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A classical method for risk-sensitive nonlinear control is the iterative linear exponential quadratic Gaussian algorithm. We present its convergence analysis from a first-order optimization viewpoint. We identify the objective that the…

While monotone operator theory is often studied on Hilbert spaces, many interesting problems in machine learning and optimization arise naturally in finite-dimensional vector spaces endowed with non-Euclidean norms, such as…

We study how trading costs are reflected in equilibrium returns. To this end, we develop a tractable continuous-time risk-sharing model, where heterogeneous mean-variance investors trade subject to a quadratic transaction cost. The…

In this Short Note we complement the intriguing harmonic analytic perspective due to P. Auscher and A. Axelsson for the abstract evolution equations. This concerns a unified approach to temporally weighted estimates for the forward and…

We prove global subelliptic estimates for quadratic differential operators. Quadratic differential operators are operators defined in the Weyl quantization by complex-valued quadratic symbols. In a previous joint work with M. Hitrik, we…

For a class of non-selfadjoint semiclassical pseudodifferential operators with double characteristics, we study bounds for resolvents and estimates for low lying eigenvalues. Specifically, assuming that the quadratic approximations of the…

Building up on classical linear formulations, we posit that a broad class of problems in signal synthesis and in signal recovery are reducible to the basic task of finding a point in a closed convex subset of a Hilbert space that satisfies…

We study the partial Gelfand-Shilov regularizing effect and the exponential decay for the solutions to evolution equations associated to a class of accretive non-selfadjoint quadratic operators, which fail to be globally hypoelliptic on the…

On the basis of the explicit formulae for the action of the unitary group of exponentials corresponding to almost solvable extensions of a given closed symmetric operator with equal deficiency indices, we derive a new representation for the…

In a recent paper [Nieto M M 1996 Quantum and Semiclassical Optics, 8 1061; quant-ph/9605032], the one dimensional squeezed and harmonic oscillator time-displacement operators were reordered in coordinate-momentum space. In this paper, we…

We study the exponential stability of evolutionary equations. The focus is laid on second order problems and we provide a way to rewrite them as a suitable first order evolutionary equation, for which the stability can be proved by using…

To study operator algebras with symmetries in a wide sense we introduce a notion of {\em relative convolution operators} induced by a Lie algebra. Relative convolutions recover many important classes of operators, which have been already…

We consider the problem of discretizing evolution operators of linear delay equations with the aim of approximating their spectra, which is useful in investigating the stability properties of (nonlinear) equations via the principle of…

We consider a class of pseudodifferential operators with a doubly characteristic point, where the quadratic part of the symbol fails to be elliptic but obeys an averaging assumption. Under suitable additional assumptions, semiclassical…

We consider the recursion operators with nonlocal terms of special form for evolution systems in (1+1) dimensions, and extend them to well-defined operators on the space of nonlocal symmetries associated with the so-called universal Abelian…

In this paper we study differential operators of the form \begin{align*} \left[\mathcal{L}_\infty v \right](x) = A\triangle v(x) + \left\langle Sx,\nabla v(x) \right\rangle - Bv(x), \,x \in \mathbb{R}^d, \,d \geqslant 2, \end{align*} for…

We prove under certain assumptions that there exists a solution of the Schrodinger or the Heisenberg equation of motion generated by a linear operator H acting in some complex Hilbert space H, which may be unbounded, not symmetric, or not…

For a class of non-selfadjoint $h$--pseudodifferential operators with double characteristics, we give a precise description of the spectrum and establish accurate semiclassical resolvent estimates in a neighborhood of the origin.…

Differential constraints compatible with the linearized equations of partial differential equations are examined. Recursion operators are obtained by integrating the differential constraints.

We consider a new algorithm in light of the min-max Collatz-Wielandt formalism to compute the principal eigenvalue and the eigenvector (eigen-function) for a class of positive Perron-Frobenius-like operators. Such operators are natural…