Nondifferentiable mathematical programming and convex-concave functions

For a convex-concave functionL(x, y), we define the functionf(x) which is obtained by maximizingL with respect toy over a specified set. The minimization problem with objective functionf is considered. We derive necessary conditions of optimality for this problem. Based upon these necessary conditions, we define its dual problem. Furthermore, a duality theorem and a converse duality theorem are obtained. It is made clear that these results are extensions of those derived in studies on a class of nondifferentiable mathematical programming problems.This work was supported by the Japan Society for the Promotion of Sciences.     

一类非线性泛函边值问题的可解性

本文考虑非线性泛函边值问题，利用Ｂｏｒｓｕｋ定理与Ｌｅｒａｙ－Ｓｃｈａｕｄｅｒ不动点定理，得到了上述边值问题的若干可解性结果。     

双解析函数的Schwarz问题

该文提出了双解析函数的Ｓｃｈｗａｒｚ问题,并给出了它的存在性定理及唯一性定理．     

Solving Continuous-Time Linear Programming Problems Based on the Piecewise Continuous Functions

The numerical method is proposed in this article to solve a general class of continuous-time linear programming problems in which the functions appeared in the coefficients of this problem are assumed to be piecewise continuous. In order to make sure that all the subintervals of time interval will not contain the discontinuities, a different methodology for not equally partitioning the time interval is proposed. The main issue of this article is to obtain an analytic formula of error upper bound. In this article, we shall propose two kinds of computational procedure to evaluate the error upper bounds. One needs to solve the dual problem of the discretized linear programming problem, and another one does not need to solve the dual problem. Finally, we present a numerical example to demonstrate the usefulness of the numerical method.     

Smoothness of isotopy for symplectic pairs

Let M be a 2n-dimensional smooth manifold with a symplectic pair which is a pair of closed 2-forms of constant ranks with complementary kernel foliations. Similar to Moser's stability theorem for symplectic forms, one desires to establish a stability theorem for symplectic pairs. Some sufficient and necessary conditions are obtained by Bande, Ghiggini and Kotschick. In this article, we consider a technical problem relating to the stability theorem. To complete the proof of the stability theorem for symplectic pairs, we verify the smoothness of the isotopy which is ignored in the literature. The Hodge theory for Riemannian foliation is crucial to our discussion.     

Solvability of an inverse problem for discontinuous Sturm–Liouville operators

In this paper, we consider the Sturm–Liouville equation with the jump conditions inside the interval (0,π). The inverse problem is studied, which consists in recovering operator coefficients from two spectra, corresponding to different boundary conditions. We prove the uniqueness theorem and provide necessary and sufficient conditions for solvability of the inverse problem. We also obtain the oscillation theorem for the eigenfunctions of the considered discontinuous boundary value problem.     

The problem of optimal stopping in a partially observable Markov chain

The optimal-stopping problem in a partially observable Markov chain is considered, and this is formulated as a Markov decision process. We treat a multiple stopping problem in this paper. Unlike the classical stopping problem, the current state of the chain is not known directly. Information about the current state is always available from an information process. Several properties about the value and the optimal policy are given. For example, if we add another stop action to thek-stop problem, the increment of the value is decreasing ink.The author wishes to thank Professor M. Sakaguchi of Osaka University for his encouragement and guidance. He also thanks the referees for their careful readings and helpful comments.     

An extremal problem for even positive definite entire functions of exponential type

We consider an extremal problem for even positive definite entire functions of exponential type with zero mean with power weight on the semiaxis. This problem is related to the multidimensional Jackson-Stechkin theorem in the space L ₂(?ⁿ).     

关于某类解析函数的星象性和Ruscheweyh的一个问题

本文引入了一个涉及Ruscheweyh导数的解析函数子类，应用微分从属方法和Carlson-Shaffer算子讨论了它的从属关系和偏差定理；其次，应用单叶函数的性质和一个微分不等式研究了它的星象性条件和覆盖定理，最后，部分地解决了Ruscheweyh的一个问题。     

On a theorem of E. Helly

E. Helly's theorem asserts that any bounded sequence of monotone real functions contains a pointwise convergent subsequence. We reprove this theorem in a generalized version in terms of monotone functions on linearly ordered sets. We show that the cardinal number responsible for this generalization is exactly the splitting number. We also show that a positive answer to a problem of S. Saks is obtained under the assumption of the splitting number being strictly greater than the first uncountable cardinal.

     

A sufficient and necessary condition for Halpern-type strong convergence to fixed points of nonexpansive mappings

In this paper, we prove a Halpern-type strong convergence theorem for nonexpansive mappings in a Banach space whose norm is uniformly Gâteaux differentiable. Also, we discuss the sufficient and necessary condition about this theorem. This is a partial answer of the problem raised by Reich in 1983.

     

拓扑型截口定理及应用*

本文给出一个新型的KKM定理,并用它得到拓扑型截口定理,在第四节至第五节应用此截口定理给出了Browder-Hartman-Stampacchia变分不等式[3].隐变分不等式[8],抽象形式变分不等式[19]的解的存在性定理,和一个集值映射的不动点定理。其结果不仅包含TBrowder[3]中的主要结果为特例,而且,改进和发展了引文[1～19]中的相应结果。     

A No-Free-Lunch theorem for non-uniform distributions of target functions

The sharpened No-Free-Lunch-theorem (NFL-theorem) states that, regardless of the performance measure, the performance of all optimization algorithms averaged uniformly over any finite set F of functions is equal if and only if F is closed under permutation (c.u.p.). In this paper, we first summarize some consequences of this theorem, which have been proven recently: The number of subsets c.u.p. can be neglected compared to the total number of possible subsets. In particular, problem classes relevant in practice are not likely to be c.u.p. The average number of evaluations needed to find a desirable (e.g., optimal) solution can be calculated independent of the optimization algorithm in certain scenarios. Second, as the main result, the NFL-theorem is extended. Necessary and sufficient conditions for NFL-results to hold are given for arbitrary distributions of target functions. This yields the most general NFL-theorem for optimization presented so far.     

Cooperative Hedging in Incomplete Markets

Abstract

The problem of (partial) hedging contingent claims for a single agent is well studied. This paper studies the problem for the multiagent case in incomplete markets. For this case, a cooperative hedging game is posed as follows: First, all agents contribute some money and collect the money together as the initial total capital, then invest the initial total capital in a trading strategy, and, finally, divide the terminal wealth of the trading strategy and each of them gets a part. We give a characterization of the optimal cooperative hedging strategy and prove that the core of the cooperative hedging game, as a cooperative game with side payment, is nonempty.     

The Wiener-Ikehara theorem by complex analysis

The Tauberian theorem of Wiener and Ikehara provides the most direct way to the prime number theorem. Here it is shown how Newman's contour integration method can be adapted to establish the Wiener-Ikehara theorem. A simple special case suffices for the PNT. But what about the twin-prime problem?

     

Analysis and approximation of a reliable model

In this paper we consider the problem of approximating the dynamical system that models reliability of a system consisting of two machines separated by a finite storage buffer. The system is described as a distributed parameter system defined by a coupled partial and ordinary differential equations and formulated as an abstract Cauchy problem. To derive the dynamical solution and some instantaneous indexes of the model, we present a simple finite difference scheme and establish the convergence of this scheme by employing Trotter–Kato Theorem. Numerical results are given to illustrate the effectiveness of the scheme.     

The chords theorem recalled to life at the turn of the eighteenth century

This paper is a historical account of the chords theorem, for conic sections from Apollonius to Boscovich. We comment the most significant proofs and applications, focusing on Newton's solution of the Pappus four lines problem. Newton's geometrical achievements drew L'Hospital's attention to the chords theorem as a fundamental one, and led him to search for a simple and direct proof, that he finally obtained by the method of projection. Stirling gave a very elegant algebraic proof; then Boscovich succeeded in finding an almost immediate geometrical proof, and showed how to develop the elements of conic sections starting from this theorem.     

Analysis of nonlinear BVPs motivated by fluid film flow over a surface

We study a coupled nonlinear boundary value problem which has been shown to have applications to fluid flow and heat transfer in a fluid film over a stretching surface for set values of the model parameters (one of which determines the size of the problem domain). For arbitrary values of these parameters we are able to establish the existence and uniqueness of a class of monotone solutions. Perturbation solutions are then constructed and used to approximate certain invariants for the solutions. We then study a related boundary value problem formed by imposing an additional boundary condition on one of the governing equations (which results in an ill-posed problem), and we arrive at conditions allowing for solutions to this four-parameter problem to agree with the solutions to the three-parameter problem.     

Some bounds on the coupon collector problem

This work addresses on the coupon collector problem and its generalization introduced by Flajolet, Gardy, and Thimonier. In our main results, we show a ratio limit theorem for the random time of the generalized coupon collector problem, and, further, we give the leading term and the geometric rate for the distribution of this random time, when the number of throws is large. For the classical coupon collector problem, we give a bound on the conditional second moment for the number of visits to the coupons, relying strongly on a result of Holst on extremal distributions. © 2004 Wiley Periodicals, Inc. Random Struct. Alg. 2004     

柯西中值定理的逆问题及渐进性

讨论了柯西中值定理的逆问题,并将柯西中值定理"中间点"的渐进性在高阶柯西中值定理中作了推广,得到了一般性的结论.