Related papers: Existence and optimality of strong stability prese…
We prove well-posedness and rough path stability of a class of linear and semi-linear rough PDE's on $\mathbb{R}^d$ using the variational approach. This includes well-posedness of (possibly degenerate) linear rough PDE's in…
We establish the existence of strong solutions to a class of nonlinear strongly coupled and uniform elliptic systems consisting of more than two equations. The existence of of nontrivial and non constant solutions (or pattern formations)…
We discuss the multilevel control problem for linear dynamical systems, consisting in designing a piece-wise constant control function taking values in a finite-dimensional set. In particular, we provide a complete characterization of…
In this paper, the problem of stability in terms of two measures is considered for a class of stochastic partial differential delay equations with switching. Sufficient conditions for stability in terms of two measures are obtained based on…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
We establish several delay-independent criteria for the existence and stability of positive periodic solutions of n-dimensional nonautonomous functional differential equation by several fixed point theorems. Examples from positive and…
In this paper we extend the well-known L-Shaped method to solve two-stage stochastic programming problems with decision-dependent uncertainty. The method is based on a novel, unifying, formulation and on distribution-specific optimality and…
Both bilevel and robust optimization are established fields of mathematical optimization and operations research. However, only until recently, the similarities in their mathematical structure has neither been studied theoretically nor…
We follow a polynomial approach to analyse strong stability of linear difference equations with rationally independent delays. Upon application of the Hermite stability criterion on the discrete-time homogeneous characteristic polynomial,…
Inverse linear programming (LP) has received increasing attention due to its potential to generate efficient optimization formulations that can closely replicate the behavior of a complex system. However, inversely inferred parameters and…
We describe new methods for deciding the stability of switching systems. The methods build on two ideas previously appeared in the literature: the polytope norm iterative construction, and the lifting procedure. Moreover, the combination of…
This paper provides a necessary and sufficient condition for guaranteeing exponential stability of the linear difference equation $x(t)=Ax(t-a)+Bx(t-b)$ where $a>0,b>0$ are constants and $A,B$ are $n\times n$ square matrices, in terms of a…
We consider jointly estimating the coefficient matrix and the error precision matrix in high-dimensional multivariate linear regression models. Bayesian methods in this context often face computational challenges, leading to previous…
Determination of stability and instability of singular points in nonlinear dynamical systems is an important issue that has attracted considerable attention in different fields of engineering and science. So far, different well-defined…
In the article Positive Dynamic Programming, David Blackwell tries to answer the question concerning the existence of optimal stationary strategies for a positive dynamic programming problem. The principal results obtained in the paper are…
In this article, we prove a general viability theorem for continuity inclusions in Wasserstein spaces, and provide an application thereof to the existence of exponentially stable trajectories obtained via the second method of Lyapunov.
We consider the construction of semi-implicit linear multistep methods which can be applied to time dependent PDEs where the separation of scales in additive form, typically used in implicit-explicit (IMEX) methods, is not possible. As…
We present a new strategy for solving stiff ODEs with explicit methods. By adaptively taking a small number of stabilizing small explicit time steps when necessary, a stiff ODE system can be stabilized enough to allow for time steps much…
It is known that input-output approaches based on scaled small-gain theorems with constant $D$-scalings and integral linear constraints are non-conservative for the analysis of some classes of linear positive systems interconnected with…
Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…