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  1. 1. The Maximum Principle for Cauchy-Riemann Functions and Hypocomplexity

    Författare :Abtin Daghighi; Stefan Borell; Christer Kiselman; Egmont Porten; Juergen Leiterer; Mittuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Hypocomplexity; hypoanalytic structure; CR functions; maximum principle; weak pseudoconcavity;

    Sammanfattning : This licentiate thesis contains results on the maximum principle forCauchy–Riemann functions (CR functions) on weakly 1-concave CRmanifolds and hypocomplexity of locally integrable structures. Themaximum principle does not hold true in general for smooth CR functions,and basic counterexamples can be constructed in the presenceof strictly pseudoconvex points. LÄS MER

  3. 2. Contributions to the Stochastic Maximum Principle

    Författare :Daniel Andersson; Boualem Djehiche; Fred Espen Benth; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik;

    Sammanfattning : This thesis consists of four papers treating the maximum principle for stochastic control problems. In the first paper we study the optimal control of a class of stochastic differential equations (SDEs) of mean-field type, where the coefficients are allowed to depend on the law of the process. LÄS MER

  4. 3. Aspects of Waiting and Contracting in Game Theory

    Författare :Peter Helgesson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Game Theory; War of Attrition; ESS; N-Player; Principal-Agent Problem; Stochastic Maximum Principle; Pontryagin’s Maximum Principle; Mean- Variance; Time Inconsistent Utility Functions; Game Theory;

    Sammanfattning : The topic of this thesis concerns two selected problem in game theory; the Nplayer War of Attrition and the Principal-Agent problem. The War of Attrition is a well established game theoretic model that was first introduced in the 2-player case by John Maynard Smith. LÄS MER

  5. 4. Regularity and uniqueness-related properties of solutions with respect to locally integrable structures

    Författare :Abtin Daghighi; Egmont Porten; Christer Kiselman; Stefan Borell; Jürgen Leiterer; Mittuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Maximum principle; hypocomplexity; locally integrable structure; hypoanalytic structure; weak pseudoconcavity; uniqueness; CR functions;

    Sammanfattning : We prove that a smooth generic embedded CR submanifold of C^n obeys the maximum principle for continuous CR functions if and only if it is weakly 1-concave. The proof of the maximum principle in the original manuscript has later been generalized to embedded weakly q-concave CR submanifolds of certain complex manifolds. LÄS MER

  7. 5. On vanishing-curvature extensions of Lorentzian metrics

    Författare :Lars Alexandersson; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; projective curvature; indefinite metric; maximum principle; set-valued function; indefinite metric;

    Sammanfattning : .... LÄS MER