搜索结果: 1-7 共查到“数学 maximum principle”相关记录7条 . 查询时间(0.049 秒)
Strong maximum principle for radiative tranfer type operators
Strong maximum principle tranfer type operators
2011/1/21
The strong maximum principle ((SMP) in short) for subsolutions of the radiative transfer type equations is shown in this paper. We treat a general class of integro-differential equations, defined in t...
Weak Maximum Principle for Strongly Coupled Elliptic Differential Systems
Weak maximum principle strongly coupled elliptic system weak solution
2010/12/10
A classical counterexample due to E. De Giorgi, shows that the weak maximum principle
does not remain true for general linear elliptic differential systems. After that, there are some efforts to esta...
Stochastic incompleteness for graphs and weak Omori-Yau maximum principle
Dirichlet forms, graphs stochastic completeness
2010/12/6
We prove an analogue of the weak Omori-Yaumaximum principle and Khas’minskii’s criterion for graphs in the general setting of Keller and Lenz. Our approach naturally gives the stability of stochastic ...
A maximum principle for pointwise energies of quadratic Wasserstein minimal networks
quadratic Wasserstein minimal networks
2010/11/8
We show that suitable convex energy functionals on a quadratic Wasserstein space satisfy a maximum principle on minimal networks. We explore consequences of this maximum principle for the structure of...
A maximum principle for forward-backward stochastic Volterra integral equations and applications in finance
linear quadratic forward-backward stochastic Volterra integral equations stochastic maximum principle
2010/4/28
This paper formulates and studies a stochastic maximum principle for forward-backward stochastic Volterra integral equations (FBSVIEs in short), while the control area is assumed to be convex. Then a ...
Principal Eigenvalue and Maximum Principle for some Elliptic Systems defined on General Domains with Refined Dirichlet Boundary Condition
General domains Refined Dirichlet Boundary Condition Refined Maximum Principle Elliptic Systems
2009/6/16
We prove the existence of a principal eigenvalue and we derive a ”Refined Maximum
Principle” for an elliptic system LU = LMU +F defined on an irregular bounded
domain in RN with Refined Dirichlet Bo...
Relationship Between Dynamic Programming and the Maximum Principle under State Constraints
Dynamic Programming Maximum Principle State Constraints
2009/1/22
Bellman's dynamic programming and Pontryagin's maximum principle are two basic tools for studying optimal control theory. We consider the optimal control problem under state constraints and examine th...