Related papers: Existence, uniqueness and a constructive solution …
A numerical method is proposed for a class of stochastic control problems including singular behavior. This method solves an infinite-dimensional linear program equivalent to the stochastic control problem using a finite element type…
We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential…
We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems, and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set…
The uniqueness of an optimal solution to a combinatorial optimization problem attracts many fields of researchers' attention because it has a wide range of applications, it is related to important classes in computational complexity, and an…
We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution…
We consider Markov processes in continuous time with state space $\posint^N$ and provide two sufficient conditions and one necessary condition for the existence of moments $E(\|X(t)\|^r)$ of all orders $r \in \nat$ for all $t \geq 0$. The…
In this paper, we study three algorithmic problems involving computation trees: the optimization, solvability, and satisfiability problems. The solvability problem is concerned with recognizing computation trees that solve problems. The…
This work is concerned with the existence and uniqueness of boundary value problems defined on semi-infinite intervals. These kinds of problems seldom admit exactly known solutions and, therefore, the theoretical information on their…
In this paper, we mainly study solution uniqueness of some convex optimization problems. Our characterizations of solution uniqueness are in terms of the radial cone. This approach allows us to know when a unique solution is a strong…
In this paper we consider a scenario where there are several algorithms for solving a given problem. Each algorithm is associated with a probability of success and a cost, and there is also a penalty for failing to solve the problem. The…
We investigate singularly perturbed nonlinear complex differential systems of the form $\hbar \partial_x f = F (x, \hbar, f)$ where $\hbar$ is a small complex perturbation parameter. Under a geometric assumption on the eigenvalues of the…
In this paper, we consider the multiplicity of solutions for a class of Kirchhoff type problems with sub-linear and critical terms on an unbounded domain. With the aid of Ekeland's variational principle and the concentration compactness…
In this paper we give an algorithmic description of Freyd categories that subsumes and enhances the usual approach to finitely presented modules in computer algebra. The upshot is a constructive approach to finitely presented functors that…
The objective of this article is to formalize the definition of NP problems. We construct a mathematical model of discrete problems as independence systems with weighted elements. We introduce two auxiliary sets that characterize the…
It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…
Let $n$ be a positive integer, and let $R$ be a (possibly infinite dimensional) finitely presented algebra over a computable field of characteristic zero. We describe an algorithm for deciding (in principle) whether $R$ has at most finitely…
In this paper we investigate a class of elliptic problems involving a nonlocal Kirchhoff type operator with variable coefficients and data changing its sign. Under appropriated conditions on the coefficients, we have shown existence and…
In this paper we study various properties of finite stochastic systems or hidden Markov chains as they are alternatively called. We discuss their construction following different approaches and we also derive recursive filtering formulas…
In this paper we give solutions to Hamburger moment problems with missing entries. The problem of completing partial positive sequences is considered. The main result is a characterization of positive definite completable patterns, namely…
Markov chains are convenient means of generating realizations of networks with a given (joint or otherwise) degree distribution, since they simply require a procedure for rewiring edges. The major challenge is to find the right number of…