scientific article; zbMATH DE number 3511076
From MaRDI portal
Publication:4090957
Cited in
(51)- A dual view of equilibrium problems
- Profit-maximizing operation and valuation of hydroelectric plant: a new solution to the Koopmans problem
- Non-convex self-dual Lagrangians: new variational principles of symmetric boundary value problems
- Existence theorems for general control problems of Bolza and Lagrange
- On the generalized parallel sum of two maximal monotone operators of Gossez type (D)
- Periodic solutions for a class of nonlinear hyperbolic equations
- On the efficiency and optimality of random allocations
- Quasi-relative interior-type constraint qualifications ensuring strong Lagrange duality for optimization problems with cone and affine constraints
- The infinite dimensional Lagrange multiplier rule for convex optimization problems
- Integral functionals on Souslin locally convex spaces
- A submodular approach to discrete dynamic programming
- Duality in vector optimization via augmented Lagrangian
- Integrals, conditional expectations, and martingales of multivalued functions
- Mosco convergence in locally convex spaces
- Even convexity, subdifferentiability, and {\(\Gamma\)}-regularization in general topological vector spaces
- Solvability theorems for classes of difference convex functions
- On optimal allocation of risk vectors
- Duality and infinite dimensional optimization
- Generalized gradients of Lipschitz functionals
- Stochastic convex programming: Kuhn-Tucker conditions
- On some inverse stability problems for the epigraphical sum
- The relevance of convex analysis for the study of monotonicity
- A smoothing Newton method for a type of inverse semi-definite quadratic programming problem
- Second-order moderate derivatives
- Variational composition of a monotone operator and a linear mapping with applications to elliptic PDEs with singular coefficients
- Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
- Image decomposition into a bounded variation component and an oscillating component
- Efficiency and Cramer-Rao type inequalities for convex loss functions
- A chain rule for \(\varepsilon\)-subdifferentials with applications to approximate solutions in convex Pareto problems
- Conjugate duality and its implications in dynamic programming
- Robust risk management
- Optimal consumption choices for a `large' investor
- A new variational principle and duality for periodic solutions of Hamilton's equations
- Intégrales convexes et probabilités
- Sufficient second-order optimality conditions for convex control constraints
- On a Dirichlet problem with \(p(x)\)-Laplacian
- Periodic solutions for abstract Hamiltonian equations
- An approximation result for normal integrands and applications to relaxed controls theory
- Efficiency rents of pumped-storage plants and their uses for operation and investment decisions
- An inverse function theorem in Fréchet spaces
- Necessary extremum conditions of convex differential inclusions with phase constraints
- Dynamic plasticity models
- Abstract study of optimality conditions
- Existence of periodic solutions for nonlinear differential equations
- Minimization of entropy functionals
- Lower CS-closed sets and functions
- A generalisation of geometric programming with an application to information theory
- An application of Ekeland's theorem to minimax problems
- Multidimensional mechanism design for auctions with externalities
- An existence and uniqueness theorem for an optimal inventory problem with forecasting
- On the optimal control problem governed by the nonlinear elastic beam equation
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4090957)
