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We consider a stochastic optimal control problem in a market model with temporary and permanent price impact, which is related to an expected utility maximization problem under finite fuel constraint. We establish the initial condition…

Mathematical Finance · Quantitative Finance 2015-10-13 Mourad Lazgham

Mathematical methods provide useful framework for the analysis and design of complex systems. In newer contexts such as biology, however, there is a need to both adapt existing methods as well as to develop new ones. Using a combination of…

Molecular Networks · Quantitative Biology 2017-12-06 Abhishek Dey , Shaunak Sen

Graph $G$ is $F$-saturated if $G$ contains no copy of graph $F$ but any edge added to $G$ produces at least one copy of $F$. One common variant of saturation is to remove the former restriction: $G$ is $F$-semi-saturated if any edge added…

Combinatorics · Mathematics 2019-05-22 Danny Rorabaugh

We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

This paper studies the concept of algorithmic equiresolution of a family of embedded varieties or ideals, which means a simultaneous resolution of such a family compatible with a given (suitable) algorithm of resolution in characteristic…

Algebraic Geometry · Mathematics 2010-05-06 Augusto Nobile

There are two formulations at non-zero chemical potential; one is the formulation that a Lagrangian includes a chemical potential, the other is the formulation that a Lagrangian does not include a chemical potential. The existence of two…

High Energy Physics - Phenomenology · Physics 2011-05-10 S. Sasagawa , H. Tanaka

Regular resolution is a refinement of the resolution proof system requiring that no variable be resolved on more than once along any path in the proof. It is known that there exist sequences of formulas that require exponential-size proofs…

Logic in Computer Science · Computer Science 2024-02-27 Sam Buss , Emre Yolcu

We present a first-order theorem proving framework for establishing the correctness of functional programs implementing sorting algorithms with recursive data structures. We formalize the semantics of recursive programs in many-sorted…

Logic in Computer Science · Computer Science 2024-03-07 Pamina Georgiou , Márton Hajdu , Laura Kovács

Regularization is a popular technique to solve the overfitting problem of machine learning algorithms. Most regularization technique relies on parameter selection of the regularization coefficient. Plug-in method and cross-validation…

Machine Learning · Computer Science 2022-05-24 Hao Wang

We introduce the class of unshreddable theories, which contains the simple and NIP theories, and prove that such theories have exactly saturated models in singular cardinals, satisfying certain set-theoretic hypotheses. We also give…

Logic · Mathematics 2021-04-19 Itay Kaplan , Nicholas Ramsey , Saharon Shelah

We consider a possibility to unify the methods of regularization, such as the renormalization group method, stochastic quantization etc., by the extension of the standard field theory of the square-integrable functions $\phi(b)\in…

High Energy Physics - Theory · Physics 2008-12-19 Mikhail V. Altaisky

In this paper we introduce the concept of universal stabilizability: the condition that every solution of a nonlinear system can be globally stabilized. We give sufficient conditions in terms of the existence of a control contraction…

Optimization and Control · Mathematics 2013-11-21 Ian R. Manchester , Jean-Jacques E. Slotine

This is a survey about spectral sets, to appear in the second edition of Handbook of Linear Algebra (L. Hogben, ed.). Spectral sets and K-spectral sets, introduced by John von Neumann, offer a possibility to estimate the norm of functions…

Functional Analysis · Mathematics 2017-06-06 Catalin Badea , Bernhard Beckermann

The issue of so-called maximal regularity is discussed within a Hilbert space framework for a class of evolutionary equations. Viewing evolutionary equations as a sums of two unbounded operators, showing maximal regularity amounts to…

Analysis of PDEs · Mathematics 2016-04-05 Rainer Picard , Sascha Trostorff , Marcus Waurick

We recall a natural framework to deal with local field theory in which bare amplitudes are completely finite. We first present the main general properties of this scheme, the so-called Taylor-Lagrange regularization scheme. We then…

High Energy Physics - Theory · Physics 2013-03-04 Jean-François Mathiot

We present a sufficient condition for irreducibility of forcing algebras and study the (non)-reducedness phenomenon. Furthermore, we prove a criterion for normality for forcing algebras over a polynomial base ring with coefficients in a…

Commutative Algebra · Mathematics 2017-07-28 Danny A. J. Gomez-Ramirez , Holger Brenner

We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…

Optimization and Control · Mathematics 2025-07-23 Casey Garner , Gilad Lerman , Shuzhong Zhang

We derive, similar to Lau and Riha, a matrix formulation of a general best approximation theorem of Singer for the special case of spectral approximations of a given matrix from a given subspace. Using our matrix formulation we describe the…

Numerical Analysis · Mathematics 2025-06-12 Vance Faber , Jörg Liesen , Petr Tichý

A vertex colouring of some graph is called perfect if each vertex of colour $i$ has exactly $a_{ij}$ neighbours of colour $j$. Being perfect imposes several restrictions on the colour incidence matrix $(a_{ij})$. We list several (old and…

Combinatorics · Mathematics 2019-06-17 Joseph R. C. Damasco , Dirk Frettlöh

Concentration-compactness is used to prove compactness of maximising sequences for a variational problem governing symmetric steady vortex-pairs in a uniform planar ideal fluid flow, where the kinetic energy is to be maximised and the…

Analysis of PDEs · Mathematics 2020-02-28 G. R. Burton
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