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This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control problems in an infinite horizon with constant coefficients. It is proved that the non-emptiness of the admissible control set for all initial state is…
We consider the algebraic Riccati equation for which the four coefficient matrices form an M-matrix K. When K is a nonsingular M-matrix or an irreducible singular M-matrix, the Riccati equation is known to have a minimal nonnegative…
Minimax optimization problems are an important class of optimization problems arising from both modern machine learning and from traditional research areas. We focus on the stability of constrained minimax optimization problems based on the…
The presence of Lipschitzian properties for solution mappings associated with nonlinear parametric optimization problems is desirable in the context of stability analysis or bilevel optimization. An example of such a Lipschitzian property…
In this work, we present an abstract theory for the approximation of operator-valued Riccati equations posed on Hilbert spaces. It is demonstrated here that the error of the approximate solution to the operator-valued Riccati equation is…
A two-step method for solving planar Laplace problems via rational approximation is introduced. First complex rational approximations to the boundary data are determined by AAA approximation, either globally or locally near each corner or…
This paper provides characterizations of the weak solutions of optimization problems where a given vector function $F,$ from a decision space $X$ to an objective space $Y$, is "minimized" on the set of elements $x\in C$ (where $C\subset X$…
Let $H$ be an infinite-dimensional complex Hilbert space and let ${\mathcal G}_{\infty}(H)$ be the set of all closed subspaces of $H$ whose dimension and codimension both are infinite. We investigate (not necessarily surjective)…
High-precision approximate analytic expressions for energies and wave functions are found for arbitrary physical potentials. The Schr\"{o}dinger equation is cast into nonlinear Riccati equation, which is solved analytically in first…
We present a unified approach to the problems of reconstruction of large-scale structure distribution in the universe and determination of the underlying power spectrum. These have often been treated as two separate problems and different…
We propose a general framework of iteratively reweighted l1 methods for solving lp regularization problems. We prove that after some iteration k, the iterates generated by the proposed methods have the same support and sign as the limit…
We introduce and study Minimum Cut Representability, a framework to solve optimization and feasibility problems over stable matchings by representing them as minimum s-t cut problems on digraphs over rotations. We provide necessary and…
In this paper we study para-Hermitian rational matrices and the associated structured rational eigenvalue problem (REP). Para-Hermitian rational matrices are square rational matrices that are Hermitian for all $z$ on the unit circle that…
In this paper, the convergence of the solutions for a discretized linear state-based static peridynamic system to the corresponding continuous solution is analytically proven. To obtain an implementable model, we further apply…
Let $X$ be a Banach space, let $(\Omega,\mu)$ be a $\sigma$-finite measure space and let $A,B\colon\Omega\to B(X)$ be strongly measurable $\gamma$-bounded functions. We show that for all $x\in X$ and all $x^*\in X^*$, there exist a Hilbert…
The purpose of this paper is to provide a both comprehensive and summarizing account on recent results about analysis and geometry on configuration spaces $\Gamma_X$ over Riemannian manifolds $X$. Particular emphasis is given to a complete…
We establish an explicit formula for the Half-Wave maps equation for rational functions with simple poles. The Lax pair provides a description of the evolution of the poles. By considering a half-spin formulation, we use linear algebra to…
We construct a class of solutions to the Cauchy problem of the Klein-Gordon equation on any standard static spacetime. Specifically, we have constructed solutions to the Cauchy problem based on any self-adjoint extension (satisfying a…
We obtain an approximate global stationary and axisymmetric solution of Einstein's equations which can be thought as a simple two layers star model: a self-gravitating ball built up by two layers of perfect fluid having different linear…
We study regularity and decay properties for the solutions of the Cauchy problem for time-fractional partial differential equations, with tempered initial data, belonging to suitable (weighted) Sobolev spaces, associated with a differential…