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搜索结果: 1-15 共查到理学 Variational Inequalities相关记录31条 . 查询时间(0.078 秒)
We consider elliptic and parabolic variational equations and inequalities governed by integro-differential operators of order 2s ∈ (0,2]. Our main motivation is the pricing of European or Amer...
Motivated by the pricing of American options for baskets we consider a parabolic variational inequality in a bounded polyhedral domain Ω ⊂ Rd with a continuous piecewise smooth obstacle. ...
We study a two-player zero-sum stochastic differential game with both players adopting impulse controls, on a finite time horizon. The Hamilton-Jacobi-Bellman-Isaacs (HJBI) partial differential equati...
We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived un...
Abstract: In this paper we derive higher order convergence rates in terms of the Bregman distance for Tikhonov like convex regularisation for linear operator equations on Banach spaces. The approach i...
In this paper we study the asymptotic behavior of the solu-tion of quasilinear parametric variational inequalities posed in a cylinder with a thin neck, and we obtain the limit problem.
In this paper we study variational inequalities using the Schwarz method. The main idea of this method consists in decomposing the domain in two subdomains. We give a simple proof for the main result ...
In this paper we investigate optimal control problems governed by variational inequalities. We give optimality conditions under classical assumptions using a dual regularized functional to interpret t...
In this note some numerical experiments to illustration for convergence rates of regularized solution for ill-posed inverse-strongly monotone mixed variational inequalities are presented.
In this paper, we construct and study the convergence of the finite dimensional approximation for the mixed variational inequalities with Jpseudomonotone operators and convex nondifferentiable functio...
In this work, we consider firstly the existence of the solution of generalized quasi-variational inequalities;secondly,we discuss the stability and on essential components of it’s solution set.
The hybrid proximal point algorithm introduced by Solodov and Svaiter allowing significant relaxation of the tolerance requirements imposed on the solution of proximal subproblems will be combined wit...
In this paper, we introduce and study a new class of generalized nonlinear mixed quasi-variational inequalities involving maximal -monotone mapping. Using the resolvent operator technique for maximal ...

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