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    - APPLIED MATHEMATICS (82 journals)
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MATHEMATICS (711 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 4)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 4)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 7)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 15)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 3)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Full-text available via subscription   (Followers: 29)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 12)
Acta Mathematica Hungarica     Hybrid Journal   (Followers: 2)
Acta Mathematica Scientia     Full-text available via subscription   (Followers: 5)
Acta Mathematica Sinica, English Series     Hybrid Journal   (Followers: 6)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 10)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 4)
Advances in Calculus of Variations     Hybrid Journal   (Followers: 2)
Advances in Catalysis     Full-text available via subscription   (Followers: 5)
Advances in Complex Systems     Hybrid Journal   (Followers: 7)
Advances in Computational Mathematics     Hybrid Journal   (Followers: 19)
Advances in Decision Sciences     Open Access   (Followers: 3)
Advances in Difference Equations     Open Access   (Followers: 3)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 13)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 3)
Advances in Materials Sciences     Open Access   (Followers: 14)
Advances in Mathematical Physics     Open Access   (Followers: 4)
Advances in Mathematics     Full-text available via subscription   (Followers: 11)
Advances in Numerical Analysis     Open Access   (Followers: 5)
Advances in Operations Research     Open Access   (Followers: 12)
Advances in Porous Media     Full-text available via subscription   (Followers: 5)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 6)
Advances in Pure Mathematics     Open Access   (Followers: 6)
Advances in Science and Research (ASR)     Open Access   (Followers: 6)
Aequationes Mathematicae     Hybrid Journal   (Followers: 2)
African Journal of Educational Studies in Mathematics and Sciences     Full-text available via subscription   (Followers: 5)
African Journal of Mathematics and Computer Science Research     Open Access   (Followers: 4)
Afrika Matematika     Hybrid Journal   (Followers: 1)
Air, Soil & Water Research     Open Access   (Followers: 11)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Al-Jabar : Jurnal Pendidikan Matematika     Open Access   (Followers: 1)
Algebra and Logic     Hybrid Journal   (Followers: 5)
Algebra Colloquium     Hybrid Journal   (Followers: 4)
Algebra Universalis     Hybrid Journal   (Followers: 2)
Algorithmic Operations Research     Full-text available via subscription   (Followers: 5)
Algorithms     Open Access   (Followers: 11)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 5)
American Journal of Mathematical Analysis     Open Access  
American Journal of Mathematics     Full-text available via subscription   (Followers: 6)
American Journal of Operations Research     Open Access   (Followers: 5)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 8)
Analele Universitatii Ovidius Constanta - Seria Matematica     Open Access   (Followers: 1)
Analysis     Hybrid Journal   (Followers: 2)
Analysis and Applications     Hybrid Journal   (Followers: 1)
Analysis and Mathematical Physics     Hybrid Journal   (Followers: 5)
Analysis Mathematica     Full-text available via subscription  
Annales Mathematicae Silesianae     Open Access  
Annales mathématiques du Québec     Hybrid Journal   (Followers: 4)
Annales UMCS, Mathematica     Open Access   (Followers: 1)
Annales Universitatis Paedagogicae Cracoviensis. Studia Mathematica     Open Access  
Annali di Matematica Pura ed Applicata     Hybrid Journal   (Followers: 1)
Annals of Combinatorics     Hybrid Journal   (Followers: 4)
Annals of Data Science     Hybrid Journal   (Followers: 11)
Annals of Discrete Mathematics     Full-text available via subscription   (Followers: 6)
Annals of Mathematics     Full-text available via subscription   (Followers: 1)
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 12)
Annals of Pure and Applied Logic     Open Access   (Followers: 2)
Annals of the Alexandru Ioan Cuza University - Mathematics     Open Access  
Annals of the Institute of Statistical Mathematics     Hybrid Journal   (Followers: 1)
Annals of West University of Timisoara - Mathematics     Open Access  
Annuaire du Collège de France     Open Access   (Followers: 5)
ANZIAM Journal     Open Access   (Followers: 1)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applications of Mathematics     Hybrid Journal   (Followers: 2)
Applied Categorical Structures     Hybrid Journal   (Followers: 2)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 11)
Applied Mathematics     Open Access   (Followers: 3)
Applied Mathematics     Open Access   (Followers: 7)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 6)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 2)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Network Science     Open Access   (Followers: 3)
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 3)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 2)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 5)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 5)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Armenian Journal of Mathematics     Open Access  
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites : The Journal of Space Research Centre of Polish Academy of Sciences     Open Access   (Followers: 20)
Asia-Pacific Journal of Operational Research     Hybrid Journal   (Followers: 3)
Asian Journal of Algebra     Open Access   (Followers: 1)
Asian Journal of Current Engineering & Maths     Open Access  
Asian-European Journal of Mathematics     Hybrid Journal   (Followers: 2)
Australian Mathematics Teacher, The     Full-text available via subscription   (Followers: 6)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 4)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access   (Followers: 1)
Baltic International Yearbook of Cognition, Logic and Communication     Open Access   (Followers: 1)
Basin Research     Hybrid Journal   (Followers: 5)
BIBECHANA     Open Access   (Followers: 2)
BIT Numerical Mathematics     Hybrid Journal  
BoEM - Boletim online de Educação Matemática     Open Access  
Boletim Cearense de Educação e História da Matemática     Open Access  
Boletim de Educação Matemática     Open Access  
Boletín de la Sociedad Matemática Mexicana     Hybrid Journal  
Bollettino dell'Unione Matematica Italiana     Full-text available via subscription   (Followers: 1)
British Journal of Mathematical and Statistical Psychology     Full-text available via subscription   (Followers: 20)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 12)
Bulletin des Sciences Mathamatiques     Full-text available via subscription   (Followers: 4)
Bulletin of Dnipropetrovsk University. Series : Communications in Mathematical Modeling and Differential Equations Theory     Open Access   (Followers: 1)
Bulletin of Mathematical Sciences     Open Access   (Followers: 1)
Bulletin of Symbolic Logic     Full-text available via subscription   (Followers: 2)
Bulletin of the Australian Mathematical Society     Full-text available via subscription   (Followers: 1)
Bulletin of the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 4)
Bulletin of the Malaysian Mathematical Sciences Society     Hybrid Journal  
Calculus of Variations and Partial Differential Equations     Hybrid Journal  
Canadian Journal of Science, Mathematics and Technology Education     Hybrid Journal   (Followers: 19)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CEAS Space Journal     Hybrid Journal   (Followers: 2)
CHANCE     Hybrid Journal   (Followers: 5)
Chaos, Solitons & Fractals     Hybrid Journal   (Followers: 3)
ChemSusChem     Hybrid Journal   (Followers: 7)
Chinese Annals of Mathematics, Series B     Hybrid Journal  
Chinese Journal of Catalysis     Full-text available via subscription   (Followers: 2)
Chinese Journal of Mathematics     Open Access  
Clean Air Journal     Full-text available via subscription   (Followers: 1)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Collectanea Mathematica     Hybrid Journal  
COMBINATORICA     Hybrid Journal  
Combinatorics, Probability and Computing     Hybrid Journal   (Followers: 4)
Combustion Theory and Modelling     Hybrid Journal   (Followers: 14)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Combinatorics and Optimization     Open Access  
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 2)
Communications On Pure & Applied Mathematics     Hybrid Journal   (Followers: 3)
Complex Analysis and its Synergies     Open Access   (Followers: 2)
Complex Variables and Elliptic Equations: An International Journal     Hybrid Journal  
Complexus     Full-text available via subscription  
Composite Materials Series     Full-text available via subscription   (Followers: 8)
Compositio Mathematica     Full-text available via subscription   (Followers: 1)
Comptes Rendus Mathematique     Full-text available via subscription   (Followers: 1)
Computational and Applied Mathematics     Hybrid Journal   (Followers: 2)
Computational and Mathematical Methods in Medicine     Open Access   (Followers: 2)
Computational and Mathematical Organization Theory     Hybrid Journal   (Followers: 2)
Computational Complexity     Hybrid Journal   (Followers: 4)
Computational Mathematics and Modeling     Hybrid Journal   (Followers: 8)
Computational Mechanics     Hybrid Journal   (Followers: 5)
Computational Methods and Function Theory     Hybrid Journal  
Computational Optimization and Applications     Hybrid Journal   (Followers: 7)
Computers & Mathematics with Applications     Full-text available via subscription   (Followers: 8)
Concrete Operators     Open Access   (Followers: 5)
Confluentes Mathematici     Hybrid Journal  
Contributions to Game Theory and Management     Open Access  
COSMOS     Hybrid Journal  
Cryptography and Communications     Hybrid Journal   (Followers: 13)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
Current Research in Biostatistics     Open Access   (Followers: 9)
Czechoslovak Mathematical Journal     Hybrid Journal   (Followers: 1)
Demographic Research     Open Access   (Followers: 11)
Demonstratio Mathematica     Open Access  
Dependence Modeling     Open Access  
Design Journal : An International Journal for All Aspects of Design     Hybrid Journal   (Followers: 29)
Developments in Clay Science     Full-text available via subscription   (Followers: 1)
Developments in Mineral Processing     Full-text available via subscription   (Followers: 3)
Dhaka University Journal of Science     Open Access  
Differential Equations and Dynamical Systems     Hybrid Journal   (Followers: 3)
Differentsial'nye Uravneniya     Open Access  
Discrete Mathematics     Hybrid Journal   (Followers: 8)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae - General Algebra and Applications     Open Access  
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Diskretnaya Matematika     Full-text available via subscription  
Dnipropetrovsk University Mathematics Bulletin     Open Access  
Doklady Akademii Nauk     Open Access  
Doklady Mathematics     Hybrid Journal  
Duke Mathematical Journal     Full-text available via subscription   (Followers: 1)
Eco Matemático     Open Access  
Edited Series on Advances in Nonlinear Science and Complexity     Full-text available via subscription  
Electronic Journal of Combinatorics     Open Access  
Electronic Journal of Differential Equations     Open Access  
Electronic Journal of Graph Theory and Applications     Open Access   (Followers: 2)
Electronic Notes in Discrete Mathematics     Full-text available via subscription   (Followers: 2)
Elemente der Mathematik     Full-text available via subscription   (Followers: 4)
Energy for Sustainable Development     Hybrid Journal   (Followers: 9)

        1 2 3 4 | Last

Journal Cover
Applied Mathematics & Optimization
Journal Prestige (SJR): 0.886
Citation Impact (citeScore): 1
Number of Followers: 6  
  Hybrid Journal Hybrid journal (It can contain Open Access articles)
ISSN (Print) 1432-0606 - ISSN (Online) 0095-4616
Published by Springer-Verlag Homepage  [2350 journals]
  • Long-Term Yield in an Affine HJM Framework on $$S_{d}^{+}$$ S d +
    • Authors: Francesca Biagini; Alessandro Gnoatto; Maximilian Härtel
      Pages: 405 - 441
      Abstract: We develop the HJM framework for forward rates driven by affine processes on the state space of symmetric positive semidefinite matrices. In this setting we find an explicit representation for the long-term yield in terms of the model parameters. This generalises the results of El Karoui et al. (Rev Deriv Res 1(4):351–369, 1997) and Biagini and Härtel (Int J Theor Appl Financ 17(3):1–24, 2012), where the long-term yield is investigated under no-arbitrage assumptions in a HJM setting using Brownian motions and Lévy processes respectively.
      PubDate: 2018-06-01
      DOI: 10.1007/s00245-016-9379-8
      Issue No: Vol. 77, No. 3 (2018)
  • The Solvability and Optimal Controls for Fractional Stochastic
           Differential Equations Driven by Poisson Jumps Via Resolvent Operators
    • Authors: P. Tamilalagan; P. Balasubramaniam
      Pages: 443 - 462
      Abstract: In this manuscript, we investigate the solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps in Hilbert space by using analytic resolvent operators. Sufficient conditions are derived to prove that the system has a unique mild solution by using the classical Banach contraction mapping principle. Then, the existence of optimal control for the corresponding Lagrange optimal control problem is investigated. Finally, the derived theoretical result is validated by an illustrative example.
      PubDate: 2018-06-01
      DOI: 10.1007/s00245-016-9380-2
      Issue No: Vol. 77, No. 3 (2018)
  • Pointwise Constraints in Vector-Valued Sobolev Spaces
    • Authors: Gerd Wachsmuth
      Pages: 463 - 497
      Abstract: We consider a set \(\mathcal {C}\) with pointwise constraints in a vector-valued Sobolev space. We characterize its tangent and normal cone. Under the additional assumption that the pointwise constraints are affine and satisfy the linear independence constraint qualification, we show that the set \(\mathcal {C}\) is polyhedric. The results are applied to the optimal control of a string in a polyhedral tube.
      PubDate: 2018-06-01
      DOI: 10.1007/s00245-016-9381-1
      Issue No: Vol. 77, No. 3 (2018)
  • A Nonlinear Optimal Control Problem Arising from a Sterilization Process
           for Packaged Foods
    • Authors: Hong-Ming Yin; Wei Wei
      Pages: 499 - 513
      Abstract: In this paper we study an optimization problem arising from a sterilization process for packaged foods by using a microwave heating method. The goal of the optimal control is to find the optimal frequency function such that the temperature profile at the final stage has a relative uniform distribution in the food product. The underlying state variables are electric, magnetic fields and temperature which satisfy the coupled nonlinear Maxwell’s system and a nonlinear heat equation. The control variable for the system is chosen to be the electric frequency function. We show that there exists an optimal frequency which minimizes the cost functional. Moreover, an optimality condition is also derived.
      PubDate: 2018-06-01
      DOI: 10.1007/s00245-016-9382-0
      Issue No: Vol. 77, No. 3 (2018)
  • On Necessary Optimality Conditions for Nonsmooth Vector Optimization
           Problems with Mixed Constraints in Infinite Dimensions
    • Authors: Nguyen Dinh Tuan
      Pages: 515 - 539
      Abstract: In this note, we develop first- and second-order necessary optimality conditions for local weak solutions in nonsmooth vector optimization problems subject to mixed constraints in infinite-dimensional settings. To this aim, we use some set-valued directional derivatives of the Hadamard type and tangent sets, and impose (first-order) Hadamard differentiability assumptions of the data at the point of consideration.
      PubDate: 2018-06-01
      DOI: 10.1007/s00245-016-9383-z
      Issue No: Vol. 77, No. 3 (2018)
  • Systems of Semilinear Parabolic Variational Inequalities with
           Time-Dependent Convex Obstacles
    • Authors: Tomasz Klimsiak; Andrzej Rozkosz; Leszek Słomiński
      Pages: 541 - 566
      Abstract: We consider a system of seminlinear parabolic variational inequalities with time-dependent convex obstacles. We prove the existence and uniqueness of its solution. We also provide a stochastic representation of the solution and show that it can be approximated by the penalization method. Our proofs are based upon probabilistic methods from the theory of Markov processes and the theory of backward stochastic differential equations.
      PubDate: 2018-06-01
      DOI: 10.1007/s00245-016-9387-8
      Issue No: Vol. 77, No. 3 (2018)
  • Nonzero-Sum Games of Optimal Stopping for Markov Processes
    • Authors: Natalie Attard
      Pages: 567 - 597
      Abstract: Two players are observing a right-continuous and quasi-left-continuous strong Markov process X. We study the optimal stopping problem \(V^{1}_{\sigma }(x)=\sup _{\tau } \mathsf {M}_{x}^{1}(\tau ,\sigma )\) for a given stopping time \(\sigma \) (resp. \(V^{2}_{\tau }(x)=\sup _{\sigma } \mathsf {M}_{x}^{2}(\tau ,\sigma )\) for given \(\tau \) ) where \(\mathsf {M}_{x}^{1}(\tau ,\sigma ) = \mathsf {E}_{x} [G_{1}(X_{\tau })I(\tau \le \sigma ) + H_{1}(X_{\sigma })I(\sigma < \tau )]\) with \(G_1,H_1\) being continuous functions satisfying some mild integrability conditions (resp. \(\mathsf {M}_{x}^{2}(\tau ,\sigma ) = \mathsf {E}_{x} [G_{2}(X_{\sigma })I(\sigma < \tau ) + H_{2}(X_{\tau })I(\tau \le \sigma )]\) with \(G_2,H_2\) being continuous functions satisfying some mild integrability conditions). We show that if \(\sigma = \sigma _{D_{2}} = \inf \{t \ge 0: X_t \in D_2\}\) (resp. \(\tau = \tau _{D_{1}} = \inf \{t \ge 0: X_t \in D_1\}\) ) where \(D_{2}\) (resp. \(D_1\) ) has a regular boundary, then \(V^{1}_{\sigma _{D_{2}}}\) (resp. \(V^{2}_{\tau _{D_{1}}}\) ) is finely continuous. If \(D_{2}\) (resp. \(D_1\) ) is also (finely) closed then \(\tau _*^{\sigma _{D_2}} = \inf \{t \ge 0: X_{t} \in D_{1}^{\sigma _{D_{2}}}\}\) (resp. \(\sigma _{*}^{\tau _{D_1}} = \inf \{t \ge 0: X_{t} \in D_{2}^{\tau _{D_{1}}}\}\) ) where \(D_{1}^{\sigma _{D_{2}}} = \{V^{1}_{\sigma _{D_{2}}} = G_{1}\}\) (resp. \(D_{2}^{\tau _{D_{1}}} = \{V^{2}_{\tau _{D_{1}}} = G_{2}\}\) ) is optimal for player one (resp. player two). We then derive a partial superharmonic characterisation for \(V^{1}_{\sigma _{D_2}}\) (resp. \(V^{2}_{\tau _{D_1}}\) ) which can be exploited in examples to construct a pair of first entry times that is a Nash equilibrium.
      PubDate: 2018-06-01
      DOI: 10.1007/s00245-016-9388-7
      Issue No: Vol. 77, No. 3 (2018)
  • On Nonuniqueness of Solutions of Hamilton–Jacobi–Bellman
    • Authors: Arkadiusz Misztela
      Pages: 599 - 611
      Abstract: An example of a nonunique solution of the Cauchy problem of Hamilton–Jacobi–Bellman (HJB) equation with surprisingly regular Hamiltonian is presented. The Hamiltonian H(t, x, p) is locally Lipschitz continuous with respect to all variables, convex in p and with linear growth with respect to p and x. The HJB equation possesses two distinct lower semicontinuous solutions with the same final conditions; moreover, one of them is the value function of the corresponding Bolza problem. The definition of lower semicontinuous solution was proposed by Frankowska (SIAM J. Control Optim. 31:257–272, 1993) and Barron and Jensen (Commun. Partial Differ. Equ. 15(12):1713–1742, 1990). Using the example an analysis and comparison of assumptions in some uniqueness results in HJB equations is provided.
      PubDate: 2018-06-01
      DOI: 10.1007/s00245-016-9393-x
      Issue No: Vol. 77, No. 3 (2018)
  • Reversible Job-Switching Opportunities and Portfolio Selection
    • Authors: Gyoocheol Shim; Jung Lim Koo; Yong Hyun Shin
      Pages: 197 - 228
      Abstract: We study an optimal job-switching and consumption/investment problem of an infinitely-lived economic agent who exhibits constant relative risk aversion. We consider two kinds of jobs, one of which allows the agent to receive higher income but makes him suffer higher level of utility loss than the other. The job-switching opportunities are reversible in the sense that one can move from the current job to the other at any time. We provide the closed form solution for the optimal job-switching and consumption/investment policies by using the dynamic programming approach, and show various properties of the solution. We compare the optimal consumption/investment policies to those without job-switching opportunities. As a special case of our problem, we also compare the solution in the case where the agent has a reversible retirement option with that in the case where he has an irreversible retirement option.
      PubDate: 2018-04-01
      DOI: 10.1007/s00245-016-9371-3
      Issue No: Vol. 77, No. 2 (2018)
  • Continuous-Time Constrained Stochastic Games under the Discounted Cost
    • Authors: Wenzhao Zhang
      Pages: 275 - 296
      Abstract: In this paper, we consider the continuous-time nonzero-sum constrained stochastic games with the discounted cost criteria. The state space is denumerable and the action space of each player is a general Polish space, while the transition rates and cost functions are allowed to be unbounded from below and from above. The strategies for each player may be history-dependent and randomized. Models with these features seemingly have not been handled in the previous literature. By constructing a sequence of continuous-time finite-state game models to approximate the original denumerable-state game model, we prove the existence of constrained Nash equilibria for the constrained games with denumerable states.
      PubDate: 2018-04-01
      DOI: 10.1007/s00245-016-9374-0
      Issue No: Vol. 77, No. 2 (2018)
  • Exponential and Polynomial Decay in a Thermoelastic-Bresse System with
           Second Sound
    • Authors: Ahmed A. Keddi; Tijani A. Apalara; Salim A. Messaoudi
      Pages: 315 - 341
      Abstract: In this paper we study the well-posedness and the asymptotic stability of a one-dimensional thermoelastic Bresse system, where the heat conduction is given by Cattaneo’s law effective in the shear angle displacements. We establish the well-posedness of the system and prove that the system is exponentially stable depending on the parameters of the system. Furthermore, we show that in general, the system is not exponential stable. In this regards, we prove that the solution decays polynomially.
      PubDate: 2018-04-01
      DOI: 10.1007/s00245-016-9376-y
      Issue No: Vol. 77, No. 2 (2018)
  • Discrete-Time Hybrid Control in Borel Spaces
    • Abstract: A discrete-time hybrid control model with Borel state and action spaces is introduced. In this type of models, the dynamic of the system is composed by two sub-dynamics affecting the evolution of the state; one is of a standard-type that runs almost every time and another is of a special-type that is active under special circumstances. The controller is able to use two different type of actions, each of them is applied to each of the two sub-dynamics, and the activations of these sub-dynamics are possible according to an activation rule that can be handled by the controller. The aim for the controller is to find a control policy, containing a mix of actions (of either standard- or special-type), with the purpose of minimizing an infinite-horizon discounted cost criterion whose discount factor is dependent on the state-action history and may be equal to one at some stages. Two different sets of conditions are proposed to guarantee (i) the finiteness of the cost criterion, (ii) the characterization of the optimal value function and (iii) the existence of optimal control policies; to do so, we employ the dynamic programming approach. A useful characterization that signalizes the accurate times between changes of sub-dynamics in terms of the so-named contact set is also provided. Finally, we introduce two examples that illustrate our results and also show that control models such as discrete-time impulse control models and discrete-time switching control models become special cases of our present hybrid model.
      PubDate: 2018-05-30
      DOI: 10.1007/s00245-018-9503-z
  • Sustainable Harvesting Policies Under Long-Run Average Criteria: Near
    • Authors: Dang H. Nguyen; George Yin
      Abstract: This paper develops near-optimal sustainable harvesting strategies for the predator in a predator-prey system. The objective function is of long-run average per unit time type in the path-wise sense. To date, ecological systems under environmental noise are usually modeled as stochastic differential equations driven by a Brownian motion. Recognizing that the formulation using a Brownian motion is only an idealization, in this paper, it is assumed that the environment is subject to disturbances characterized by a jump process with rapid jump rates. Under broad conditions, it is shown that the systems under consideration can be approximated by a controlled diffusion system. Based on the limit diffusion system, control policies of the original systems are constructed. Such an approach enables us to develop sustainable harvesting policies leading to near optimality. To treat the underlying problems, one of the main difficulties is due to the long-run average objective function. This in turn, requires the handling of a number of issues related to ergodicity. New approaches are developed to obtain the tightness of the underlying processes based on the population dynamic systems.
      PubDate: 2018-05-28
      DOI: 10.1007/s00245-018-9504-y
  • Local Exact Controllability to the Trajectories of the Cahn–Hilliard
    • Authors: Patricio Guzmán
      Abstract: In this paper we prove the local exact controllability to the trajectories of the Cahn–Hilliard equation, which is a nonlinear fourth-order parabolic equation, by means of a control supported on an interior open interval. To prove this result we derive a Carleman estimate that allows us to conclude, thanks to a duality argument, the null controllability of the linearized equation around a given solution. Then, we apply a local inversion theorem to extend the control result to the nonlinear equation.
      PubDate: 2018-05-24
      DOI: 10.1007/s00245-018-9500-2
  • Extensions of the Standard Quadratic Optimization Problem: Strong Duality,
           Optimality, Hidden Convexity and S-lemma
    • Authors: Fabián Flores-Bazán; Gabriel Cárcamo; Stephanie Caro
      Abstract: Many formulations of quadratic allocation problems, portfolio optimization problems, the maximum weight clique problem, among others, take the form as the well-known standard quadratic optimization problem, which consists in minimizing a homogeneous quadratic function on the usual simplex in the non negative orthant. We propose to analyze the same problem when the simplex is substituted by a convex and compact base of any pointed, closed, convex cone (so, the cone of positive semidefinite matrices or the cone of copositive matrices are particular instances). Three main duals (for which a semi-infinite formulation of the primal problem is required) are associated, and we establish some characterizations of strong duality with respect to each of the three duals in terms of copositivity of the Hessian of the quadratic objective function on suitable cones. Such a problem reveals a hidden convexity and the validity of S-lemma. In case of bidimensional quadratic optimization problems, copositivity of the Hessian of the objective function is characterized, and the case when every local solution is global.
      PubDate: 2018-05-23
      DOI: 10.1007/s00245-018-9502-0
  • Two-Sided Space–Time $$L^1$$ L 1 Polynomial Approximation of Hypographs
           Within Polynomial Optimal Control
    • Authors: Bruno Després; Emmanuel Trélat
      Abstract: The polynomial approximation of the hypograph of a function can be recast as a two-sided space–time \(L^1\) minimization problem, related with the Lasso problem. In this paper, we solve this problem within an optimal control framework, which in turn provides insights to develop efficient computation algorithms. We prove existence and uniqueness of the optimal solution and we characterize it by means of the Pontryagin maximum principle. We establish convergence properties as the polynomial degree tends to \(+\infty \) . We provide numerical simulations to illustrate our results. In passing, we study the geometry and, in particular, the extremal points of the convex set of polynomials of one variable having two-sided constraints on an interval.
      PubDate: 2018-05-19
      DOI: 10.1007/s00245-018-9501-1
  • Homogenization of an Elliptic Equation in a Domain with Oscillating
           Boundary with Non-homogeneous Non-linear Boundary Conditions
    • Authors: Rajesh Mahadevan; A. K. Nandakumaran; Ravi Prakash
      Abstract: While considering boundary value problems with oscillating coefficients or in oscillating domains, it is important to associate an asymptotic model which accounts for the average behaviour. This model permits to obtain the average behaviour without costly numerical computations implied by the fine scale of oscillations in the original model. The asymptotic analysis of boundary value problems in oscillating domains has been extensively studied and involves some key issues such as: finding uniformly bounded extension operators for function spaces on oscillating domains, the choice of suitable sequences of test functions for passing to the limit in the variational formulation of the model equations etc. In this article, we study a boundary value problem for the Laplacian in a domain, a part of whose boundary is highly oscillating (periodically), involving non-homogeneous non-linear Neumann or Robin boundary condition on the periodically oscillating boundary. The non-homogeneous Neumann condition or the Robin boundary condition on the oscillating boundary adds a further difficulty to the limit analysis since it involves taking the limits of surface integrals where the surface changes with respect to the parameter. Previously, some model problems have been studied successfully in Gaudiello (Ricerche Mat 43(2):239–292, 1994) and in Mel’nyk (Math Methods Appl Sci 31(9):1005–1027, 2008) by converting the surface term into a volume term using auxiliary boundary value problems. Some problems of this nature have also been studied using an extension of the notion of two-scale convergence (Allaire et al. in Proceedings of the international conference on mathematical modelling of flow through porous media, Singapore, 15–25, 1996, Neuss-Radu in C R Acad Sci Paris Sr I Math 322:899–904, 1996). In this article, we use a different approach to handle of such terms based on the unfolding operator.
      PubDate: 2018-05-10
      DOI: 10.1007/s00245-018-9499-4
  • Boundary of Maximal Monotone Operators Values
    • Authors: Abderrahim Hantoute; Bao Tran Nguyen
      Abstract: We characterize in Hilbert spaces the boundary of the values of maximal monotone operators, by means only of the values at nearby points, which are close enough to the reference point but distinct of it. This allows to write the values of such operators using finite convex combinations of the values at at most two nearby points. We also provide similar characterizations for the normal cone to prox-regular sets.
      PubDate: 2018-05-04
      DOI: 10.1007/s00245-018-9498-5
  • Small-Time Asymptotics for Gaussian Self-Similar Stochastic Volatility
    • Authors: Archil Gulisashvili; Frederi Viens; Xin Zhang
      Abstract: We consider the class of Gaussian self-similar stochastic volatility models, and characterize the small-time (near-maturity) asymptotic behavior of the corresponding asset price density, the call and put pricing functions, and the implied volatility. Away from the money, we express the asymptotics explicitly using the volatility process’ self-similarity parameter H, and its Karhunen–Loève characteristics. Several model-free estimators for H result. At the money, a separate study is required: the asymptotics for small time depend instead on the integrated variance’s moments of orders \(\frac{1}{2}\) and \( \frac{3}{2}\) , and the estimator for H sees an affine adjustment, while remaining model-free.
      PubDate: 2018-04-30
      DOI: 10.1007/s00245-018-9497-6
  • The Early Exercise Boundary Under the Jump to Default Extended CEV Model
    • Authors: João Pedro Vidal Nunes; José Carlos Dias; João Pedro Ruas
      Abstract: This paper proves the existence, uniqueness, monotonicity and continuity of the early exercise boundary attached to American-style standard options under the jump to default extended constant elasticity of variance model of Carr and Linetsky (Financ Stoch 10(3):303–330, 2006).
      PubDate: 2018-04-23
      DOI: 10.1007/s00245-018-9496-7
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