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  Subjects -> MATHEMATICS (Total: 879 journals)
    - APPLIED MATHEMATICS (71 journals)
    - GEOMETRY AND TOPOLOGY (19 journals)
    - MATHEMATICS (651 journals)
    - MATHEMATICS (GENERAL) (42 journals)
    - NUMERICAL ANALYSIS (19 journals)
    - PROBABILITIES AND MATH STATISTICS (77 journals)

MATHEMATICS (651 journals)                  1 2 3 4 | Last

Showing 1 - 200 of 538 Journals sorted alphabetically
Abakós     Open Access   (Followers: 3)
Abhandlungen aus dem Mathematischen Seminar der Universitat Hamburg     Hybrid Journal   (Followers: 2)
Academic Voices : A Multidisciplinary Journal     Open Access   (Followers: 2)
Accounting Perspectives     Full-text available via subscription   (Followers: 8)
ACM Transactions on Algorithms (TALG)     Hybrid Journal   (Followers: 16)
ACM Transactions on Computational Logic (TOCL)     Hybrid Journal   (Followers: 4)
ACM Transactions on Mathematical Software (TOMS)     Hybrid Journal   (Followers: 6)
ACS Applied Materials & Interfaces     Full-text available via subscription   (Followers: 21)
Acta Applicandae Mathematicae     Hybrid Journal   (Followers: 1)
Acta Mathematica     Hybrid Journal   (Followers: 11)
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: 5)
Acta Mathematica Vietnamica     Hybrid Journal  
Acta Mathematicae Applicatae Sinica, English Series     Hybrid Journal  
Advanced Science Letters     Full-text available via subscription   (Followers: 7)
Advances in Applied Clifford Algebras     Hybrid Journal   (Followers: 3)
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: 15)
Advances in Decision Sciences     Open Access   (Followers: 4)
Advances in Difference Equations     Open Access   (Followers: 1)
Advances in Fixed Point Theory     Open Access   (Followers: 5)
Advances in Geosciences (ADGEO)     Open Access   (Followers: 10)
Advances in Linear Algebra & Matrix Theory     Open Access   (Followers: 1)
Advances in Materials Sciences     Open Access   (Followers: 16)
Advances in Mathematical Physics     Open Access   (Followers: 5)
Advances in Mathematics     Full-text available via subscription   (Followers: 10)
Advances in Numerical Analysis     Open Access   (Followers: 4)
Advances in Operations Research     Open Access   (Followers: 11)
Advances in Porous Media     Full-text available via subscription   (Followers: 4)
Advances in Pure and Applied Mathematics     Hybrid Journal   (Followers: 5)
Advances in Pure Mathematics     Open Access   (Followers: 4)
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: 7)
AKSIOMA Journal of Mathematics Education     Open Access   (Followers: 1)
Algebra and Logic     Hybrid Journal   (Followers: 3)
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: 10)
Algorithms Research     Open Access   (Followers: 1)
American Journal of Biostatistics     Open Access   (Followers: 9)
American Journal of Computational and Applied Mathematics     Open Access   (Followers: 3)
American Journal of Mathematical Analysis     Open Access  
American Journal of Mathematics     Full-text available via subscription   (Followers: 7)
American Journal of Operations Research     Open Access   (Followers: 5)
American Mathematical Monthly     Full-text available via subscription   (Followers: 6)
An International Journal of Optimization and Control: Theories & Applications     Open Access   (Followers: 7)
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: 3)
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: 3)
Annals of Data Science     Hybrid Journal   (Followers: 8)
Annals of Discrete Mathematics     Full-text available via subscription   (Followers: 6)
Annals of Mathematics     Full-text available via subscription  
Annals of Mathematics and Artificial Intelligence     Hybrid Journal   (Followers: 6)
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)
Applicable Algebra in Engineering, Communication and Computing     Hybrid Journal   (Followers: 2)
Applications of Mathematics     Hybrid Journal   (Followers: 1)
Applied Categorical Structures     Hybrid Journal   (Followers: 2)
Applied Computational Intelligence and Soft Computing     Open Access   (Followers: 12)
Applied Mathematics     Open Access   (Followers: 3)
Applied Mathematics     Open Access   (Followers: 4)
Applied Mathematics & Optimization     Hybrid Journal   (Followers: 4)
Applied Mathematics - A Journal of Chinese Universities     Hybrid Journal  
Applied Mathematics Letters     Full-text available via subscription   (Followers: 1)
Applied Mathematics Research eXpress     Hybrid Journal   (Followers: 1)
Applied Network Science     Open Access  
Applied Numerical Mathematics     Hybrid Journal   (Followers: 5)
Applied Spatial Analysis and Policy     Hybrid Journal   (Followers: 4)
Arab Journal of Mathematical Sciences     Open Access   (Followers: 2)
Arabian Journal of Mathematics     Open Access   (Followers: 2)
Archive for Mathematical Logic     Hybrid Journal   (Followers: 1)
Archive of Applied Mechanics     Hybrid Journal   (Followers: 4)
Archive of Numerical Software     Open Access  
Archives of Computational Methods in Engineering     Hybrid Journal   (Followers: 4)
Arkiv för Matematik     Hybrid Journal   (Followers: 1)
Arnold Mathematical Journal     Hybrid Journal   (Followers: 1)
Artificial Satellites : The Journal of Space Research Centre of Polish Academy of Sciences     Open Access   (Followers: 19)
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: 7)
Australian Primary Mathematics Classroom     Full-text available via subscription   (Followers: 2)
Australian Senior Mathematics Journal     Full-text available via subscription   (Followers: 1)
Automatic Documentation and Mathematical Linguistics     Hybrid Journal   (Followers: 5)
Axioms     Open Access  
Baltic International Yearbook of Cognition, Logic and Communication     Open Access  
Basin Research     Hybrid Journal   (Followers: 4)
BIBECHANA     Open Access  
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: 21)
Bruno Pini Mathematical Analysis Seminar     Open Access  
Buletinul Academiei de Stiinte a Republicii Moldova. Matematica     Open Access   (Followers: 7)
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 the Brazilian Mathematical Society, New Series     Hybrid Journal  
Bulletin of the London Mathematical Society     Hybrid Journal   (Followers: 3)
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: 18)
Carpathian Mathematical Publications     Open Access   (Followers: 1)
Catalysis in Industry     Hybrid Journal   (Followers: 1)
CEAS Space Journal     Hybrid Journal  
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: 2)
Cogent Mathematics     Open Access   (Followers: 2)
Cognitive Computation     Hybrid Journal   (Followers: 4)
Collectanea Mathematica     Hybrid Journal  
College Mathematics Journal     Full-text available via subscription   (Followers: 2)
COMBINATORICA     Hybrid Journal  
Combustion Theory and Modelling     Hybrid Journal   (Followers: 13)
Commentarii Mathematici Helvetici     Hybrid Journal   (Followers: 1)
Communications in Contemporary Mathematics     Hybrid Journal  
Communications in Mathematical Physics     Hybrid Journal   (Followers: 1)
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: 9)
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: 4)
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: 5)
Concrete Operators     Open Access   (Followers: 4)
Confluentes Mathematici     Hybrid Journal  
COSMOS     Hybrid Journal  
Cryptography and Communications     Hybrid Journal   (Followers: 14)
Cuadernos de Investigación y Formación en Educación Matemática     Open Access  
Cubo. A Mathematical Journal     Open Access  
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: 2)
Discrete Mathematics     Hybrid Journal   (Followers: 7)
Discrete Mathematics & Theoretical Computer Science     Open Access  
Discrete Mathematics, Algorithms and Applications     Hybrid Journal   (Followers: 2)
Discussiones Mathematicae Graph Theory     Open Access   (Followers: 1)
Doklady Mathematics     Hybrid Journal  
Duke Mathematical Journal     Full-text available via subscription   (Followers: 1)
Edited Series on Advances in Nonlinear Science and Complexity     Full-text available via subscription  
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: 3)
Energy for Sustainable Development     Hybrid Journal   (Followers: 9)
Enseñanza de las Ciencias : Revista de Investigación y Experiencias Didácticas     Open Access  
Ensino da Matemática em Debate     Open Access  
Entropy     Open Access   (Followers: 5)
ESAIM: Control Optimisation and Calculus of Variations     Full-text available via subscription   (Followers: 1)
European Journal of Combinatorics     Full-text available via subscription   (Followers: 4)
European Journal of Mathematics     Hybrid Journal   (Followers: 1)
European Scientific Journal     Open Access   (Followers: 2)
Experimental Mathematics     Hybrid Journal   (Followers: 4)
Expositiones Mathematicae     Hybrid Journal   (Followers: 2)
Facta Universitatis, Series : Mathematics and Informatics     Open Access  
Fasciculi Mathematici     Open Access  
Finite Fields and Their Applications     Full-text available via subscription   (Followers: 4)
Fixed Point Theory and Applications     Open Access   (Followers: 1)
Formalized Mathematics     Open Access   (Followers: 2)
Foundations and Trends® in Econometrics     Full-text available via subscription   (Followers: 4)

        1 2 3 4 | Last

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  [2355 journals]
  • Decay Rate of Solutions to Timoshenko System with Past History in
           Unbounded Domains
    • Authors: Maisa Khader; Belkacem Said-Houari
      Pages: 403 - 428
      Abstract: We consider the Cauchy problem for the one-dimensional Timoshenko system coupled with the heat conduction, wherein the latter is described by the Gurtin–Pipkin thermal law. We study the decay properties of the system using the energy method in the Fourier space (to build an appropriate Lyapunov functional) accompanied with some integral estimates. We show that the number \(\alpha _g\) (depending on the parameters of the system) found in (Dell’Oro and Pata J Differ Equ 257(2):523–548, 2014), which rules the evolution in bounded domains, also plays a role in an unbounded domain and controls the behavior of the solution. In fact, we prove that if \(\alpha _g=0,\) then the \(L^2\) -norm of the solution decays with the rate \((1+t)^{-1/12}\) . The same decay rate has been obtained for \(\alpha _g\ne 0,\) but under some higher regularity assumption. This high regularity requirement is known as regularity loss, which means that in order to get the estimate for the \(H^s\) -norm of the solution, we need our initial data to be in the space \(H^{s+s_0},\ s_0>1\) .
      PubDate: 2017-06-01
      DOI: 10.1007/s00245-016-9336-6
      Issue No: Vol. 75, No. 3 (2017)
       
  • Large Deviations for Stochastic Models of Two-Dimensional Second Grade
           Fluids
    • Authors: Jianliang Zhai; Tusheng Zhang
      Pages: 471 - 498
      Abstract: In this paper, we establish a large deviation principle for stochastic models of incompressible second grade fluids. The weak convergence method introduced by Budhiraja and Dupuis (Probab Math Statist 20:39–61, 2000) plays an important role.
      PubDate: 2017-06-01
      DOI: 10.1007/s00245-016-9338-4
      Issue No: Vol. 75, No. 3 (2017)
       
  • Stochastic Control of Tidal Dynamics Equation with Lévy Noise
    • Authors: Pooja Agarwal; Utpal Manna; Debopriya Mukherjee
      Abstract: In this work we first present the existence, uniqueness and regularity of the strong solution of the tidal dynamics model perturbed by Lévy noise. Monotonicity arguments have been exploited in the proofs. We then formulate a martingale problem of Stroock and Varadhan associated to an initial value control problem and establish existence of optimal controls.
      PubDate: 2017-07-13
      DOI: 10.1007/s00245-017-9440-2
       
  • On the Viscoelastic Mixtures of Solids
    • Authors: Jose R. Fernández; Antonio Magaña; María Masid; Ramón Quintanilla
      Abstract: In this paper we analyze an homogeneous and isotropic mixture of viscoelastic solids. We propose conditions to guarantee the coercivity of the internal energy and also of the dissipation, first in dimension two and later in dimension three. We obtain an uniqueness result for the solutions when the dissipation is positive and without any hypothesis over the internal energy. When the internal energy and the dissipation are both positive, we prove the existence of solutions as well as their analyticity. Exponential stability and impossibility of localization of the solutions are immediate consequences.
      PubDate: 2017-07-12
      DOI: 10.1007/s00245-017-9439-8
       
  • Mean Field Control Hierarchy
    • Authors: Giacomo Albi; Young-Pil Choi; Massimo Fornasier; Dante Kalise
      Abstract: In this paper we model the role of a government of a large population as a mean field optimal control problem. Such control problems are constrained by a PDE of continuity-type, governing the dynamics of the probability distribution of the agent population. We show the existence of mean field optimal controls both in the stochastic and deterministic setting. We derive rigorously the first order optimality conditions useful for numerical computation of mean field optimal controls. We introduce a novel approximating hierarchy of sub-optimal controls based on a Boltzmann approach, whose computation requires a very moderate numerical complexity with respect to the one of the optimal control. We provide numerical experiments for models in opinion formation comparing the behavior of the control hierarchy.
      PubDate: 2017-07-06
      DOI: 10.1007/s00245-017-9429-x
       
  • Erratum to: A Comparison Principle for PDEs Arising in Approximate Hedging
           Problems: Application to Bermudan Options
    • Authors: Géraldine Bouveret; Jean-François Chassagneux
      PubDate: 2017-07-03
      DOI: 10.1007/s00245-017-9438-9
       
  • Discrete-Time Mean Field Partially Observable Controlled Systems Subject
           to Common Noise
    • Authors: M. H. M. Chau; Y. Lai; S. C. P. Yam
      Abstract: In this article, we provide the first systemic study on discrete time partially observable mean field systems in the presence of a common noise. Each player makes decision solely based on the observable process. Both the mean field games and the related tractable mean field type stochastic control problem are studied. We first solve the mean field type control problem using classical discrete time Kalman filter with notable modifications. The unique existence of the resulted forward backward stochastic difference system is then established by separation principle. The mean field game problem is also solved via an application of stochastic maximum principle, while the existence of the mean field equilibrium is shown by the Schauder’s fixed point theorem.
      PubDate: 2017-07-01
      DOI: 10.1007/s00245-017-9437-x
       
  • Mean Field Games of Timing and Models for Bank Runs
    • Authors: René Carmona; François Delarue; Daniel Lacker
      Abstract: The goal of the paper is to introduce a set of problems which we call mean field games of timing. We motivate the formulation by a dynamic model of bank run in a continuous-time setting. We briefly review the economic and game theoretic contributions at the root of our effort, and we develop a mathematical theory for continuous-time stochastic games where the strategic decisions of the players are merely choices of times at which they leave the game, and the interaction between the strategic players is of a mean field nature.
      PubDate: 2017-06-30
      DOI: 10.1007/s00245-017-9435-z
       
  • A Maximum Principle for Mean-Field SDEs with Time Change
    • Authors: Giulia Di Nunno; Hannes Haferkorn
      Abstract: Time change is a powerful technique for generating noises and providing flexible models. In the framework of time changed Brownian and Poisson random measures we study the existence and uniqueness of a solution to a general mean-field stochastic differential equation. We consider a mean-field stochastic control problem for mean-field controlled dynamics and we present a necessary and a sufficient maximum principle. For this we study existence and uniqueness of solutions to mean-field backward stochastic differential equations in the context of time change. An example of a centralised control in an economy with specialised sectors is provided.
      PubDate: 2017-06-30
      DOI: 10.1007/s00245-017-9426-0
       
  • Editorial: Second Issue on Mean Field Games
    • Authors: Alain Bensoussan; François Delarue
      PubDate: 2017-06-29
      DOI: 10.1007/s00245-017-9436-y
       
  • An Alternative Approach to Mean Field Game with Major and Minor Players,
           and Applications to Herders Impacts
    • Authors: Rene Carmona; Peiqi Wang
      Abstract: The goal of the paper is to introduce a formulation of the mean field game with major and minor players as a fixed point on a space of controls. This approach emphasizes naturally the role played by McKean–Vlasov dynamics in some of the players’ optimization problems. We apply this approach to linear quadratic models for which we recover the existing solutions for open loop equilibria, and we show that we can also provide solutions for closed loop versions of the game. Finally, we implement numerically our theoretical results on a simple model of flocking.
      PubDate: 2017-06-29
      DOI: 10.1007/s00245-017-9430-4
       
  • Optimal Social Policies in Mean Field Games
    • Authors: Galo Nuño
      Abstract: This paper analyzes problems in which a large benevolent player, controlling a set of policy variables, maximizes aggregate welfare in a continuous-time economy populated by atomistic agents subject to idiosyncratic shocks. We first provide as a benchmark the social optimum solution, in which a planner directly determines the individual controls. Then we analyze the optimal design of social policies depending on whether the large player may credibly commit to the future path of policies. On the one hand, we analyze the open-loop Stackelberg solution, in which the optimal policy path is set at time zero and the problem is time-inconsistent. On the other hand we analyze the time-consistent feedback Stackelberg solution.
      PubDate: 2017-06-23
      DOI: 10.1007/s00245-017-9433-1
       
  • The Convergence Problem in Mean Field Games with Local Coupling
    • Authors: P. Cardaliaguet
      Abstract: The paper studies the convergence, as N tends to infinity, of a system of N coupled Hamilton–Jacobi equations, the Nash system, when the coupling between the players becomes increasingly singular. The limit equation turns out to be a mean field game system with a local coupling.
      PubDate: 2017-06-23
      DOI: 10.1007/s00245-017-9434-0
       
  • Existence Results and Optimal Control for a Class of Quasi Mixed
           Equilibrium Problems Involving the ( f ,  g ,  h )-Quasimonotonicity
    • Authors: Zhenhai Liu; Stanisław Migórski; Biao Zeng
      Abstract: In this paper, by introducing a new concept of the (f, g, h)-quasimonotonicity and applying the maximal monotonicity of bifunctions and KKM technique, we show the existence results of solutions for quasi mixed equilibrium problems when the constraint set is compact, bounded and unbounded, respectively, which extends and improves several well-known results in many respects. Next, we also obtain a result of optimal control to a minimization problem. Our main results can be applied to the problems of evolution equations, differential inclusions and hemivariational inequalities.
      PubDate: 2017-06-22
      DOI: 10.1007/s00245-017-9431-3
       
  • A Strong Convergence Theorem for the Split Common Null Point Problem in
           Banach Spaces
    • Authors: Truong Minh Tuyen
      Abstract: In this paper, we study the split common null point problem. Then, using the hybrid projection method and the metric resolvent of monotone operators, we prove a strong convergence theorem for an iterative method for finding a solution of this problem in Banach spaces.
      PubDate: 2017-06-22
      DOI: 10.1007/s00245-017-9427-z
       
  • New Second-Order Karush–Kuhn–Tucker Optimality Conditions for
           Vector Optimization
    • Authors: Nguyen Quang Huy; Do Sang Kim; Nguyen Van Tuyen
      Abstract: In the present paper, we focus on the vector optimization problems with constraints, where objective functions and constrained functions are Fréchet differentiable, and whose gradient mapping is locally Lipschitz. By using the second-order symmetric subdifferential and the second-order tangent set, we introduce some new types of second-order regularity conditions in the sense of Abadie. Then we establish some second-order necessary optimality conditions Karush–Kuhn–Tucker-type for local efficient (weak efficient, Geoffrion properly efficient) solutions of the considered problem. In addition, we provide some sufficient conditions for a local efficient solution to such problem.
      PubDate: 2017-06-20
      DOI: 10.1007/s00245-017-9432-2
       
  • Optimal Contraception Control for a Nonlinear Vermin Population Model with
           Size-Structure
    • Authors: Rong Liu; Guirong Liu
      Abstract: This paper investigates the optimal contraception control for a nonlinear size-structured population model with three kinds of mortality rates: intrinsic, intra-competition and female sterilant. First, we transform the model to a system of two subsystems, and establish the existence of a unique non-negative solution by means of frozen coefficients and fixed point theory, and show the continuous dependence of the population density on control variable. Then, the existence of an optimal control strategy is proved via compactness and extremal sequence. Next, necessary optimality conditions of first order are established in the form of an Euler–Lagrange system by the use of tangent-normal cone technique and adjoint system. Moreover, a numerical result for the optimal control strategy is presented. Our conclusions would be useful for managing the vermin.
      PubDate: 2017-06-19
      DOI: 10.1007/s00245-017-9428-y
       
  • Stochastic Control of Memory Mean-Field Processes
    • Authors: Nacira Agram; Bernt Øksendal
      Abstract: By a memory mean-field process we mean the solution \(X(\cdot )\) of a stochastic mean-field equation involving not just the current state X(t) and its law \(\mathcal {L}(X(t))\) at time t,  but also the state values X(s) and its law \(\mathcal {L}(X(s))\) at some previous times \(s<t.\) Our purpose is to study stochastic control problems of memory mean-field processes. We consider the space \(\mathcal {M}\) of measures on \(\mathbb {R}\) with the norm \( \cdot _{\mathcal {M}}\) introduced by Agram and Øksendal (Model uncertainty stochastic mean-field control. arXiv:1611.01385v5, [2]), and prove the existence and uniqueness of solutions of memory mean-field stochastic functional differential equations. We prove two stochastic maximum principles, one sufficient (a verification theorem) and one necessary, both under partial information. The corresponding equations for the adjoint variables are a pair of (time-advanced backward stochastic differential equations (absdes), one of them with values in the space of bounded linear functionals on path segment spaces. As an application of our methods, we solve a memory mean–variance problem as well as a linear–quadratic problem of a memory process.
      PubDate: 2017-06-17
      DOI: 10.1007/s00245-017-9425-1
       
  • A Verification Theorem for Optimal Stopping Problems with Expectation
           Constraints
    • Authors: Stefan Ankirchner; Maike Klein; Thomas Kruse
      Abstract: We consider the problem of optimally stopping a continuous-time process with a stopping time satisfying a given expectation cost constraint. We show, by introducing a new state variable, that one can transform the problem into an unconstrained control problem and hence obtain a dynamic programming principle. We characterize the value function in terms of the dynamic programming equation, which turns out to be an elliptic, fully non-linear partial differential equation of second order. We prove a classical verification theorem and illustrate its applicability with several examples.
      PubDate: 2017-06-10
      DOI: 10.1007/s00245-017-9424-2
       
  • Asymptotic Behavior for a Class of Logarithmic Wave Equations with Linear
           Damping
    • Authors: Qingying Hu; Hongwei Zhang; Gongwei Liu
      Abstract: We consider the initial boundary value problem for a class of logarithmic wave equations with linear damping. By constructing a potential well and using the logarithmic Sobolev inequality, we prove that, if the solution lies in the unstable set or the initial energy is negative, the solution will grow as an exponential function in the \(H^1_0(\Omega )\) norm as time goes to infinity. If the solution lies in a smaller set compared with the stable set, we can estimate the decay rate of the energy. These results are extensions of earlier results.
      PubDate: 2017-06-07
      DOI: 10.1007/s00245-017-9423-3
       
 
 
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