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151.
152.
We prove an existence theorem of Lagrange multipliers for an abstract control problem in Banach spaces. This theorem may be applied to obtain optimality conditions for control problems governed by partial differential equations in the presence of pointwise state constraints. 相似文献
153.
154.
155.
156.
A survey of retrial queues 总被引:18,自引:0,他引:18
Gennadij Falin 《Queueing Systems》1990,7(2):127-167
We present a survey of the main results and methods of the theory of retrial queues, concentrating on Markovian single and multi-channel systems. For the single channel case we consider the main model as well as models with batch arrivals, multiclasses, customer impatience, double connection, control devices, two-way communication and buffer. The stochastic processes arising from these models are considered in the stationary as well as the nonstationary regime. For multi-channel queues we survey numerical investigations of stationary distributions, limit theorems for high and low retrial intensities and heavy and light traffic behaviour. 相似文献
157.
For the eigenvalue problem—λΔu = q(x)u in IRd, with the weight function q changing sign, conditions are discussed for existence of eigenvalues with positive decaying eigenfunctions. 相似文献
158.
E. Polak 《Journal of Optimization Theory and Applications》2008,138(2):305-309
The purpose of this technical note is to present a proof of convergence of the Pshenichnyi-Pironneau-Polak (PPP) minimax algorithm
(see Algorithm 2.4.1 in Polak, Optimization: Algorithms and Consistent Approximations, Springer, [1997]), modified to use an active set strategy. This active set strategy was formally derived in Polak (Optimization: Algorithms
and Consistent Approximations, Springer, [1997]) from those used in the methods of feasible directions developed by Zoutendijk (Methods of Feasible Directions, Elsevier,
[1960]) and Polak (Computational Methods in Optimization: A Unified Approach, Academic, [1971]). The resulting ε-Active PPP algorithm was presented as Algorithm 2.4.34, in Polak (Optimization: Algorithms and Consistent Approximations,
Springer, [1997]), without any proofs. 相似文献
159.
Olga Choustova 《Journal of Mathematical Analysis and Applications》2008,346(1):296-304
We apply methods of quantum mechanics to mathematical modelling of price dynamics in a financial market. We propose to describe behavioral financial factors (e.g., expectations of traders) by using the pilot wave (Bohmian) model of quantum mechanics. Our model is a quantum-like model of the financial market, cf. with works of W. Segal, I.E. Segal, E. Haven. In this paper we study the problem of smoothness of price-trajectories in the Bohmian financial model. We show that even the smooth evolution of the financial pilot wave ψ(t,x) (representing expectations of traders) can induce jumps of prices of shares. 相似文献
160.
Limit theorems for numbers of near-records 总被引:1,自引:0,他引:1
Anthony G. Pakes 《Extremes》2007,10(4):207-224
Observations occurring between successive record times and within a distance a > 0 of the current record value are called near-records. Limit theorems for the number ξ
n
(a) of near records are found for cases in which the parent distribution lies in a maximal domain of attraction and a is a function of n. Corollaries are indicated for numbers of near-k-records and sums of near-records. If the parent law is thin-tailed and a is constant, then a centered and normed version of logξ
n
(a) has a limit law under appropriate conditions.
相似文献