This paper concerns a derivation of second-order necessary conditions for a fixed-endpoint control problem of Lagrange involving mixed equality and/or inequality constraints, posed over piecewise ...

In this note, we discuss a generalization of the well-known implicit function theorem to the time-delay case. We show that the latter problem is closely related to the bicausal changes of coordinates ...

Dmitri Goloubentsev, Evgeny Lakshtanov and Vladimir Piterbarg explain in mathematical terms, and demonstrate using a simple example, how the automatic implicit function theorem, a special version of ...

Kreici, P. (1984) Hard Implicit Function Theorem and Small Periodic Solutions to Partial Differential Equations. Commentationes Mathematicae Universitatis Carolinae, 25, 519-536.

A collection of advanced autodiff primitive rules that built upon the implicit function theorem both for discrete problems (like solving linear systems of equations) and (semi-)continuous problems ...

Adjoint algorithmic differentiation is an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Often the differentiation does not cover the full pricing ...

Magnus, R. (1974) The Implicit Function Theorem and Multi Bump Solutions of periodic Partial Differential Equation. Proceedings of the Royal Society of Edinburgh Section A Mathematics, 136, 559-583.

The IIE uses a binding function that is sample size dependent. Its limit theory relies on a sequence-based delta method in the stationary case and a sequence-based implicit continuous mapping theorem ...