Bedingt konvergente Reihen und konvexe Systeme. (Fortsetzung).

  title={Bedingt konvergente Reihen und konvexe Systeme. (Fortsetzung).},
  author={Ernst W. Steinitz},
  journal={Journal f{\"u}r die reine und angewandte Mathematik (Crelles Journal)},
  pages={1 - 40}
  • E. Steinitz
  • Mathematics
  • Journal für die reine und angewandte Mathematik (Crelles Journal)
4 Citations
A Guaranteed Deterministic Approach to Superhedging—The Case of Convex Payoff Functions on Options
Some properties of the least favorable mixed strategies of the “market” and of their supports in the special case of convex payoff functions of the Bellman–Isaacs equations are studied.
A sparse control approach to optimal sensor placement in PDE-constrained parameter estimation problems
A class of accelerated conditional gradient methods in measure space is derived, which exploits the structural properties of the design problem to ensure convergence towards sparse solutions and results are illustrated by numerical experiments.
The rearrangement number
How many permutations of the natural numbers are needed so that every conditionally convergent series of real numbers can be rearranged to no longer converge to the same sum? We define the