Vector continuous-time programming without differentiability
نویسندگان
چکیده
منابع مشابه
Pseudoconvex Multiobjective Continuous-time Problems and Vector Variational Inequalities
In this paper, the concept of pseudoconvexity and quasiconvexity for continuous~-time functions are studied and an equivalence condition for pseudoconvexity is obtained. Moreover, under pseudoconvexity assumptions, some relationships between Minty and Stampacchia vector variational inequalities and continuous-time programming problems are presented. Finally, some characterizations of the soluti...
متن کاملCTPPL: A Continuous Time Probabilistic Programming Language
Probabilistic programming languages allow a modeler to build probabilistic models using complex data structures with all the power of a programming language. We present CTPPL, an expressive probabilistic programming language for dynamic processes that models processes using continuous time. Time is a first class element in our language; the amount of time taken by a subprocess can be specified ...
متن کاملContinuous time portfolio optimization
This paper presents dynamic portfolio model based on the Merton's optimal investment-consumption model, which combines dynamic synthetic put option using risk-free and risky assets. This paper is extended version of methodological paper published by Yuan Yao (2012). Because of the long history of the development of foreign financial market, with a variety of financial derivatives, the study on ...
متن کاملOn Differentiability of Volume Time Functions
We show differentiability of a class of Geroch’s volume functions on globally hyperbolic manifolds. Furthermore, we prove that every volume function satisfies a local anti-Lipschitz condition over causal curves, and that locally Lipschitz time functions which are locally antiLipschitz can be uniformly approximated by smooth time functions with timelike gradient. Finally, we prove that in stably...
متن کاملDifferentiability of polynomial time computable functions
We show that a real z is polynomial time random if and only if each nondecreasing polynomial time computable function is differentiable at z. This establishes an analog in feasible analysis of a recent result of Brattka, Miller and Nies, who characterized computable randomness in terms of differentiability of nondecreasing computable functions. Further, we show that a Martin-Löf random real z i...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2010
ISSN: 0377-0427
DOI: 10.1016/j.cam.2010.02.012