In contrast to the stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of unknown feasible sets for varying parameters, whose values are otherwise unknown. Observations are used intrinsically in ...

Several characterizations of solution sets of a class of convex infinite programs are given using Lagrange multiplier conditions. The results are then applied to some classes of optimization problems: cone-constrained convex programs and fractional programs. A class of semi-convex problems with convex constraints are also examined. Optimality conditions are obtained and several characterization...

In this paper we develop new extremal principles in variational analysis that deal with finite and infinite systems of convex and nonconvex sets. The results obtained, unified under the name of tangential extremal principles, combine primal and dual approaches to the study of variational systems being in fact first extremal principles applied to infinite systems of sets. The first part of the p...

I shall start by explaining just what “semi-infinite” means and how it gives rise to interesting structures in geometry. These structures are studied as part of String Theory and are closely related to Floer Theory. Manifolds which carry a “semi-infinite” structure include loop spaces (C∞(S1, M) for M a closed manifold) and the theory seems to have particular simplicities when the original mani...