Nontrivial periodicity in discrete delay models of population growth

In this paper, we will study the periodicity in discrete model An+1=λAn+F(An−m) of population growth, where the delay m is large enough and the nonlinearity F is unimodal function. Actually, we prove that there is a slowly oscillated periodic solution. Our method is Browder nonextremal fixed point theorem.     

A computational study of hybrid approaches of metaheuristic algorithms for the cell formation problem

In this paper we solve the 0–1 cell formation problem where the number of cells is fixed a priori and where the objective is to maximize the overall efficiency of a production system by grouping together machines providing service to similar parts into a subsystem (denoted cell). Three different methods are introduced and compared numerically. The first local search method is an implementation of simulated annealing (SA) where the definition of the neighbourhood is specific to the application and requires using a diversification and intensification strategies. The second local search method is an adaptive simulated annealing method where the neighbourhood is selected randomly at each iteration. The procedure is adaptive in the sense that the probability of selecting a neighbourhood is updated during the process. The third method is a hybrid method (HM) of a population-based method and a local search method. To improve the solution obtained with HM, we apply a SA method afterward. The best variants are very efficient to solve the 35 benchmark problems commonly used in the literature.     

Bounds of <Emphasis Type="Italic">p</Emphasis>-adic weighted Hardy-Cesàro operators and their commutators on <Emphasis Type="Italic">p</Emphasis>-adic weighted spaces of Morrey types

In this paper we aim to investigate the boundedness of the p-adic weighted Hardy-Cesàro operators and their commutators on weighted functional spaces of Morrey type. In each case, we obtain the corresponding operator norms.     

The challenge in managing new financial risks: adopting an heuristic or theoretical approach

The financial crisis began with the collapse of Lehman Brothers and the subprime asset backed securities debacle. Credit risk was turned into liquidity risk, resulting in a lack of confidence among financial institutions. In this article, we will propose a way to model liquidity risk and the credit risk in best practices. We will show that liquidity risk is a new type of risk and the current way to deal with it is based solely on observed variables without any theoretical link. We propose an heuristic approach to combine the numerous liquidity risk indicators with a logistic regression for the first time. In regards to credit risk, several articles prove that the best practice is to use an option model to appreciate this risk. We will present our methodology using stochastic diffusion for the interest rate because currently the yield curves aren’t liquid. This approach is more relevant because the basis model in prior publications has a constant interest rate or a forward rate. Both models allow a better understanding of liquidity and credit risks and the further development of research deals with the link between these two financial risks.     

Farkas-Type Results for Vector-Valued Functions with Applications

The main purpose of this paper consists of providing characterizations of the inclusion of the solution set of a given conic system posed in a real locally convex topological space into a variety of subsets of the same space defined by means of vector-valued functions. These Farkas-type results are used to derive characterizations of the weak solutions of vector optimization problems (including multiobjective and scalar ones), vector variational inequalities, and vector equilibrium problems.     

Fixed point approach for weakly asymptotic stability of fractional differential inclusions involving impulsive effects

We prove the global solvability and weakly asymptotic stability for a semilinear fractional differential inclusion subject to impulsive effects by analyzing behavior of its solutions on the half-line. Our analysis is based on a fixed point principle for condensing multi-valued maps, which is employed for solution operator acting on the space of piecewise continuous functions. The obtained results will be applied to a lattice fractional differential system.     

Contingent derivatives of set-valued maps and applications to vector optimization

In this paper we investigate contingent derivatives of set-valued maps and their lower and upper semidifferentiability properties. We provide also some calculus rules for these derivatives in infinite dimensional spaces. The concept of contingent derivatives is then applied to produce several necessary and sufficient conditions for vector optimization problems with set-valued objectives.This paper was written when the author was at the University of Erlangen-Nurnberg under a grant of the Alexander von Humboldt Foundation.On leave from the Institute of Mathematics, Hanoi, Vietnam.