In this paper, we consider a more general form of weak vector variational inequalities and prove some results on the existence of solutions of our new class of weak vector variational inequalities in the setting of Hausdorff topological vector topological space. We also discuss the connectedness...

In this paper, an optimal portfolio selection problem is formulated as a minimax problem in which tax and dividend are associated with transactions. The corresponding optimal portfolio is derived respectively in the market with and without riskless asset. Furthermore, the relation and main...

In this paper, we consider a more general form of weak vector variational inequalities and prove some results on the existence of solutions of our new class of weak vector variational inequalities in the setting of Hausdorff topological vector topological space. We also discuss the connectedness...

In this paper, an optimal portfolio selection problem is formulated as a minimax problem in which tax and dividend are associated with transactions. The corresponding optimal portfolio is derived respectively in the market with and without riskless asset. Furthermore, the relation and main...

In this paper, we present a new multiperiod portfolio selection with maximum absolute deviation model. The investor is assumed to seek an investment strategy to maximize his/her terminal wealth and minimize the risk. One typical feature is that the absolute deviation is employed as risk measure...

In this paper, we consider a generic inexact subgradient algorithm to solve a nondifferentiable quasi-convex constrained optimization problem. The inexactness stems from computation errors and noise, which come from practical considerations and applications. Assuming that the computational...

The sequential changepoint detection problem is studied in the context of global online monitoring of a large number of independent data streams. We are interested in detecting an occurring event as soon as possible, but we do not know when the event will occur, nor do we know which subset of...

Combined heat and power is the simultaneous production of electricity and heat. CHP plants produce energy in an efficient way. A natural gas CHP system based on an internal combustion engine (ICE) is described, which has been set up at the Building Energy Research Center in Beijing, China. The...