Related papers: Representation of convex operators and their stati…
We show how our recent results on compositions of d.c. functions (and mappings) imply positive results on extensions of d.c. functions (and mappings). Examples answering two natural relevant questions are presented. Two further theorems,…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
We develop an algorithmic theory of convex optimization over discrete sets. Using a combination of algebraic and geometric tools we are able to provide polynomial time algorithms for solving broad classes of convex combinatorial…
We consider linear operators defined on a subspace of a complex Banach space into its topological antidual acting positively in a natural sense. The goal of this paper is to investigate of this kind of operators. The main theorem is a…
The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems.…
We prove that operators satisfying the hypotheses of the extrapolation theorem for Muckenhoupt weights are bounded on weighted Morrey spaces. As a consequence, we obtain at once a number of results that have been proved individually for…
Let $1\le p\le q<\infty$ and let $X$ be a $p$-convex Banach function space over a $\sigma$-finite measure $\mu$. We combine the structure of the spaces $L^p(\mu)$ and $L^q(\xi)$ for constructing the new space $S_{X_p}^{\,q}(\xi)$, where…
We investigate which jump-diffusion models are convexity preserving. The study of convexity preserving models is motivated by monotonicity results for such models in the volatility and in the jump parameters. We give a necessary condition…
In this article, we give a representation for compact operators acting between reflexive Banach spaces, which generalizes the representation given by Edmunds et al. for compact operators between reflexive Banach spaces with strictly convex…
We prove new characterisations of exponential stability for positive linear discrete-time systems in ordered Banach spaces, in terms of small-gain conditions. Such conditions have played an important role in the finite-dimensional systems…
We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…
Stability analysis of discrete-time switched systems under minimum dwell-time is studied using a new type of LMI conditions. These conditions are convex in the matrices of the system and shown to be equivalent to the nonconvex conditions…
Persistence modules are representations of products of totally ordered sets in the category of vector spaces. They appear naturally in the representation theory of algebras, but in recent years they have also found applications in other…
We study the compactness of composition operators on the Bergman spaces of certain bounded convex domains in $\mathbb{C}^n$ with non-trivial analytic discs contained in the boundary. As a consequence we characterize that compactness of the…
We present a stability result for a wide class doubly nonlinear equations, featuring general maximal monotone operators, and (possibly) nonconvex and nonsmooth energy functionals. The limit analysis resides on the reformulation of the…
Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…
For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time step $t_0$, the decision maker formulates an optimization…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
In this paper we present a framework for risk-sensitive model predictive control (MPC) of linear systems affected by stochastic multiplicative uncertainty. Our key innovation is to consider a time-consistent, dynamic risk evaluation of the…
In this note, we extend the regularity theory for monotone measure-preserving maps, also known as optimal transports for the quadratic cost optimal transport problem, to the case when the support of the target measure is an arbitrary convex…