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Local uniform convexity and Kadec-Klee type properties in -interpolation spaces I: General Theory
We present a systematic study of the interpolation of local uniform convexity and Kadec-Klee type properties in K-interpolation spaces. Using properties of the K-functional of J.Peetre, our approach is based on a detailed ...
Local Uniform Convexity and Kadec-Klee Type Properties in -interpolation spaces II
We study local uniform convexity and Kadec-Klee type properties in K-interpolation spaces of Lorentz couples. We show that a wide class of Banach couples of (commutative and) non-commutative Lorentz spaces possess the ...
Stochastic target hitting time and the problem of early retirement
(Institute of Electrical and Electronic Engineers, 2004)
We consider a problem of optimal control of a “retirement investment fund” over a finite time horizon with a target hitting time criteria. That is, we wish to decide, at each stage, what percentage of the current retirement ...
Hamiltonian cycles and singularly perturbed Markov chains
We consider the Hamiltonian cycle problem embedded in a singularly perturbed Markov decision process. We also consider a functional on the space of deterministic policies of the process that consist of the (1,1)-entry of ...