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  • Search: subject:"Convex semigroup"
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Year of publication
Subject
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Convex semigroup 2 Hamilton-Jacobi-Bellman equations 2 Theorie 2 Theory 2 Wasserstein distance 2 convex semigroup 2 fully nonlinear PDE 2 nonlinear Cauchy problem 2 nonlinearPDE 2 nonparametric uncertainty 2 viscosity solution 2 well-posedness and uniqueness 2 Markov chain 1 Markov-Kette 1 Mathematical programming 1 Mathematische Optimierung 1 Nichtlineare Optimierung 1 Nichtlineare Regression 1 Nichtparametrisches Verfahren 1 Nonlinear programming 1 Nonlinear regression 1 Nonparametric statistics 1 Risiko 1 Risk 1
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Online availability
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Free 4 CC license 1
Type of publication
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Book / Working Paper 4
Type of publication (narrower categories)
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Working Paper 4 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
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English 4
Author
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Kupper, Michael 4 Nendel, Max 4 Denk, Robert 2 Fuhrmann, Sven 2
Published in...
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Center for Mathematical Economics Working Papers 2 Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW) 2
Source
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ECONIS (ZBW) 2 EconStor 2
Showing 1 - 4 of 4
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Wasserstein perturbations of Markovian transition semigroups
Fuhrmann, Sven; Kupper, Michael; Nendel, Max - 2021
uncertainty scales proportionally, we obtain a convex semigroup satisfying a nonlinear PDE in a viscosity sense. A remarkable … for the convex semigroup relative to the reference model. The results are illustrated with Wasserstein perturbations of …
Persistent link: https://www.econbiz.de/10012606402
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Cover Image
Wasserstein perturbations of Markovian transition semigroups
Fuhrmann, Sven; Kupper, Michael; Nendel, Max - 2021
uncertainty scales proportionally, we obtain a convex semigroup satisfying a nonlinear PDE in a viscosity sense. A remarkable … for the convex semigroup relative to the reference model. The results are illustrated with Wasserstein perturbations of …
Persistent link: https://www.econbiz.de/10012550243
Saved in:
Cover Image
Convex semigroups on Banach lattices
Denk, Robert; Kupper, Michael; Nendel, Max - 2019
In this paper, we investigate convex semigroups on Banach lattices. First, we consider the case, where the Banach lattice is σ-Dedekind complete and satisfies a monotone convergence property, having Lp-spaces in mind as a typical application. Second, we consider monotone convex semigroups on a...
Persistent link: https://www.econbiz.de/10012388839
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Cover Image
Convex semigroups on Banach lattices
Denk, Robert; Kupper, Michael; Nendel, Max - 2019
In this paper, we investigate convex semigroups on Banach lattices. First, we consider the case, where the Banach lattice is σ-Dedekind complete and satisfies a monotone convergence property, having Lp-spaces in mind as a typical application. Second, we consider monotone convex semigroups on a...
Persistent link: https://www.econbiz.de/10012062770
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