scholarly journals A Second-Order Sufficient Optimality Condition for Risk-Neutral Bi-level Stochastic Linear Programs

2020 ◽  
Author(s):  
Matthias Claus
Keyword(s):  
Optimality Condition ◽  
Linear Models ◽  
Sufficient Conditions ◽  
Strong Stability ◽  
Second Order ◽  
Linear Programs ◽  
Sufficient Optimality Condition ◽  
Lipschitz Continuous ◽  
Risk Neutral ◽  
Stochastic Linear Programs

Abstract The expectation functionals, which arise in risk-neutral bi-level stochastic linear models with random lower-level right-hand side, are known to be continuously differentiable, if the underlying probability measure has a Lebesgue density. We show that the gradient may fail to be local Lipschitz continuous under this assumption. Our main result provides sufficient conditions for Lipschitz continuity of the gradient of the expectation functional and paves the way for a second-order optimality condition in terms of generalized Hessians. Moreover, we study geometric properties of regions of strong stability and derive representation results, which may facilitate the computation of gradients.

Asymptotic behavior of second-order impulsive partial stochastic functional neutral integrodifferential equations with infinite delay

Filomat ◽  
2017 ◽  
Vol 31 (9) ◽  
pp. 2727-2748
Author(s):  
Zuomao Yan ◽  
Xiumei Jia
Keyword(s):  
Asymptotic Behavior ◽  
Hilbert Spaces ◽  
Measure Of Noncompactness ◽  
Infinite Delay ◽  
Mild Solutions ◽  
Sufficient Conditions ◽  
Second Order ◽  
Integrodifferential Equations ◽  
Lipschitz Continuous ◽  
Stochastic Functional

In this paper, the existence and asymptotic stability in p-th moment of mild solutions to a class of second-order impulsive partial stochastic functional neutral integrodifferential equations with infinite delay in Hilbert spaces is considered. By using H?lder?s inequality, stochastic analysis, fixed point strategy and the theory of strongly continuous cosine families with the Hausdorff measure of noncompactness, a new set of sufficient conditions is formulated which guarantees the asymptotic behavior of the nonlinear second-order stochastic system. These conditions do not require the nonlinear terms are assumed to be Lipschitz continuous. An example is also discussed to illustrate the efficiency of the obtained results.

scholarly journals Sufficient conditions for the strong stability of the differential equation [p(D)+f(t)q(D)]y= 0

1989 ◽  
Vol 47 (2) ◽  
pp. 280-299
Author(s):  
A. Howe
Keyword(s):  
Differential Equation ◽  
Continuous Function ◽  
Hamiltonian Systems ◽  
Sufficient Conditions ◽  
Strong Stability ◽  
Canonical System ◽  
Second Order ◽  
Second Order Equations

AbstractA number of sufficient conditions for stability or strong stability, as used in the context of Hamiltonian systems, are found for the differential equationwhere the continuous functionf(t)is periodic ω int, D =d/dtandp(s),q(s)are real monic polynomials having special properties which allow the differential equation to be transformed into a canonical system ofksecond order equations.

Second-Order M-Composed Tangent Derivative and Its Applications

2018 ◽  
Vol 35 (05) ◽  
pp. 1850029 ◽  
Author(s):  
Yi-Hong Xu ◽  
Zhen-Hua Peng
Keyword(s):  
Optimality Condition ◽  
Optimization Problem ◽  
Convex Sets ◽  
Necessary Optimality Conditions ◽  
Second Order ◽  
Sufficient Optimality Condition ◽  
Point Pair ◽  
Weak Minimizer ◽  
Necessary And Sufficient ◽  
Order Tangent

A new kind of second-order tangent derivative, second-order [Formula: see text]-composed tangent derivative, for a set-valued function is introduced with help of a modified Dubovitskij–Miljutin cone. By using the concept, several generalized convex set-valued functions are introduced. When both the objective function and constrained function are second-order [Formula: see text]-composed derivable, under the assumption of nearly cone-subconvexlikeness, by applying a separation theorem for convex sets, Fritz John and Kuhn–Tucker second-order necessary optimality conditions are obtained for a point pair to be a weak minimizer of set-valued optimization problem. Under the assumption of generalized pseudoconvexity, a Kuhn–Tucker second-order sufficient optimality condition is obtained for a point pair to be a weak minimizer of set-valued optimization problem. A unified second-order necessary and sufficient optimality condition is derived in terms of second-order [Formula: see text]-composed tangent derivatives.

scholarly journals Second-Order Non-Canonical Neutral Differential Equations with Mixed Type: Oscillatory Behavior

Symmetry ◽  
2021 ◽  
Vol 13 (2) ◽  
pp. 318
Author(s):  
Osama Moaaz ◽  
Amany Nabih ◽  
Hammad Alotaibi ◽  
Y. S. Hamed
Keyword(s):  
Differential Equations ◽  
Delay Differential Equations ◽  
Mixed Type ◽  
Relevant Literature ◽  
Sufficient Conditions ◽  
Oscillatory Behavior ◽  
Second Order ◽  
Neutral Differential Equations ◽  
Delay Differential ◽  
Oscillation Of Solutions

In this paper, we establish new sufficient conditions for the oscillation of solutions of a class of second-order delay differential equations with a mixed neutral term, which are under the non-canonical condition. The results obtained complement and simplify some known results in the relevant literature. Example illustrating the results is included.

scholarly journals No Infimum Gap and Normality in Optimal Impulsive Control Under State Constraints

2021 ◽  
Author(s):  
Giovanni Fusco ◽  
Monica Motta
Keyword(s):  
Original Problem ◽  
State Constraints ◽  
Impulsive Control ◽  
Sufficient Conditions ◽  
Continuous Data ◽  
Lipschitz Continuous ◽  
Extended Sense ◽  
Unbounded Controls ◽  
Locally Lipschitz ◽  
Optimal Impulsive Control

AbstractIn this paper we consider an impulsive extension of an optimal control problem with unbounded controls, subject to endpoint and state constraints. We show that the existence of an extended-sense minimizer that is a normal extremal for a constrained Maximum Principle ensures that there is no gap between the infima of the original problem and of its extension. Furthermore, we translate such relation into verifiable sufficient conditions for normality in the form of constraint and endpoint qualifications. Links between existence of an infimum gap and normality in impulsive control have previously been explored for problems without state constraints. This paper establishes such links in the presence of state constraints and of an additional ordinary control, for locally Lipschitz continuous data.

scholarly journals Second-order impulsive differential systems with mixed and several delays

2021 ◽  
Vol 2021 (1) ◽  
Author(s):  
Shyam Sundar Santra ◽  
Apurba Ghosh ◽  
Omar Bazighifan ◽  
Khaled Mohamed Khedher ◽  
Taher A. Nofal
Keyword(s):  
Differential Equations ◽  
Sufficient Conditions ◽  
Impulsive Differential Equations ◽  
Oscillation Theory ◽  
Second Order ◽  
Neutral Delay ◽  
Differential Systems ◽  
Impulsive Differential Systems ◽  
Several Delays ◽  
Necessary And Sufficient

AbstractIn this work, we present new necessary and sufficient conditions for the oscillation of a class of second-order neutral delay impulsive differential equations. Our oscillation results complement, simplify and improve recent results on oscillation theory of this type of nonlinear neutral impulsive differential equations that appear in the literature. An example is provided to illustrate the value of the main results.

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