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In this work, we focus on separable convex optimization problems with box constraints and a set of triangular linear constraints. The solution is given in closed-form as a function of some Lagrange multipliers that can be computed through…
We investigate bicomplex Hamiltonian systems in the framework of an analogous version of the Schrodinger equation. Since in such a setting three different types of conjugates of bicomplex numbers appear, each is found to define in a natural…
In this note we present some results that were already conjectured in the work [9] by Bildhauer, Fuchs and Weickert, where they have investigated analytical aspects of coupled variational models with applications to mathematical imaging.…
This paper is concerned with the open-loop time-consistent solution of time-inconsistent mean-field stochastic linear-quadratic optimal control. Different from standard stochastic linear-quadratic problems, both the system matrices and the…
This is a companion paper of [Mixed equilibrium solution of time-inconsistent stochastic LQ problem, arXiv:1802.03032], where general theory has been established to characterize the open-loop equilibrium control, feedback equilibrium…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
We provide the most general forms of covariant and normalized time operators and their probability densities, with applications to quantum clocks, the time of arrival, and Lyapunov quantum operators. Examples are discussed of the profusion…
In this paper, we study the existence and uniqueness of solutions for general fractional-time parabolic equations of mixture type, and their probabilistic representations in terms of the corresponding inverse subordinators with or without…
We present a stable and convergent method for solving initial value problems based on the use of differentiation matrices obtained by Lagrange interpolation. This implicit multistep-like method is easy-to-use and performs pretty well in the…
In this article, we introduce and study accelerated Landweber methods for linear ill-posed problems obtained by an alteration of the coefficients in the three-term recurrence relation of the \nu-methods. The residual polynomials of the…
In this paper, to solve the invariant subspace problem, contraction operators are classified into three classes ; (Case 1) completely non-unitary contractions with a non-trivial algebraic element, (Case 2) completely non-unitary…
A Redheffer type description of the set of all contractive solutions to the relaxed commutant lifting problem is given. The description involves a set of Schur class functions which is obtained by combining the method of isometric coupling…
The bispectral problem is motivated by an effort to understand and extend a remarkable phenomenon in Fourier analysis on the real line: the operator of time-and-band limiting is an integral operator admitting a second-order differential…
A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of…
A general dynamical invariant operator for three coupled time-dependent oscillators is derived. Although the obtained invariant operator satisfies the Liouville-von Neumann equation, its mathematical formula is somewhat complicated due to…
Contraction properties of the Riccati operator are studied within the context of non-stationary linear-quadratic optimal control. A lifting approach is used to obtain a bound on the rate of strict contraction, with respect to the Riemannian…
This paper deals with the solving of variational inequality problem where the constrained set is given as the intersection of a number of fixed-point sets. To this end, we present an extrapolated sequential constraint method. At each…
The recursion operators and symmetries of non-autonomous, (1+1)-dimensional integrable evolution equations are considered. It has been previously observed that the symmetries of the integrable evolution equations obtained through their…
We propose an asympotically optimal choice of shared concentrated real poles of a family of rational approximants of time-dependent exponential functions $\exp(-tz)$ for $z \geq 0$ and $t$ in a positive time interval $T$. Our result extends…
We propose new primal-dual decomposition algorithms for solving systems of inclusions involving sums of linearly composed maximally monotone operators. The principal innovation in these algorithms is that they are block-iterative in the…