• Journal of the Korean Mathematical Society
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• v.59 no.6
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• pp.1083-1101
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• 2022

In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that have Lipschitz generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. Under just integrability on the data we show that such equations admit a unique solution which belongs to class 𝔻.

• Journal of Institute of Control, Robotics and Systems
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• v.22 no.6
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• pp.411-416
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• 2016

This paper presents the design methodology of an unknown input observer for Lipschitz nonlinear systems with unknown inputs in the framework of convex optimization. We use an unknown input observer (UIO) to consider both nonlinearity and disturbance. By deriving a sufficient condition for exponential stability in the linear matrix inequality (LMI) form, existence of a stabilizing observer gain matrix of UIO will be assured by checking whether the quadratic stability margin of the error dynamics is greater than the Lipschitz constant or not. If quadratic stability margin is less than a Lipschitz constant, the coordinate transformation may be used to reduce the Lipschitz constant in the new coordinates. Furthermore, to reduce the maximum singular value of the observer gain matrix elements, an object function to minimize it will be optimally designed by modifying its magnitude so that amplification of sensor measurement noise is minimized via multi-objective optimization algorithm. The performance of UIO is compared to a nonlinear observer (Luenberger-like) with an application to a flexible joint robot system considering a change of load and disturbance. Finally, it is validated via simulations that the estimated angular position and velocity provide true values even in the presence of unknown inputs.

• Journal of the Korean Society for Aeronautical & Space Sciences
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• v.35 no.3
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• pp.212-217
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• 2007

The Alienor method is a powerful tool for solving global optimization problems. It allows the transformation of a multi-variable problem into a new one that depends on a single variable. Any one-dimensional global optimization method can then be used to solve the transformed problem. Several one-dimensional global optimization methods coupled with the Alienor method have been suggested by mathematicians and it is shown that the suggested methods are successful for test functions. However, there are problems with these methods in engineering practice. In this paper, Lipschitzian optimization without using the Lipschitz constant is coupled with the Alienor method and applied to the test functions. Using test functions, it is shown that the suggested method can be successfully applied to global optimization problems.

• Honam Mathematical Journal
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• v.42 no.2
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• pp.251-268
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• 2020

In this paper, we estimate the degree of approximation by means of the complete modulus of continuity, the partial modulus of continuity, the Lipschitz-type class and Petree's K-functional for the bivariate Szász-Kantorovich operators based on Brenke-type polynomials. Later, we construct Generalized Boolean Sum operators associated with combinations of the Szász-Kantorovich operators based on Brenke-type polynomials. In addition, we obtain the rate of convergence for the GBS operators with the help of the mixed modulus of continuity and the Lipschitz class of the Bögel continuous functions.

• Journal of the Korean Mathematical Society
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• v.50 no.1
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• pp.189-202
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• 2013

On the unit ball of $\mathbb{C}^n$, the space of those holomorphic functions satisfying the mean Lipschitz condition $${\int}_0^1\;{\omega}_p(t,f)^q\frac{dt}{t^1+{\alpha}q}\;<\;{\infty}$$ is characterized by integral growth conditions of the tangential derivatives as well as the radial derivatives, where ${\omega}_p(t,f)$ denotes the $L^p$ modulus of continuity defined in terms of the unitary transformations of $\mathbb{C}^n$.

• Journal of the Korean Mathematical Society
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• v.46 no.6
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• pp.1319-1338
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• 2009

In this paper, using proximal-point mappings technique of Raccretive mappings and the property of the fixed point set of set-valued contractive mappings, we study the behavior and sensitivity analysis of the solution set of the system of parametric generalized quasi-variational inclusions involving R-accretive mappings in real uniformly smooth Banach space. Further under suitable conditions, we discuss the Lipschitz continuity of the solution set with respect to parameters. The technique and results presented in this paper can be viewed as extension of the techniques and corresponding results given in [3, 23, 24, 32, 33, 34].

• Transactions on Control, Automation and Systems Engineering
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• v.2 no.4
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• pp.255-261
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• 2000

This paper presents the results of the robust H(sub)$\infty$ FIR filtering for a class of nonlinear continuous time-varying systems subject to real norm-bounded parameter uncertainty and know Lipschitz nonlinearity under sampled measurements. We address the problem of designing filters, using sampled measurements, which guarantee a prescribed H(sub)$\infty$ performance in continuous time-varying context, irrespective of the parameter uncertainty and unknown initial states. The infinite horizon causal H(sub)$\infty$FIR filter are investigated using the finite moving horizon in terms of two Riccati equations with finite discrete jumps.

• Journal of applied mathematics & informatics
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• v.35 no.3_4
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• pp.313-321
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• 2017

In this note we establish a new non-convex hybrid iteration algorithm corresponding to Khan iterative process [4] and prove strong convergence theorems of common fixed points for a uniformly closed asymptotically family of countable quasi-Lipschitz mappings in Hilbert spaces. Moreover, the main results are applied to get the common fixed points of finite family of quasi-asymptotically nonexpansive mappings. The results presented in this article are interesting extensions of some current results.

• Bulletin of the Korean Mathematical Society
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• v.45 no.3
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• pp.467-475
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• 2008

The aim of the present paper is three fold. Firstly, we obtain common fixed point theorems for a pair of selfmaps satisfying nonexpansive or Lipschitz type condition by using the notion of pointwise R-weak commutativity but without assuming the completeness of the space or continuity of the mappings involved (Theorem 1, Theorem 2 and Theorem 3). Secondly, we generalize the results obtained in first three theorems for four mappings by replacing the condition of noncompatibility of maps with the property (E.A) and using the R-weak commutativity of type $(A_g)$ (Theorem 4). Thirdly, in Theorem 5, we show that if the aspect of noncompatibility is taken in place of the property (E.A), the maps become discontinuous at their common fixed point. We, thus, provide one more answer to the problem posed by Rhoades [11] regarding the existence of contractive definition which is strong enough to generate fixed point but does not forces the maps to become continuous.

• Journal of applied mathematics & informatics
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• v.24 no.1_2
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• pp.427-435
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• 2007

The existence theorem and continuous dependence property in $"L^2"$ sense for solutions of backward stochastic differential equation (shortly BSDE) with Lipschitz coefficients were respectively established by Pardoux-Peng and Peng in [1,2], Mao and Cao generalized the Pardoux-Peng's existence and uniqueness theorem to BSDE with non-Lipschitz coefficients in [3,4]. The present paper generalizes the Peng's continuous dependence property in $"L^2"$ sense to BSDE with Mao and Cao's conditions. Furthermore, this paper investigates the continuous dependence property in "almost surely" sense for BSDE with Mao and Cao's conditions, based on the comparison with the classical mathematical expectation.