Time-dynamic evaluations under non-monotone information generated by marked point processes
Sign Up to like & getrecommendations! Published in 2021 at "Finance and Stochastics"
DOI: 10.1007/s00780-021-00456-5
Abstract: The information dynamics in finance and insurance applications is usually modelled by a filtration. This paper looks at situations where information restrictions apply so that the information dynamics may become non-monotone. A fundamental tool for… read more here.
Keywords: finance; generated marked; information generated; non monotone ... See more keywords
On the worst-case evaluation complexity of non-monotone line search algorithms
Sign Up to like & getrecommendations! Published in 2017 at "Computational Optimization and Applications"
DOI: 10.1007/s10589-017-9928-3
Abstract: A general class of non-monotone line search algorithms has been proposed by Sachs and Sachs (Control Cybern 40:1059–1075, 2011) for smooth unconstrained optimization, generalizing various non-monotone step size rules such as the modified Armijo rule… read more here.
Keywords: non monotone; monotone line; complexity; algorithms ... See more keywords
Non-monotone inexact restoration method for nonlinear programming
Sign Up to like & getrecommendations! Published in 2020 at "Computational Optimization and Applications"
DOI: 10.1007/s10589-019-00129-2
Abstract: This paper deals with a new variant of the inexact restoration method of Fischer and Friedlander (Comput Optim Appl 46:333–346, 2010) for nonlinear programming. We propose an algorithm that replaces the monotone line search performed… read more here.
Keywords: restoration method; inexact restoration; non monotone; nonlinear programming ... See more keywords
Global stability of non-monotone traveling wave solutions for a nonlocal dispersal equation with time delay
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Mathematical Analysis and Applications"
DOI: 10.1016/j.jmaa.2019.02.058
Abstract: Abstract This paper is concerned with the global stability of non-monotone traveling wave solutions to a nonlocal dispersion equation with time delay. It is proved that, all noncritical traveling wave solutions are globally stable with… read more here.
Keywords: monotone traveling; global stability; traveling wave; wave solutions ... See more keywords
Global stability of almost periodic solutions to monotone sweeping processes and their response to non-monotone perturbations
Sign Up to like & getrecommendations! Published in 2018 at "Nonlinear Analysis: Hybrid Systems"
DOI: 10.1016/j.nahs.2018.05.007
Abstract: We develop a theory which allows making qualitative conclusions about the dynamics of both monotone and non-monotone Moreau sweeping processes. Specifically, we first prove that any sweeping processes with almost periodic monotone right-hand-sides admits a… read more here.
Keywords: non monotone; sweeping processes; monotone perturbations; almost periodic ... See more keywords
Global dynamics for a class of non-monotone time-delayed reaction-diffusion equations
Sign Up to like & getrecommendations! Published in 2018 at "Advances in Difference Equations"
DOI: 10.1186/s13662-018-1496-z
Abstract: This paper deals with a large class of non-monotone time-delayed reaction-diffusion equations in which the reaction term can be spatially nonlocal. Nonexistence, existence, uniqueness and global attractivity of positive equilibriums to the equation are addressed.… read more here.
Keywords: monotone time; non monotone; class non; time delayed ... See more keywords
Bifurcations of an SIRS model with generalized non-monotone incidence rate
Sign Up to like & getrecommendations! Published in 2018 at "Advances in Difference Equations"
DOI: 10.1186/s13662-018-1675-y
Abstract: We consider an SIRS epidemic model with a more generalized non-monotone incidence: χ(I)=κIp1+Iq$\chi(I)=\frac{\kappa I^{p}}{1+I^{q}}$ with 01$, by qualitative and bifurcation analyses, we show that the model undergoes a saddle-node bifurcation, a Hopf bifurcation and a… read more here.
Keywords: model generalized; non monotone; model; monotone incidence ... See more keywords
Oscillation of first-order differential equations with several non-monotone retarded arguments
Sign Up to like & getrecommendations! Published in 2019 at "Georgian Mathematical Journal"
DOI: 10.1515/gmj-2019-2055
Abstract: Abstract Consider the first-order linear differential equation with several non-monotone retarded arguments x ′ ( t ) + ∑ i = 1 m p i ( t ) x ( τ… read more here.
Keywords: monotone retarded; retarded arguments; non monotone; first order ... See more keywords