๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Regularization of the min-max problems occurring in convex programming

โœ Scribed by V.D. Skarin

Publisher
Elsevier Science
Year
1977
Weight
844 KB
Volume
17
Category
Article
ISSN
0041-5553

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Dynamic programming and a max-min proble
Dynamic programming and a max-min problem in the theory of structures
โœ Nestor Distefano ๐Ÿ“‚ Article ๐Ÿ“… 1972 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 674 KB

A max-min problem in the realm of optimum beam design is formulated and thoroughly investigated from a dynamic programming point of view. It is shown that the conditions of optimality can be directly derived from the Hamilton-Jacobi-Bellman equation of the process. The classical Euler-Lagrange equat

On the weak solution of the Neumann prob
On the weak solution of the Neumann problem for the 2D Helmholtz equation in a convex cone and Hs regularity
โœ A. E. Merzon; F.-O. Speck; T. J. Villalba-Vega ๐Ÿ“‚ Article ๐Ÿ“… 2010 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 312 KB ๐Ÿ‘ 1 views

We extend previous results for the Neumann boundary value problem to the case of boundary data from the space H -1 2 +e (C), 0<e< 1 2 , where C = \*X is the boundary of a two-dimensional cone X with angle b<p. We prove that for these boundary conditions the solution of the Helmholtz equation in X ex