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We consider a problem of optimal control of an infinite horizon system governed by forward-backward stochastic differential equations with delay. Sufficient and necessary maximum principles for optimal control under partial information in…

Optimization and Control · Mathematics 2013-12-09 Nacira Agram , Bernt Øksendal

This paper proposes a Riemannian Multiobjective Proximal Gradient Method (RMPGM) for composite optimization problems on manifolds. Unlike scalarization-based approaches, the proposed framework directly handles vector-valued objectives and…

Optimization and Control · Mathematics 2026-05-19 Kangming Chen

We aim to construct the optimal solutions to the undiscounted continuous-time infinite horizon optimization problems, the objective functionals of which may be unbounded. We identify the condition under which the limit of the solutions to…

General Finance · Quantitative Finance 2012-03-20 Dapeng CAI , Takashi Gyoshin NITTA

We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow notably some coefficients to be stochastic. Our method is…

Probability · Mathematics 2017-11-28 Matteo Basei , Huyên Pham

We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…

Computational Finance · Quantitative Finance 2012-10-10 Timothy C. Johnson

Given a locally maximal compact invariant hyperbolic set $\Lambda$ for a $C^1$ flow or diffeomorphism on a Riemann manifold with $C^1$ unstable laminations, we construct an invariant continuous bundle of tangent vectors to local unstable…

Dynamical Systems · Mathematics 2010-09-02 Luchezar Stoyanov

In the framework of the variational principle the canonical variables describing ideal magnetohydrodynamic (MHD) flows of general type (i.e., with spatially varying entropy and nonzero values of all topological invariants) are introduced.…

Fluid Dynamics · Physics 2009-11-10 A. V. Kats

A compact real analytic Riemannian manifold M admits a canonical complexification with plurisubharmonic exhaustion function satisfying the homogeneous complex Monge-Ampere equation, called a Grauert tube. From the point of view of complex…

Complex Variables · Mathematics 2007-05-23 D. Burns , R. Hind

Optimization on Hadamard manifolds -- the natural Riemannian setting for globally geodesically convex problems -- relies on exponential maps to retract tangent vectors and parallel transport to connect tangent spaces across the manifold.…

Optimization and Control · Mathematics 2026-05-01 Mateo Díaz , Benjamin Grimmer , Ian McPherson

This paper deals with the subject of infinitesimal variations of Euclidean submanifolds with arbitrary dimension and codimension. The main goal is to establish a Fundamental theorem for these geometric objects. Similar to the theory of…

Differential Geometry · Mathematics 2020-07-15 M. Dajczer , M. I. Jimenez

This paper investigates the scattering of biharmonic waves by a one-dimensional periodic array of cavities embedded in an infinite elastic thin plate. The transparent boundary conditions are introduced to formulate the problem from an…

Analysis of PDEs · Mathematics 2023-11-21 Gang Bao , Peijun Li , Xiaokai Yuan

This paper gives methods for understanding invariants of symplectic quotients. The symplectic quotients considered here are compact symplectic manifolds (or more generally orbifolds), which arise as the symplectic quotients of a symplectic…

Symplectic Geometry · Mathematics 2007-05-23 Shaun Martin

We introduce variational problems on Riemannian manifolds with constrained acceleration and derive necessary conditions for normal extremals in the constrained variational problem. The problem consists on minimizing a higher-order energy…

Optimization and Control · Mathematics 2022-02-25 Alexandre Anahory Simoes , Leonardo Colombo

We present a set of global invariants, called "mass integrals", which can be defined for a large class of asymptotically hyperbolic Riemannian manifolds. When the "boundary at infinity" has spherical topology one single invariant is…

Differential Geometry · Mathematics 2007-05-23 Piotr T. Chrusciel , Marc Herzlich

We provide simple necessary and sufficient conditions under which a path constitutes a solution to an infinite-horizon, continuous-time optimal control problem. We prove transversality conditions under standard assumptions. We also present…

Optimization and Control · Mathematics 2026-03-30 Stefano Bosi , David Desmarchelier , Ngoc-Sang Pham

We prove a maximum principle for the problem of optimal control for a fractional diffusion with infinite horizon. Further, we show existence of fractional backward stochastic differential equations on infinite horizon. We illustrate our…

Optimization and Control · Mathematics 2012-06-29 Sven Haadem

The manifold M being compact and connected and H being a Tonelli Hamiltonian such that the cotangent bundle of M is equal to the dual tiered Mane set, we prove that there is a partition of the cotangent bundle of M into invariant C0…

Dynamical Systems · Mathematics 2010-05-19 Marie-Claude Arnaud

We investigate the problem of balanced embedding of a non-compact complex manifold into an infinite-dimensional projective space. In this paper we prove the existence of such an embedding in a model case. The strategy is by using a gradient…

Complex Variables · Mathematics 2023-09-06 Jingzhou Sun , Song Sun

A new approach to the solution of quasilinear nonelliptic first-order systems of inhomogeneous PDEs in many dimensions is presented. It is based on a version of the conditional symmetry and Riemann invariant methods. We discuss in detail…

Mathematical Physics · Physics 2015-05-19 A. Michel Grundland , Benoit Huard

We consider principal fibre bundles with a given connection and construct almost complex structures on the total space if the adjoint bundle is isomorphic to the tangent bundle of the base. We derive the integrability condition. If the…

Differential Geometry · Mathematics 2017-02-15 Raphael Zentner