• Journal of the Chungcheong Mathematical Society
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• v.27 no.2
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• pp.219-225
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• 2014

I use the dynamic programming approach to study the optimal consumption and investment problem with regime-switching and constant labor income. I derive the optimal solutions in closed-form with constant absolute risk aversion (CARA) utility and constant disutility.

• East Asian mathematical journal
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• v.34 no.5
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• pp.549-570
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• 2018

We establish existence and bifurcation of global positive solutions for parametrized nonhomogeneous elliptic equations involving critical Sobolev-Hardy exponents and Hardy terms. The main approach to the problem is the variational method.

• Journal of the Korean Mathematical Society
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• v.42 no.5
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• pp.1057-1069
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• 2005

In this article, we prove the existence of two embedded minimal annuli in a slab which are all bounded by a Jordan convex curve and a straight line.

• Bulletin of the Korean Mathematical Society
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• v.40 no.3
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• pp.373-383
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• 2003

We investigate a uniform local asymptotic normality for likelihood ratio processes based on an independent and identically distributed local asymptotic problem. Our tool is an empirical process theory.

• Communications of the Korean Mathematical Society
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• v.20 no.3
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• pp.511-520
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• 2005

In this article, we prove the existence of a minimal annulus bounded by a Jordan curve and a straight line.

• Communications of the Korean Mathematical Society
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• v.21 no.3
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• pp.433-449
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• 2006

In this paper, we present some recent developments on hyponormal operator theory and truncated Curto-Fialkow and Embry complex moment problems.

• Journal of the Korean Mathematical Society
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• v.52 no.6
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• pp.1195-1207
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• 2015

Lagrange multiplier method for solving the contact problem in elasticity is considered. Based on lower semicontinuity of sensitivity functional we prove the convergence of modified dual scheme to corresponding saddle point.

• Communications of the Korean Mathematical Society
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• v.19 no.1
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• pp.179-196
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• 2004

Mond-Weir type duals for multiobjective variational problems are formulated. Under generalized vector variational type I invexity assumptions on the functions involved, sufficient optimality conditions, weak and strong duality theorems are proved efficient and properly efficient solutions of the primal and dual problems.

• Communications of the Korean Mathematical Society
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• v.22 no.1
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• pp.53-64
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• 2007

In this paper, we apply the generalized quasilinearization technique to a forced Duffing equation with three-point mixed nonlinear nonlocal boundary conditions and obtain sequences of upper and lower solutions converging monotonically and quadratically to the unique solution of the problem.

• Bulletin of the Korean Mathematical Society
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• v.32 no.2
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• pp.287-296
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• 1995

Wets ([4],[5],[6]) considered single objective linear two-stage programming problem under uncertainty with complete recourse. Artstein, Dupacova, Romisch, Schultz and Wets studied stability of this problem id depth. But in many real world problems to make best decision, we need multiple objective functions. So we consider the following multiple objective two-stage programming problems with complete fixed recourse.