Impulse Control And Quasi Variational Inequalities

Download Impulse Control And Quasi Variational Inequalities full books in PDF, epub, and Kindle. Read online Impulse Control And Quasi Variational Inequalities ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Impulse Control and Quasi Variational Inequalities

Author : Alain Bensoussan
Publisher : John Wiley & Sons
ISBN 13 : 9780471918578
Total Pages : 704 pages
Book Rating : 4.9/5 (185 download)

DOWNLOAD NOW!

Book Synopsis Impulse Control and Quasi Variational Inequalities by : Alain Bensoussan

Download or read book Impulse Control and Quasi Variational Inequalities written by Alain Bensoussan and published by John Wiley & Sons. This book was released on 1987-12-01 with total page 704 pages. Available in PDF, EPUB and Kindle. Book excerpt: The general aim of this book is to establish and study the relations that exist, via dynamic programming, between, on the one hand, stochastic control, and on the other hand variational and quasi-variational inequalities, with the intention of obtaining constructive methods of solution by numerical methods. It begins with numerous examples which occur in applications and goes on to study, from an analytical viewpoint, both elliptic and parabolic quasi-variational inequalities. Finally the authors reconstruct an optimal control starting from the solution of the quasi-variational inequality.

Impulse Control and Quasi-variational Inequalities

Author : Alain Bensoussan
Publisher : Bordas Editions
ISBN 13 :
Total Pages : 712 pages
Book Rating : 4.:/5 (44 download)

DOWNLOAD NOW!

Book Synopsis Impulse Control and Quasi-variational Inequalities by : Alain Bensoussan

Download or read book Impulse Control and Quasi-variational Inequalities written by Alain Bensoussan and published by Bordas Editions. This book was released on 1984 with total page 712 pages. Available in PDF, EPUB and Kindle. Book excerpt: "The general aim of this book is to establish and study the relations that exist, via dynamic programming, between, on the one hand, stochastic control, and on the other hand variational and quasi-variational inequalities, with the intention of obtaining constructive methods of solution by numerical methods. It begins with numerous examples which occur in applications and goes on to study, from an analytical viewpoint, both elliptic and parabolic quasi-variational inequalities. Finally the authors reconstruct an optimal control starting from the solution of the quasi-variational inequality."--Amazon.

Variational Inequalities and Frictional Contact Problems

Author : Anca Capatina
Publisher : Springer
ISBN 13 : 3319101633
Total Pages : 242 pages
Book Rating : 4.3/5 (191 download)

DOWNLOAD NOW!

Book Synopsis Variational Inequalities and Frictional Contact Problems by : Anca Capatina

Download or read book Variational Inequalities and Frictional Contact Problems written by Anca Capatina and published by Springer. This book was released on 2014-09-16 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: Variational Inequalities and Frictional Contact Problems contains a carefully selected collection of results on elliptic and evolutionary quasi-variational inequalities including existence, uniqueness, regularity, dual formulations, numerical approximations and error estimates ones. By using a wide range of methods and arguments, the results are presented in a constructive way, with clarity and well justified proofs. This approach makes the subjects accessible to mathematicians and applied mathematicians. Moreover, this part of the book can be used as an excellent background for the investigation of more general classes of variational inequalities. The abstract variational inequalities considered in this book cover the variational formulations of many static and quasi-static contact problems. Based on these abstract results, in the last part of the book, certain static and quasi-static frictional contact problems in elasticity are studied in an almost exhaustive way. The readers will find a systematic and unified exposition on classical, variational and dual formulations, existence, uniqueness and regularity results, finite element approximations and related optimal control problems. This part of the book is an update of the Signorini problem with nonlocal Coulomb friction, a problem little studied and with few results in the literature. Also, in the quasi-static case, a control problem governed by a bilateral contact problem is studied. Despite the theoretical nature of the presented results, the book provides a background for the numerical analysis of contact problems. The materials presented are accessible to both graduate/under graduate students and to researchers in applied mathematics, mechanics, and engineering. The obtained results have numerous applications in mechanics, engineering and geophysics. The book contains a good amount of original results which, in this unified form, cannot be found anywhere else.

Optimal Control and Partial Differential Equations

Author : José Luis Menaldi
Publisher : IOS Press
ISBN 13 : 9781586030964
Total Pages : 632 pages
Book Rating : 4.0/5 (39 download)

DOWNLOAD NOW!

Book Synopsis Optimal Control and Partial Differential Equations by : José Luis Menaldi

Download or read book Optimal Control and Partial Differential Equations written by José Luis Menaldi and published by IOS Press. This book was released on 2001 with total page 632 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains more than sixty invited papers of international wellknown scientists in the fields where Alain Bensoussan's contributions have been particularly important: filtering and control of stochastic systems, variationnal problems, applications to economy and finance, numerical analysis... In particular, the extended texts of the lectures of Professors Jens Frehse, Hitashi Ishii, Jacques-Louis Lions, Sanjoy Mitter, Umberto Mosco, Bernt Oksendal, George Papanicolaou, A. Shiryaev, given in the Conference held in Paris on December 4th, 2000 in honor of Professor Alain Bensoussan are included.

Vector Variational Inequalities and Vector Equilibria

Author : F. Giannessi
Publisher : Springer Science & Business Media
ISBN 13 : 1461302994
Total Pages : 522 pages
Book Rating : 4.4/5 (613 download)

DOWNLOAD NOW!

Book Synopsis Vector Variational Inequalities and Vector Equilibria by : F. Giannessi

Download or read book Vector Variational Inequalities and Vector Equilibria written by F. Giannessi and published by Springer Science & Business Media. This book was released on 2013-12-01 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals with the mathematical theory of vector variational inequalities with special reference to equilibrium problems. Such models have been introduced recently to study new problems from mechanics, structural engineering, networks, and industrial management, and to revisit old ones. The common feature of these problems is that given by the presence of concurrent objectives and by the difficulty of identifying a global functional (like energy) to be extremized. The vector variational inequalities have the advantage of both the variational ones and vector optimization which are found as special cases. Among several applications, the equilibrium flows on a network receive special attention. Audience: The book is addressed to academic researchers as well as industrial ones, in the fields of mathematics, engineering, mathematical programming, control theory, operations research, computer science, and economics.

Applied Functional Analysis

Author : Abul Hasan Siddiqi
Publisher : CRC Press
ISBN 13 : 0824756622
Total Pages : 536 pages
Book Rating : 4.8/5 (247 download)

DOWNLOAD NOW!

Book Synopsis Applied Functional Analysis by : Abul Hasan Siddiqi

Download or read book Applied Functional Analysis written by Abul Hasan Siddiqi and published by CRC Press. This book was released on 2003-09 with total page 536 pages. Available in PDF, EPUB and Kindle. Book excerpt: The methods of functional analysis have helped solve diverse real-world problems in optimization, modeling, analysis, numerical approximation, and computer simulation. Applied Functional Analysis presents functional analysis results surfacing repeatedly in scientific and technological applications and presides over the most current analytical and numerical methods in infinite-dimensional spaces. This reference highlights critical studies in projection theorem, Riesz representation theorem, and properties of operators in Hilbert space and covers special classes of optimization problems. Supported by 2200 display equations, this guide incorporates hundreds of up-to-date citations.

Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces

Author : Michael Ulbrich
Publisher : SIAM
ISBN 13 : 9781611970692
Total Pages : 322 pages
Book Rating : 4.9/5 (76 download)

DOWNLOAD NOW!

Book Synopsis Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces by : Michael Ulbrich

Download or read book Semismooth Newton Methods for Variational Inequalities and Constrained Optimization Problems in Function Spaces written by Michael Ulbrich and published by SIAM. This book was released on 2011-01-01 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: Semismooth Newton methods are a modern class of remarkably powerful and versatile algorithms for solving constrained optimization problems with partial differential equations (PDEs), variational inequalities, and related problems. This book provides a comprehensive presentation of these methods in function spaces, striking a balance between thoroughly developed theory and numerical applications. Although largely self-contained, the book also covers recent developments in the field, such as state-constrained problems, and offers new material on topics such as improved mesh independence results. The theory and methods are applied to a range of practically important problems, including: optimal control of nonlinear elliptic differential equations, obstacle problems, and flow control of instationary Navier-Stokes fluids. In addition, the author covers adjoint-based derivative computation and the efficient solution of Newton systems by multigrid and preconditioned iterative methods.

Variational and Quasivariational Inequalities

Author : C. Baiocchi
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 472 pages
Book Rating : 4.:/5 (44 download)

DOWNLOAD NOW!

Book Synopsis Variational and Quasivariational Inequalities by : C. Baiocchi

Download or read book Variational and Quasivariational Inequalities written by C. Baiocchi and published by John Wiley & Sons. This book was released on 1984 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Uncertainty Quantification in Variational Inequalities

Author : Joachim Gwinner
Publisher : CRC Press
ISBN 13 : 1351857673
Total Pages : 405 pages
Book Rating : 4.3/5 (518 download)

DOWNLOAD NOW!

Book Synopsis Uncertainty Quantification in Variational Inequalities by : Joachim Gwinner

Download or read book Uncertainty Quantification in Variational Inequalities written by Joachim Gwinner and published by CRC Press. This book was released on 2021-12-24 with total page 405 pages. Available in PDF, EPUB and Kindle. Book excerpt: Uncertainty Quantification (UQ) is an emerging and extremely active research discipline which aims to quantitatively treat any uncertainty in applied models. The primary objective of Uncertainty Quantification in Variational Inequalities: Theory, Numerics, and Applications is to present a comprehensive treatment of UQ in variational inequalities and some of its generalizations emerging from various network, economic, and engineering models. Some of the developed techniques also apply to machine learning, neural networks, and related fields. Features First book on UQ in variational inequalities emerging from various network, economic, and engineering models Completely self-contained and lucid in style Aimed for a diverse audience including applied mathematicians, engineers, economists, and professionals from academia Includes the most recent developments on the subject which so far have only been available in the research literature

Fixed Point Theory and Applications

Author : Yeol Je Cho
Publisher : Nova Publishers
ISBN 13 : 9781590338902
Total Pages : 240 pages
Book Rating : 4.3/5 (389 download)

DOWNLOAD NOW!

Book Synopsis Fixed Point Theory and Applications by : Yeol Je Cho

Download or read book Fixed Point Theory and Applications written by Yeol Je Cho and published by Nova Publishers. This book was released on 2004 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fixed Point Theory & Applications, Volume 5

XII Symposium of Probability and Stochastic Processes

Author : Daniel Hernández-Hernández
Publisher : Springer
ISBN 13 : 3319776436
Total Pages : 240 pages
Book Rating : 4.3/5 (197 download)

DOWNLOAD NOW!

Book Synopsis XII Symposium of Probability and Stochastic Processes by : Daniel Hernández-Hernández

Download or read book XII Symposium of Probability and Stochastic Processes written by Daniel Hernández-Hernández and published by Springer. This book was released on 2018-06-26 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the XII Symposium of Probability and Stochastic Processes which took place at Universidad Autonoma de Yucatan in Merida, Mexico, on November 16–20, 2015. This meeting was the twelfth meeting in a series of ongoing biannual meetings aimed at showcasing the research of Mexican probabilists as well as promote new collaborations between the participants. The book features articles drawn from different research areas in probability and stochastic processes, such as: risk theory, limit theorems, stochastic partial differential equations, random trees, stochastic differential games, stochastic control, and coalescence. Two of the main manuscripts survey recent developments on stochastic control and scaling limits of Markov-branching trees, written by Kazutoshi Yamasaki and Bénédicte Haas, respectively. The research-oriented manuscripts provide new advances in active research fields in Mexico. The wide selection of topics makes the book accessible to advanced graduate students and researchers in probability and stochastic processes.

An Introduction to Variational Inequalities and Their Applications

Author : David Kinderlehrer
Publisher : SIAM
ISBN 13 : 0898714664
Total Pages : 328 pages
Book Rating : 4.8/5 (987 download)

DOWNLOAD NOW!

Book Synopsis An Introduction to Variational Inequalities and Their Applications by : David Kinderlehrer

Download or read book An Introduction to Variational Inequalities and Their Applications written by David Kinderlehrer and published by SIAM. This book was released on 2000-01-01 with total page 328 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unabridged republication is a resource for topics in elliptic equations and systems and free boundary problems.

Recent Mathematical Methods in Dynamic Programming

Author : Italo Capuzzo Dolcetta
Publisher : Springer
ISBN 13 : 354039365X
Total Pages : 208 pages
Book Rating : 4.5/5 (43 download)

DOWNLOAD NOW!

Book Synopsis Recent Mathematical Methods in Dynamic Programming by : Italo Capuzzo Dolcetta

Download or read book Recent Mathematical Methods in Dynamic Programming written by Italo Capuzzo Dolcetta and published by Springer. This book was released on 2006-11-14 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications

Author : Łukasz Delong
Publisher : Springer Science & Business Media
ISBN 13 : 1447153316
Total Pages : 285 pages
Book Rating : 4.4/5 (471 download)

DOWNLOAD NOW!

Book Synopsis Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications by : Łukasz Delong

Download or read book Backward Stochastic Differential Equations with Jumps and Their Actuarial and Financial Applications written by Łukasz Delong and published by Springer Science & Business Media. This book was released on 2013-06-12 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: Backward stochastic differential equations with jumps can be used to solve problems in both finance and insurance. Part I of this book presents the theory of BSDEs with Lipschitz generators driven by a Brownian motion and a compensated random measure, with an emphasis on those generated by step processes and Lévy processes. It discusses key results and techniques (including numerical algorithms) for BSDEs with jumps and studies filtration-consistent nonlinear expectations and g-expectations. Part I also focuses on the mathematical tools and proofs which are crucial for understanding the theory. Part II investigates actuarial and financial applications of BSDEs with jumps. It considers a general financial and insurance model and deals with pricing and hedging of insurance equity-linked claims and asset-liability management problems. It additionally investigates perfect hedging, superhedging, quadratic optimization, utility maximization, indifference pricing, ambiguity risk minimization, no-good-deal pricing and dynamic risk measures. Part III presents some other useful classes of BSDEs and their applications. This book will make BSDEs more accessible to those who are interested in applying these equations to actuarial and financial problems. It will be beneficial to students and researchers in mathematical finance, risk measures, portfolio optimization as well as actuarial practitioners.

Topological Vector Spaces, Algebras and Related Areas

Author : A Lau
Publisher : CRC Press
ISBN 13 : 9780582257771
Total Pages : 284 pages
Book Rating : 4.2/5 (577 download)

DOWNLOAD NOW!

Book Synopsis Topological Vector Spaces, Algebras and Related Areas by : A Lau

Download or read book Topological Vector Spaces, Algebras and Related Areas written by A Lau and published by CRC Press. This book was released on 1995-05-15 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of an international conference held to mark the retirement of Professor Taqdir Husain from McMaster University. The contributions, covering topics such as topological vector spaces, topological algebras and related areas, reflect Husain's research interests and present surveys and new research in the topics of the conference.

Numerical Methods in Finance

Author : Michèle Breton
Publisher : Springer Science & Business Media
ISBN 13 : 0387251189
Total Pages : 268 pages
Book Rating : 4.3/5 (872 download)

DOWNLOAD NOW!

Book Synopsis Numerical Methods in Finance by : Michèle Breton

Download or read book Numerical Methods in Finance written by Michèle Breton and published by Springer Science & Business Media. This book was released on 2005-12-05 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: GERAD celebrates this year its 25th anniversary. The Center was created in 1980 by a small group of professors and researchers of HEC Montreal, McGill University and of the Ecole Polytechnique de Montreal. GERAD's activities achieved sufficient scope to justify its conversion in June 1988 into a Joint Research Centre of HEC Montreal, the Ecole Polytechnique de Montreal and McGill University. In 1996, the U- versite du Quebec a Montreal joined these three institutions. GERAD has fifty members (professors), more than twenty research associates and post doctoral students and more than two hundreds master and Ph.D. students. GERAD is a multi-university center and a vital forum for the devel- ment of operations research. Its mission is defined around the following four complementarily objectives: • The original and expert contribution to all research fields in GERAD's area of expertise; • The dissemination of research results in the best scientific outlets as well as in the society in general; • The training of graduate students and post doctoral researchers; • The contribution to the economic community by solving important problems and providing transferable tools.

Handbook of Research on Interdisciplinary Perspectives on the Threats and Impacts of Pandemics

Author : Omeraki Çekirdekci, ?ahver
Publisher : IGI Global
ISBN 13 : 179988676X
Total Pages : 556 pages
Book Rating : 4.7/5 (998 download)

DOWNLOAD NOW!

Book Synopsis Handbook of Research on Interdisciplinary Perspectives on the Threats and Impacts of Pandemics by : Omeraki Çekirdekci, ?ahver

Download or read book Handbook of Research on Interdisciplinary Perspectives on the Threats and Impacts of Pandemics written by Omeraki Çekirdekci, ?ahver and published by IGI Global. This book was released on 2021-11-26 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: The COVID-19 pandemic shook the world to its core. After a brief pause, organizations of all kinds had to adapt to the new circumstances given to them with very little time. The presence of the pandemic caused multiple threats that caused several disruptions to the norms, beliefs, and practices in various domains of everyday life. Both from macro and micro perspectives, individuals, households, markets, institutions, and governments developed strategies to respond to the new environment—responses that hope to eliminate or at least decrease the threats of the COVID-19 pandemic. The Handbook of Research on Interdisciplinary Perspectives on the Threats and Impacts of Pandemics explores the COVID-19 pandemic from an interdisciplinary perspective and determines how future pandemics may impact society. Beginning as a health threat, the pandemic has led the way to economic, social, psychological, political, and informational crises necessitating the examination of the phenomenon from different academic disciplines. Covering topics such as distance education, human security, and predictions, this handbook of research is an essential resource for scholars, managers, media representatives, governors, health officials, government officials, policymakers, students, professors, researchers, and academicians.