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SIAMCO
2000
13 years 6 months ago
2000
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...
SIAMCO
2000
13 years 6 months ago
2000
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...
SIAMCO
2000
13 years 6 months ago
2000
This paper deals with optimal control problems of semilinear parabolic equations with pointwise state constraints and coupled integral state-control constraints. We obtain necessar...
SIAMCO
2000
13 years 6 months ago
2000
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 ...
SIAMCO
2000
13 years 6 months ago
2000
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...