Second-Order Optimality Conditions in Set Optimization

In this paper, we propose second-order epiderivatives for set-valued maps. By using these concepts, second-order necessary optimality conditions and a sufficient optimality condition are given in set optimization. These conditions extend some known results in optimization.The authors are grateful to the referees for careful reading and helpful remarks.     

On Minimax Fractional Optimality and Duality with Generalized Convexity

In this paper, we establish several sufficient optimality conditions for a class of generalized minimax fractional programming. Based on the sufficient conditions, a new dual model is constructed and duality results are derived. Our study naturally unifies and extends some previously known results in the framework of generalized convexity and dual models. Mathematics Subject Classifications: 90C25, 90C32, 90C47.     

连续型单参指数族参数的经验Bayes检验问题:NA样本情形

本文对连续型单参指数族单边和双边假设检验问题导出了Bayes检验函数 ,利用同分布NA样本构造了经验Bayes(EB)检验函数 ,在适当条件下证明了EB检验函数的渐近最优性并获得了其收敛速度 ,文末给出一个满足定理条件的例子     

Parameter identification problem for the equation of motion of membrane with strong viscosity

The parameter identification problem of constant parameters in the equation of membrane with strong viscosity is studied. The problem is formulated by a minimization of quadratic cost functionals by distributive measurements. The existence of optimal parameters and necessary optimality conditions for the parameters are proved.     

Chains of reinsurance: Non-cooperative equilibria and pareto optimality

The purpose of this paper is to extend Gerber's seminal paper on chains of reinsurance in three directions: (i) to throw some light on the rationale of finite chains under the Stackelberg equilibria introduced by Gerber, (ii) to propose new non-cooperative equilibrium concepts, of the Cournot type, which allow the first reinsured to transfer more than 50 percent of its risk if the risk aversion is the same for all companies, and (iii) to compare the Pareto optimal and the different equilibrium transfers of risk between reinsurers.     

Bayes empirical Bayes estimation of a poisson mean

In the empirical Bayes (EB) decision problem consisting of squared error estimation of a Poisson mean, a prior distribution λ is placed on the gamma family of prior distributions to produce Bayes EB estimators which are admissible. A subclass of such estimators is shown to be asymptotically optimal (a.o.). The results of a Monte Carlo study are presented to demonstrate the favorable a.o. property of the Bayes EB estimators in comparison with other competitors.     

Directional derivatives in nonsmooth optimization

In this note, we consider two notions of second-order directional derivatives and discuss their use in the characterization of minimal points for nonsmooth functions.This research was supported by NSF Grant No. ECS-8214081, by the Fund for Promotion of Research at the Technion, and by Deutsche Forschungsgemeinschaft.     

Games with vector payoffs

Two-person games are defined in which the payoffs are vectors. Necessary and sufficient conditions for optimal mixed strategies are developed, and examples are presented.     

Weak Pareto optimality of multiobjective problems in a locally convex linear topological space

Several corrections to Ref. 1 are pointed out.     

Necessary conditions for optimal controls for systems governed by parabolic partial delay-differential equations in divergence form with first boundary conditions

In this paper, we consider the question of necessary conditions for optimality for systems governed by second-order parabolic partial delay-differential equations with first boundary conditions. All the coefficients of the system are assumed bounded measurable and contain controls and delays in their arguments. The second-order parabolic partial delay-differential equation is in divergence form. In Theorem 4.1, we present results on the existence and uniqueness of weak solutions in the sense of Ladyzhenskaya-Solonnikov-Ural'ceva for this class of systems. An integral maximum principle and its point-wise version for the corresponding controlled system are established in Theorem 5.1 and Corollary 5.1, respectively.The authors wish to thank Dr. E. Noussair for his stimulating discussion and valuable comments in the preparation of this paper. Further, they also wish to acknowledge the referee of the paper for his valuable suggestions and comments. The discussion presented in Section 6 is in response to his suggestions.