Existence of optimal solutions for general stochastic linear complementarity problems

In this paper we show the solvability of the expected residual minimization (ERM) formulation for the general stochastic linear complementarity problem (SLCP) under mild assumptions. The properties of the ERM formulation are dependent on the choice of NCP functions. We focus on the ERM formulations defined by the “min” NCP function and the penalized FB function, both of which are nonconvex programs on the nonnegative orthant.     

Existence of finitely optimal solutions for infinite-horizon optimal control problems

In this paper, we investigate the existence of finitely optimal solutions for the Lagrange problem of optimal control defined on [0, ) under weaker convexity and seminormality hypotheses than those of previous authors. The notion of finite optimality has been introduced into the literature as the weakest of a hierarchy of types of optimality that have been defined to permit the study of Lagrange problems, arising in mathematical economics, whose cost functions either diverge or are not bounded below. Our method of proof requires us to analyze the continuous dependence of finite-interval Lagrange problems with respect to a prescribed terminal condition. Once this is done, we show that a finitely optimal solution can be obtained as the limit of a sequence of solutions to a sequence of corresponding finite-horizon optimal control problems. Our results utilize the convexity and seminormality hypotheses which are now classical in the existence theory of optimal control.This research forms part of the author's doctoral dissertation written at the University of Delaware, Newark, Delaware under the supervision of Professor Thomas S. Angell.     

Existence and non‐existence of global solutions for a class of non‐linear wave equations

This paper studies the existence and the non‐existence of global solutions to the initial boundary value problems for the non‐linear wave equation u_tt + u_xxxx = σ(u_x)_x + f(x, t) and the Boussinesq‐type equation u_tt + u_xxxx = σ(u)_xx + f(x, t). The paper proves that every above‐mentioned problem has a unique global solution under rather mild confining conditions, and arrives at some sufficient conditions of blow‐up of the solutions in finite time. Finally, a few examples are given. Copyright © 2000 John Wiley & Sons, Ltd.     

Strong optimal solutions of interval linear programming

This paper considers optimal solutions of general interval linear programming problems. The new concepts of optimal solutions are introduced in a unified framework. Some existed optimal solution concepts of interval linear program such as weak and strong optimal solutions are special cases in this framework. Necessary and sufficient conditions for checking optimality are developed. Also, the features of the proposed methods are illustrated by some examples.     

Existence of nontrivial solutions of linear functional equations

In this paper we study the functional equation $$\sum_{i=1}^n a_i f(b_i x+c_i h)=0 \quad (x, h \in \mathbb{C})$$ where a _i , b _i , c _i are fixed complex numbers and \({f \colon \mathbb{C} \to \mathbb{C}}\) is the unknown function. We show, that if there is i such that \({b_i / c_i \neq b_j /c_j}\) holds for any \({1 \leq j \leq n,\ j \neq i}\) , the functional equation has a nonconstant solution if and only if there are field automorphisms \({\phi_1, \ldots, \phi_k}\) of \({\mathbb{C}}\) such that \({\phi_1 \cdots \phi_k}\) is a solution of the equation.     

On the existence of sporadically catching-up optimal solutions for infinite-horizon optimal control problems

In this paper, we extend the existence theory of Brock and Haurie concerning the existence of sporadically catching-up optimal solutions for autonomous, infinite-horizon optimal control problems. This notion of optimality is one of a hierarchy of types of optimality that have appeared in the literature to deal with optimal control problems whose cost functionals, described by an improper integral, either diverge or are unbounded below. Our results rely on the now classical convexity and seminormality hypotheses due to Cesari and are weaker than those assumed in the work of Brock and Haurie. An example is presented where our results are applicable, but those of the above-mentioned authors do not.This research forms part of the author's doctoral dissertation, written at the University of Delaware, Newark, Delaware, under the supervision of Professor T. S. Angell.     

Existence of solutions in non-convex dynamic programming and optimal investment

We establish the existence of minimizers in a rather general setting of dynamic stochastic optimization in finite discrete time without assuming either convexity or coercivity of the objective function. We apply this to prove the existence of optimal investment strategies for non-concave utility maximization problems in financial market models with frictions, a first result of its kind. The proofs are based on the dynamic programming principle whose validity is established under quite general assumptions.     

Geometric and analytic views in existence theorems for optimal control. III. Weak solutions

Existence theorems are proved for weak optimal solutions of problems of optimization with distributed and boundary control. Many examples are given. Application is made of recent remarks on closure properties of linear and nonlinear operators. Recent geometric, topological, and analytical views are brought to bear on the underlying seminormality conditions.This research was partially supported by AFOSR Research Project 71-2122 at the University of Michigan, Ann Arbor, Michigan.     

Existence of optimal solutions and duality results under weak conditions

In this paper we consider an ordinary convex program with no qualification conditions (such as Slater’s condition) and for which the optimal set is neither required to be compact, nor to be equal to the sum of a compact set and a linear space. It is supposed only that the infimum α is finite. A very wide class of convex functions is exhibited for which the optimum is always attained and α is equal to the supremum of the ordinary dual program. Additional results concerning the existence of optimal solutions in the non convex case are also given. Received: February 1, 1999 / Accepted: December 15, 1999?Published online February 23, 2000     

Optimal control of coefficients in linear elliptic equations i. existence of optimal controls

In the paper the problem of existence of optimal control is considered for a control problem with a linear elliptic equation whose coefficients depend on the control.     

On the global existence of holomorphic solutions and the semi-global existence of real analytic solutions of linear partial differential equations

The online version of the original article can be found at     

一类渐近线性Neumann问题正解的存在性

利用变分法获得了一类渐近线性N eum ann问题正解的存在性结果.     

On the existence of optimal affine methods for approximating linear functionals

The existence of an optimal affine method using linear information is established for the approximation of a linear functional on a convex set. This is a generalization of a result of S. A. Smolyak (“On Optimal Restoration of Functions and Functionals of Them,” Candidate Dissertation, Moscow State University, 1965).     

On the existence of the optimal control for linear uncontrollable systems

The optimal control of time-invariant, uncontrollable linear systems with respect to an integral quadratic performance index over an infinite time interval is considered. It is proved that the asymptotic stability of the uncontrollable part of the system is a necessary and sufficient condition for the existence of the solution.This research was supported by the CNR (Consiglio Nazionale delle Ricerche), Rome, Italy.