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SIAMCO
2000
52views more  SIAMCO 2000»
13 years 6 months ago
Optimality of Energy Estimates for the Wave Equation with Nonlinear Boundary Velocity Feedbacks
We consider the wave equation damped by a nonlinear boundary velocity feedback q(ut). First we consider the case where q has a linear growth at infinity. We prove that the usual de...
Judith Vancostenoble, Patrick Martinez
SIAMCO
2000
74views more  SIAMCO 2000»
13 years 6 months ago
Nonsmooth Duality, Sandwich, and Squeeze Theorems
Given a nonlinear function h separating a convex and a concave function, we provide various conditions under which there exists an affine separating function whose graph is somewhe...
A. S. Lewis, R. E. Lucchetti
SIAMCO
2000
148views more  SIAMCO 2000»
13 years 6 months ago
Pontryagin's Principle For Local Solutions of Control Problems with Mixed Control-State Constraints
This paper deals with optimal control problems of semilinear parabolic equations with pointwise state constraints and coupled integral state-control constraints. We obtain necessar...
E. Casas, J. P. Raymond, H. Zidani
SIAMCO
2000
111views more  SIAMCO 2000»
13 years 6 months ago
Superreplication Under Gamma Constraints
In a financial market consisting of a nonrisky asset and a risky one, we study the minimal initial capital needed in order to superreplicate a given contingent claim under a gamma ...
H. Mete Soner, Nizar Touzi
SIAMCO
2000
67views more  SIAMCO 2000»
13 years 6 months ago
On the Duality between Filtering and Nevanlinna--Pick Interpolation
Positive real rational functions play a central role in both deterministic and stochastic linear systems theory, as well as in circuit synthesis, spectral analysis, and speech proc...
Christopher I. Byrnes, Anders Lindquist