal control problem for the obstacle problem with an elliptic polyharmonic obstacle problem of order 2m, where the obstacle function is assumed to be the control. We use a Moreau–Yosida approximate technique to introduce a family of problems governed by variational equations. Then, we prove optimal solutions existence and give an approximate optimality system and convergence results by passing to the limit in this system.
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9358-0
      Issue No: Vol. 76, No. 3 (2017)
       
  • Building Up an Illiquid Stock Position Subject to Expected Fund
           Availability: Optimal Controls and Numerical Methods
    • Authors: Xianggang Lu; George Yin; Qing Zhang; Caojin Zhang; Xianping Guo
      Pages: 501 - 533
      Abstract: This paper is concerned with modeling, analysis, and numerical methods for stochastic optimal control of an illiquid stock position build-up. The stock price model is based on a geometric Brownian motion formulation, in which the drift is allowed to be purchase-rate dependent to capture the “price impact” of heavy share accumulation over time. The expected fund (or capital) availability has an upper bound. A Lagrange multiplier method is used to treat the constrained control problem. The stochastic control problem is analyzed and a verification theorem is developed. Although optimality is proved, a closed-form solution is virtually impossible to obtain. As a viable alternative, approximation schemes are developed, which consist of inner and outer approximations. The inner approximation is a numerical procedure for obtaining optimal strategies based on a fixed parameter of the Lagrange multiplier. The outer approximation is a stochastic approximation algorithm for obtaining the optimal Lagrange multiplier. Convergence analysis is provided for both the inner and outer approximations. Finally, numerical examples are provided to illustrate our results.
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9359-z
      Issue No: Vol. 76, No. 3 (2017)
       
  • On the Local Existence and Uniqueness for the 3D Euler Equation with a
           Free Interface
    • Authors: Igor Kukavica; Amjad Tuffaha; Vlad Vicol
      Pages: 535 - 563
      Abstract: We address the local existence and uniqueness of solutions for the 3D Euler equations with a free interface. We prove the local well-posedness in the rotational case when the initial datum \(u_0\) satisfies \(u_0\in H^{2.5+\delta }\) and , where \(\delta >0\) is arbitrarily small, under the Taylor condition on the pressure.
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9360-6
      Issue No: Vol. 76, No. 3 (2017)
       
  • An Iterated Projection Approach to Variational Problems Under Generalized
           Convexity Constraints
    • Authors: Guillaume Carlier; Xavier Dupuis
      Pages: 565 - 592
      Abstract: The principal-agent problem in economics leads to variational problems subject to global constraints of b-convexity on the admissible functions, capturing the so-called incentive-compatibility constraints. Typical examples are minimization problems subject to a convexity constraint. In a recent pathbreaking article, Figalli et al. (J Econ Theory 146(2):454–478, 2011) identified conditions which ensure convexity of the principal-agent problem and thus raised hope on the development of numerical methods. We consider special instances of projections problems over b-convex functions and show how they can be solved numerically using Dykstra’s iterated projection algorithm to handle the b-convexity constraint in the framework of (Figalli et al. in J Econ Theory 146(2):454–478, 2011). Our method also turns out to be simple for convex envelope computations.
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9361-5
      Issue No: Vol. 76, No. 3 (2017)
       
  • Completely Mixed Strategies for Two Structured Classes of Semi-Markov
           Games, Principal Pivot Transform and Its Generalizations
    • Authors: P. Mondal; S. K. Neogy; S. Sinha; D. Ghorui
      Pages: 593 - 619
      Abstract: In this article, we revisit the applications of principal pivot transform and its generalization for a rectangular matrix (in the context of vertical linear complementarity problem) to solve some structured classes of zero-sum two-person discounted semi-Markov games with finitely many states and actions. The single controller semi-Markov games have been formulated as a linear complementarity problem and solved using a stepwise principal pivoting algorithm. We provide a sufficient condition for such games to be completely mixed. The concept of switching controller semi-Markov games is introduced and we prove the ordered field property and the existence of stationary optimal strategies for such games. Moreover, such games are formulated as a vertical linear complementarity problem and have been solved using a stepwise generalized principal pivoting algorithm. Sufficient conditions are also given for such games to be completely mixed. For both these classes of games, some properties analogous to completely mixed matrix games, are established.
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9362-4
      Issue No: Vol. 76, No. 3 (2017)
       
  • Noncoercive Resonant ( p , 2)-Equations
    • Authors: Nikolaos S. Papageorgiou; Vicenţiu D. Rădulescu
      Pages: 621 - 639
      Abstract: We consider a nonlinear Dirichlet problem driven by the sum of p-Laplacian and a Laplacian (a (p, 2)-equation) which is resonant at \(\pm \infty \) with respect to the principal eigenvalue \(\hat{\lambda }_1(p)\) of \((-\Delta _p,W^{1,p}_{0}(\Omega ))\) and resonant at zero with respect to any nonprincipal eigenvalue of \((-\Delta ,H^1_0(\Omega ))\) . At \(\pm \infty \) the resonance occurs from the right of \(\hat{\lambda }_1(p)\) and so the energy functional of the problem is indefinite. Using critical groups, we show that the problem has at least one nontrivial smooth solution. The result complements the recent work of Papageorgiou and Rădulescu (Appl Math Optim 69:393–430, 2014), where resonant (p, 2)-equations were examined with the resonance occurring from the left of \(\hat{\lambda }_1(p)\) (coercive problem).
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9363-3
      Issue No: Vol. 76, No. 3 (2017)
       
  • On the Moore–Gibson–Thompson Equation and Its Relation to
           Linear Viscoelasticity
    • Authors: Filippo Dell’Oro; Vittorino Pata
      Pages: 641 - 655
      Abstract: We discuss the parallel between the third-order Moore–Gibson–Thompson equation $$\begin{aligned} {\partial _{ttt}} u + \alpha {\partial _{tt}}u-\beta \Delta {\partial _t} u - \gamma \Delta u =0 \end{aligned}$$ depending on the parameters \(\alpha ,\beta ,\gamma >0,\) and the equation of linear viscoelasticity $$\begin{aligned} \partial _{tt}u(t) - \kappa (0)\Delta u(t) - \int _{0}^\infty \kappa ^{\prime }(s)\Delta u(t-s)\,\mathrm{d}s=0 \end{aligned}$$ for the particular choice of the exponential kernel $$\begin{aligned} \kappa (s) = a \mathrm{e}^{-b s} + c \end{aligned}$$ with \(a,b,c>0\) . In particular, the latter model is shown to exhibit a preservation of regularity for a certain class of initial data, which is unexpected in presence of a general memory kernel \(\kappa \) .
      PubDate: 2017-12-01
      DOI: 10.1007/s00245-016-9365-1
      Issue No: Vol. 76, No. 3 (2017)
       
  • Value Function Regularity in Option Pricing Problems Under a Pure Jump
           Model
    • Authors: Junjun Kang; Yanbin Tang
      Pages: 303 - 321
      Abstract: In this paper, we consider an option pricing problem in a pure jump model where the process X(t) models the logarithm of the stock price. By the Schauder fixed point theorem, we show the existence and uniqueness of the solutions in H \(\ddot{o}\) lder spaces for the European and American option pricing problems respectively. Due to the estimates of fractional heat kernel, we give the regularity of the value functions \(u_{E}(t,x)\) and \(u_{A}(t,x)\) of the European option and the American option respectively.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9350-8
      Issue No: Vol. 76, No. 2 (2017)
       
  • Optimal Control with State Constraint and Non-concave Dynamics: A Model
           Arising in Economic Growth
    • Authors: Paolo Acquistapace; Francesco Bartaloni
      Pages: 323 - 373
      Abstract: We consider an optimal control problem arising in the context of economic theory of growth, on the lines of the works by Skiba and Askenazy–Le Van. The framework of the model is intertemporal infinite horizon utility maximization. The dynamics involves a state variable representing total endowment of the social planner or average capital of the representative dynasty. From the mathematical viewpoint, the main features of the model are the following: (i) the dynamics is an increasing, unbounded and not globally concave function of the state; (ii) the state variable is subject to a static constraint; (iii) the admissible controls are merely locally integrable in the right half-line. Such assumptions seem to be weaker than those appearing in most of the existing literature. We give a direct proof of the existence of an optimal control for any initial capital \(k_{0}\ge 0\) and we carry on a qualitative study of the value function; moreover, using dynamic programming methods, we show that the value function is a continuous viscosity solution of the associated Hamilton–Jacobi–Bellman equation.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9353-5
      Issue No: Vol. 76, No. 2 (2017)
       
  • Bang–Bang Property for Time Optimal Control of the Korteweg-de
           Vries-Burgers Equation
    • Authors: Mo Chen
      Pages: 399 - 414
      Abstract: In this paper, we obtain the existence of time optimal control of the Korteweg-de Vries-Burgers equation in a bounded domain with control acting locally in a subset. Moreover, we prove that any time optimal control satisfies the bang–bang property.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9355-3
      Issue No: Vol. 76, No. 2 (2017)
       
  • Well-posedness of Mindlin–Timoshenko Plate with Nonlinear Boundary
           Damping and Sources
    • Authors: Pei Pei; Mohammad A. Rammaha; Daniel Toundykov
      Pages: 429 - 464
      Abstract: This study addresses well-posedness of a Mindlin–Timoshenko (MT) plate model that incorporates nonlinear viscous damping and nonlinear source term in Neumann boundary conditions. The main results verify local and global existence of solutions as well as their continuous dependence on the initial data in appropriate function spaces. Along with (Pei et al. in J Math Anal Appl 418(2):535–568, 2014, in Nonlinear Anal 105:62–85, 2014) this work completes the fundamental well-posedness theory for MT plates under the interplay of damping and source terms acting either in the interior or on the boundary of the plate.
      PubDate: 2017-10-01
      DOI: 10.1007/s00245-016-9357-1
      Issue No: Vol. 76, No. 2 (2017)
       
  • Second-Order Necessary Conditions for a Strong Local Minimum in a Control
           Problem with General Control Constraints
    • Authors: Hélène Frankowska; Nikolai P. Osmolovskii
      Abstract: We establish some second-order necessary optimality conditions for strong local minima in the Mayer type optimal control problem with a general control constraint \(U \subset \mathrm{I\! R}^m\) and final state constraint described by a finite number of inequalities. In the difference with the main approaches of the existing literature, the second order tangents to U and the second order linearization of the control system are used to derive the second-order necessary conditions. This framework allows to replace the control system at hand by a differential inclusion with convex right-hand side. Such a relaxation of control system, and the differential calculus of derivatives of set-valued maps lead to fairly general statements. We illustrate the results by considering the case of control constraints defined by inequalities involving functions with positively or linearly independent gradients of active constraints, but also in the cases where the known approaches do not apply.
      PubDate: 2017-11-24
      DOI: 10.1007/s00245-017-9461-x
       
  • Sensitivity of the Compliance and of the Wasserstein Distance with Respect
           to a Varying Source
    • Authors: Guy Bouchitté; Ilaria Fragalà; Ilaria Lucardesi
      Abstract: We show that the compliance functional in elasticity is differentiable with respect to horizontal variations of the load term, when the latter is given by a possibly concentrated measure; moreover, we provide an integral representation formula for the derivative as a linear functional of the deformation vector field. The result holds true as well for the p-compliance in the scalar case of conductivity. Then we study the limit problem as \(p \rightarrow + \infty \) , which corresponds to differentiate the Wasserstein distance in optimal mass transportation with respect to horizontal perturbations of the two marginals. Also in this case, we obtain an existence result for the derivative, and we show that it is found by solving a minimization problem over the family of all optimal transport plans. When the latter contains only one element, we prove that the derivative of the p-compliance converges to the derivative of the Wasserstein distance in the limit as \(p \rightarrow + \infty \) .
      PubDate: 2017-11-11
      DOI: 10.1007/s00245-017-9455-8
       
  • Infinitely Many Solutions for Critical Degenerate Kirchhoff Type Equations
           Involving the Fractional p –Laplacian
    • Authors: Zhang Binlin; Alessio Fiscella; Sihua Liang
      Abstract: In this paper we study a class of critical Kirchhoff type equations involving the fractional p–Laplacian operator, that is $$\begin{aligned} \begin{array}{ll} \displaystyle M\left( \iint _{{\mathbb {R}}^{2N}}\frac{ u(x)-u(y) ^p}{ x-y ^{N+ps}}dxdy\right) (-\Delta )_p^{s} u {=} \lambda w(x) u ^{q-2}u + u ^{ p_s^{*}-2 }u,\quad x\in {\mathbb {R}}^N, \end{array} \end{aligned}$$ where \((-\,\Delta )^s_p\) is the fractional p–Laplacian operator with \(0<s<1<p<\infty \) , dimension \(N>ps\) , \(1<q<p^{*}_{s}\) , \(p^{*}_s\) is the critical exponent of the fractional Sobolev space \(W^{s,p}({\mathbb {R}}^N)\) , \(\lambda \) is a positive parameter, M is a non-negative function while w is a positive weight. By exploiting Kajikiya’s new version of the symmetric mountain pass lemma, we establish the existence of infinitely many solutions which tend to zero under a suitable value of \(\lambda \) . The main feature and difficulty of our equations is the fact that the Kirchhoff term M is zero at zero, that is the equation is degenerate. To our best knowledge, our results are new even in the Laplacian and p–Laplacian cases.
      PubDate: 2017-11-08
      DOI: 10.1007/s00245-017-9458-5
       
  • Optimal Stopping via Pathwise Dual Empirical Maximisation
    • Authors: Denis Belomestny; Roland Hildebrand; John Schoenmakers
      Abstract: The optimal stopping problem arising in the pricing of American options can be tackled by the so called dual martingale approach. In this approach, a dual problem is formulated over the space of adapted martingales. A feasible solution of the dual problem yields an upper bound for the solution of the original primal problem. In practice, the optimization is performed over a finite-dimensional subspace of martingales. A sample of paths of the underlying stochastic process is produced by a Monte-Carlo simulation, and the expectation is replaced by the empirical mean. As a rule the resulting optimization problem, which can be written as a linear program, yields a martingale such that the variance of the obtained estimator can be large. In order to decrease this variance, a penalizing term can be added to the objective function of the pathwise optimization problem. In this paper, we provide a rigorous analysis of the optimization problems obtained by adding different penalty functions. In particular, a convergence analysis implies that it is better to minimize the empirical maximum instead of the empirical mean. Numerical simulations confirm the variance reduction effect of the new approach.
      PubDate: 2017-11-08
      DOI: 10.1007/s00245-017-9454-9
       
  • Stabilization of a Thermoelastic Laminated Beam with Past History
    • Authors: Wenjun Liu; Weifan Zhao
      Abstract: In this paper, we study the well-posedness and asymptotic stability of a thermoelastic laminated beam with past history. For the system with structural damping, without any restriction on the speeds of wave propagations, we prove the exponential and polynomial stabilities which depend on the behavior of the kernel function of the history term, by using the perturbed energy method. For the system without structural damping, we prove the exponential and polynomial stabilities in case of equal speeds and lack of exponential stability in case of non-equal speeds by using the perturbed energy method and Gearhart–Herbst–Prüss–Huang theorem, respectively. Furthermore, the well-posedness of the system is also obtained by using Lumer–Philips theorem.
      PubDate: 2017-11-08
      DOI: 10.1007/s00245-017-9460-y
       
  • Homogenization of Variational Inequalities for the p -Laplace Operator in
           Perforated Media Along Manifolds
    • Authors: D. Gómez; E. Pérez; A. V. Podolskii; T. A. Shaposhnikova
      Abstract: We address homogenization problems of variational inequalities for the p-Laplace operator in a domain of \(\mathbb {R}^n\) ( \(n\ge \) 3, \(p\in [2,n)\) ) periodically perforated by balls of radius \(O(\varepsilon ^\alpha )\) where \(\alpha >1\) and \(\varepsilon \) is the size of the period. The perforations are distributed along a \((n-1)\) -dimensional manifold \(\gamma \) , and we impose constraints for solutions and their fluxes (associated with the p-Laplacian) on the boundary of the perforations. These constraints imply that the solution is positive and that the flux is bounded from above by a negative, nonlinear monotonic function of the solution multiplied by a parameter \(\varepsilon ^{-\kappa }\) , \(\kappa \in \mathbb {R}\) and \(\varepsilon \) is a small parameter that we shall make to go to zero. We analyze different relations between the parameters \(p, \, n, \, \varepsilon , \, \alpha \) and \(\kappa \) , and obtain homogenized problems which are completely new in the literature even for the case \(p=2\) .
      PubDate: 2017-11-02
      DOI: 10.1007/s00245-017-9453-x
       
  • A Non-overlapping DDM for Optimal Boundary Control Problems Governed by
           Parabolic Equations
    • Authors: Keying Ma; Tongjun Sun
      Abstract: In this paper, we consider a non-overlapping domain decomposition method for solving optimal boundary control problems governed by parabolic equations. The whole domain is divided into non-overlapping subdomains, and the global optimal boundary control problem is decomposed into the local problems in these subdomains. The integral mean method is utilized to present an explicit flux calculation on the inter-domain boundary in order to communicate the local problems on the interface between subdomains. We establish the fully parallel and discrete schemes for solving these local problems. A priori error estimates in \(L^2\) -norm are derived for the state, co-state and control variables. Finally, we present numerical experiments to show the validity of the schemes and verify the derived theoretical results.
      PubDate: 2017-10-28
      DOI: 10.1007/s00245-017-9456-7
       
  • Closed-Form Optimal Portfolios of Distributionally Robust Mean-CVaR
           Problems with Unknown Mean and Variance
    • Authors: Jia Liu; Zhiping Chen; Abdel Lisser; Zhujia Xu
      Abstract: In this paper, we consider both one-period and multi-period distributionally robust mean-CVaR portfolio selection problems. We adopt an uncertainty set which considers the uncertainties in terms of both the distribution and the first two order moments. We use the parametric method and the dynamic programming technique to come up with the closed-form optimal solutions for both the one-period and the multi-period robust portfolio selection problems. Finally, we show that our approaches are efficient when compared with both normal based portfolio selection models, and robust approaches based on known moments.
      PubDate: 2017-10-13
      DOI: 10.1007/s00245-017-9452-y
       
  • Sliding Mode Control for a Phase Field System Related to Tumor Growth
    • Authors: Pierluigi Colli; Gianni Gilardi; Gabriela Marinoschi; Elisabetta Rocca
      Abstract: In the present contribution we study the sliding mode control (SMC) problem for a diffuse interface tumor growth model coupling a viscous Cahn–Hilliard type equation for the phase variable with a reaction–diffusion equation for the nutrient. First, we prove the well-posedness and some regularity results for the state system modified by the state-feedback control law. Then, we show that the chosen SMC law forces the system to reach within finite time the sliding manifold (that we chose in order that the tumor phase remains constant in time). The feedback control law is added in the Cahn–Hilliard type equation and leads the phase onto a prescribed target  \(\varphi ^*\) in finite time.
      PubDate: 2017-10-11
      DOI: 10.1007/s00245-017-9451-z
       
 
 
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