The abstract mathematical theory of partial differential equations (PDEs) is formulated in terms of manifolds,scalar fields, tensors, and the like, but these algebraic structures a...
Abstract. We analyze the convergence rate of an asynchronous space decomposition method for constrained convex minimization in a reflexive Banach space. This method includes as spe...
Abstract. We formulate a robust optimal control problem for a general nonlinear system with finitely many admissible control settings and with costs assigned to switching of contro...
Abstract—A general variational framework for image approximation and segmentation is introduced. By using a continuous “line-process” to represent edge boundaries, it is poss...
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...