Relations between vector continuous-time program and vector variational-type inequality

2004 ◽  
Vol 16 (1-2) ◽  
pp. 279-287 ◽  
Author(s):  
Moon Hee Kim
Keyword(s):  
Continuous Time ◽  
Type Inequality ◽  
Variational Type

scholarly journals About a Class of Positive Hybrid Dynamic Linear Systems and an Associate Extended Kalman-Yakubovich-Popov Lemma

2017 ◽  
Vol 2017 ◽  
pp. 1-22
Author(s):  
M. De la Sen
Keyword(s):  
Linear Systems ◽  
Continuous Time ◽  
Ad Hoc ◽  
Type Inequality ◽  
Discrete Version ◽  
Time Varying ◽  
Transfer Matrices ◽  
Time System ◽  
Robust Version ◽  
Continuous Time System

This paper formulates an “ad hoc” robust version under parametrical disturbances of the discrete version of the Kalman-Yakubovich-Popov Lemma for a class of positive hybrid dynamic linear systems which consist of a continuous-time system coupled with a discrete-time or a digital one. An extended discrete system, whose state vector contains both the digital one and the discretization of the continuous-time one at sampling instants, is a key analysis element in the formulation. The hyperstability and asymptotic hyperstability properties of the studied class of positive hybrid systems under feedback from any member of a nonlinear (and, eventually, time-varying) class of controllers, which satisfies a Popov’s-type inequality, are also investigated as linked to the positive realness of the associated transfer matrices.

A Variational-Type Inequality

OPSEARCH ◽  
1999 ◽  
Vol 36 (2) ◽  
pp. 107-112
Author(s):  
A. Behera ◽  
Lopamudra Nayak
Keyword(s):  
Type Inequality ◽  
Variational Type

scholarly journals Local Sharp Vector Variational Type Inequality and Optimization Problems

Mathematics ◽  
2020 ◽  
Vol 8 (10) ◽  
pp. 1844
Author(s):  
Jong Kyu Kim ◽  
Salahuddin
Keyword(s):  
Vector Optimization ◽  
Optimization Problems ◽  
Type Inequality ◽  
Efficient Solutions ◽  
Vector Optimization Problems ◽  
Lipschitzian Functions ◽  
Locally Lipschitzian Functions ◽  
The Relationship ◽  
Variational Type ◽  
Convexity Conditions

In this paper, our goal was to establish the relationship between solutions of local sharp vector variational type inequality and sharp efficient solutions of vector optimization problems, also Minty local sharp vector variational type inequality and sharp efficient solutions of vector optimization problems, under generalized approximate η-convexity conditions for locally Lipschitzian functions.

Heavy Tails of Discounted Aggregate Claims in the Continuous-Time Renewal Model

2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang
Keyword(s):  
Asymptotic Formula ◽  
Continuous Time ◽  
Heavy Tails ◽  
Tail Behavior ◽  
Renewal Model ◽  
Discounted Aggregate Claims ◽  
Aggregate Claims ◽  
Tail Asymptotic

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.

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