Related papers: Representation of convex operators and their stati…
We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…
In this paper we consider composition operators on locally convex spaces of functions defined on $\mathbb{R}$. We prove results concerning supercyclicity, power boundedness, mean ergodicity and convergence of the iterates in the strong…
This paper studies the problem of perturbed convex and smooth optimization. The main results describe how the solution and the value of the problem change if the objective function is perturbed. Examples include linear, quadratic, and…
This paper investigates the robust optimal control of sampled-data stochastic systems with multiplicative noise and distributional ambiguity. We consider a class of discrete-time optimal control problems where the controller \emph{jointly}…
We study the compactness of composition operators on the Bergman spaces of certain bounded pseudoconvex domains in $\mathbb{C}^n$ with non-trivial analytic disks contained in the boundary. As a consequence we characterize that compactness…
Earlier we proposed the stochastic point process model, which reproduces a variety of self-affine time series exhibiting power spectral density S(f) scaling as power of the frequency f and derived a stochastic differential equation with the…
Monotone operators, especially in the form of subdifferential operators, are of basic importance in optimization. It is well known since Minty, Rockafellar, and Bertsekas-Eckstein that in Hilbert space, monotone operators can be understood…
We study holomorphic extensions of one-parameter groups on locally convex spaces with a view to applications to KMS boundary conditions. In the first part we deal with analytic extensions of one-parameter groups of operators on locally…
In the paper is considered two problems on extension of operators whose range space for the first problem (or domain space for the second one) belongs to the fixed class of finite equivalence, which is generated by a given Banach space $X$.…
We analyze various consequences in relation to the extension of operators $T:X\to Y$ that are $p$-compact, as well as the extension of operators $T:X\to Y$ whose adjoints $T^*:Y^*\to X^*$ are $p$-compact. In most cases, we discuss these…
A continuous-time financial portfolio selection model with expected utility maximization typically boils down to solving a (static) convex stochastic optimization problem in terms of the terminal wealth, with a budget constraint. In…
The problem involving the extension of functions from a certain class and defined on subdomains of the ambient space to the whole space is an old and a well investigated theme in analysis. A related question whether the extensions that…
Over the past years a theory of conjugate duality for set-valued functions that map into the set of upper closed subsets of a preordered topological vector space was developed. For scalar duality theory, continuity of convex functions plays…
Operator convex functions defined on the positive half-line play a prominent role in the theory of quantum information, where they are used to define quantum $f$-divergences. Such functions admit integral representations in terms of…
Enlargements have proven to be useful tools for studying maximally monotone mappings. It is therefore natural to ask in which cases the enlargement does not change the original mapping. Svaiter has recently characterized non-enlargeable…
We give a self-contained and introductory account of some basic functional analytic tools needed to understand maximal monotone operators in Hilbert spaces. We review domains of (possibly unbounded) operators, closed sets and closed…
We study containment regions of the numerical range of the product of operators $A$ and $B$ such that $W(A)$ and $W(B)$ are line segments. It is shown that the containment region is equal to the convex hull of elliptical disks determined by…
Devising efficient algorithms that track the optimizers of continuously varying convex optimization problems is key in many applications. A possible strategy is to sample the time-varying problem at constant rate and solve the resulting…
This technical note studies a class of distributed nonsmooth convex consensus optimization problem. The cost function is a summation of local cost functions which are convex but nonsmooth. Each of the local cost functions consists of a…
In the present paper we introduce a concept of doubly stochastic quadratic operator. We prove necessary and sufficient conditions for doubly stochasticity of operator. Besides, we prove that the set of all doubly stochastic operators forms…