Departamento de Matemáticas y Estadística: Envíos recientes
Mostrando ítems 8-13 de 13
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Optimal strategies in a production-inventory control model
(2020)We consider a production-inventory control model with finite capacity and two different production rates, assuming that the cumulative process of customer demand is given by a compound Poisson process. It is possible at ... -
Optimal dividends under a drawdown constraint and a curious square-root rule
(Finance and Stochastics, 2023)In this paper we address the problem of optimal dividend payout strategies from a surplus process governed by Brownian motion with drift under a drawdown constraint, i.e. the dividend rate can never decrease below a given ... -
On the n−th linear polarization constant of Rn
(Mathematische Nachrichten, 2023)Abstract. We prove that given any set of n unit vectors {vi}n i=1 ⊂ Rn, the inequality sup kxkRn=1 |hx, v1i · · · hx, vni| ≥ n−n/2 holds for n ≤ 14. Moreover, the equality is attained if and only if {vi}n i=1 is an ... -
Farkas’ Lemma in the bilinear setting and evaluation functionals
(Real Academia de Ciencias Exactas, Físicas y Naturales, 2023)We prove the following Farkas’ Lemma for simultaneously diagonalizable bilinear forms: If A1, . . . , Ak, and B : Rn × Rn → R are bilinear forms, then one—and only one—of the following holds: (i) B = a1A1 +· · ·+ak Ak ... -
An improved bound for the dimension of (α, 2α)-Furstenberg sets
(2022)We show that given α e (0, 1) there is a constant c = c α > 0 such that any planar (α, 2α)-Furstenberg set has Hausdorff dimension at least 2α + c. This improves several previous bounds, in particular extending a result ... -
Optimal Ratcheting of Dividends in a Brownian Risk Model
(2020)We study the problem of optimal dividend payout from a surplus process governed by Brownian motion with drift under the additional constraint of ratcheting, i.e. the dividend rate can never decrease. We solve the resulting ...