We consider multistage stochastic optimization models. Logical or integrality constraints, frequently present in optimization models, limit the application of powerful convex analysis tools. Different Lagrangian relaxation ...

We focus on estimating the integrated covariance of log-price processes in the presence of market microstructure noise. We construct an efficient unbiased estimator for the quadratic covariation of two Itô processes in the ...

Let $V_0$ be a smooth and compact real variety given by a reduced regular sequence of polynomials $f_1,..., f_p$. This paper is devoted to the algorithmic problem of finding efficiently for each connected component of $V_0$ ...

This paper presents a posteriori finite element error estimates for Signorini’s problem. The discretization is based on a mixed variational formulation proposed by Haslinger et al. which is extended to higher-order finite ...

An adaptive mixed finite element method (AMFEM) is designed to guarantee an error reduction, also known as saturation property: After each refinement step, the error for the fine mesh is strictly smaller than the error for ...

Let $\Omega$ be an exterior domain in $\R^n\,(n=2,3,4)$ , with boundary being not necessarily smooth. For any initial velocity ${\bf u}_0\in L^2(\Omega)^n$ such that $\nabla\cdot {\bf u}_0=0$ (in sense of distribution) and ...

An optimal feedback control has been obtained for linear-quadratic optimal control problems with constraints described by differential-algebraic equations. For that purpose, a new implicit Riccati equation (Riccati ...

In this paper, the previously formulated conjecture concerning the existence of fine and complete decouplings of regular DAEs with tractability index $\mu$ is verified.

This paper establishes a unified framework for the a posteriori error analysis of a large class of nonconforming finite element methods. The theory assures reliability and efficiency of explicit residual error estimates ...