scholarly journals Some integral estimates on the cones of functions with the monotonicity conditions

2018 ◽  
Vol 90 (2) ◽  
pp. 80-87
Author(s):  
N.A. Bokayev ◽  
◽  
M.L. Goldman ◽  
G.Zh. Karshygina ◽  
◽  
...  
Author(s):  
MICHAEL RÖCKNER ◽  
YI WANG

This note deals with existence and uniqueness of (variational) solutions to the following type of stochastic partial differential equations on a Hilbert space [Formula: see text][Formula: see text] where A and B are random nonlinear operators satisfying monotonicity conditions and G is an infinite dimensional Gaussian process adapted to the same filtration as the cylindrical Wiener process W(t),t ≥ 0.


2014 ◽  
Vol 2014 ◽  
pp. 1-9 ◽  
Author(s):  
H. M. Srivastava ◽  
Sachin V. Bedre ◽  
S. M. Khairnar ◽  
B. S. Desale

Some hybrid fixed point theorems of Krasnosel’skii type, which involve product of two operators, are proved in partially ordered normed linear spaces. These hybrid fixed point theorems are then applied to fractional integral equations for proving the existence of solutions under certain monotonicity conditions blending with the existence of the upper or lower solution.


1999 ◽  
Vol 26 (3) ◽  
pp. 243-252 ◽  
Author(s):  
R. Chouikha ◽  
F. Cuvelier

Author(s):  
Taizo Kanenobu

AbstractWe provide an algorithm for calculating the Alexander polynomial of a two-bridge link by putting every two-bridge link in a special type of Conway diagram. Using this algorithm, some necessary conditions for a polynomial to be the Alexander polynomial of a two-bridge link are given, in particular, certain alternating and monotonicity conditions on the coefficients, analogous to corresponding known properties of the reduced Alexander polynomial.


1991 ◽  
Vol 23 (01) ◽  
pp. 24-45
Author(s):  
Robert A. Benhenni

Stopping-allocation problems are concerned with how best to allocate observations among some K competing stochastic populations and when to stop the observation process. The goal of the decision-maker is to choose a stopping–allocation rule to maximize the expected value of a payoff function. First the stopping rule is fixed, and the local and global optimality of the myopic allocation rule are derived under some monotonicity conditions. An application is considered, namely the inspection problem and its use in solving a computer scheduling problem. Next, optimization is done with respect to both the allocation rule and the stopping rule. For any given stopping-allocation rule, it is shown that under some monotonicity conditions, the decision-maker can improve on it by using a ‘partial' myopic allocation rule and a generalized one-stage-look-ahead stopping rule; this result is then extended, under the same conditions and other monotonicity requirements, to derive the joint optimality of the myopic allocation rule and the one-stage-look-ahead stopping rule. Finally this latter result is applied to the inspection problem.


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