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Journals and Conferences
An output least-squares type functional is employed to identify the Lamé parameters in linear elasticity. To be able to identify even the discontinuous Lamé parameters the regularization is performed by the BV-seminorm. Finite element discretization is used and convergence analysis is given. Numerical examples are given to show the feasibility of the… (More)
In this note, we investigate stochastic Nash equilibrium problems by means of monotone variational inequalities in probabilistic Lebesgue spaces. We apply our approach to a class of oligopolistic market equilibrium problems, where the data are known through their probability distributions.
This paper deals with multivalued quasi variational inequalities with pseudo-monotone and monotone maps. The primary objective of this work is to show that the notion of generalized solutions can be employed to investigate multivalued pseudo-monotone quasi variational inequalities. It is a well-known fact that a quasi variational inequality can conveniently… (More)
In this note we consider a class of environmental games recently proposed in the literature and investigate them by using the powerful tools of variational inequalities. We also consider the case where some data of the problem can depend on a parameter and analyze the regularity of the solution with respect to the parameter. In view of applications to… (More)
In this note, we deal with a class of environmental games, where the data are affected by uncertainty and are given through their probability distributions. We perform our investigation in the framework of stochastic variational inequalities in Lebesgue spaces.
In this paper, we study new aspects of the integral contraint regularization of state-constrained elliptic control problems (Jadamba et al. in Syst Control Lett 61(6):707–713, 2012). Besides giving new results on the regularity and the convergence of the regularized controls and associated Lagrange multipliers, the main objective of this paper is to give… (More)