Related papers: A dynamic programming principle with continuous so…
This paper establishes a probabilistic representation for the solution of the parabolic obstacle problem associated with the normalized $p$-Laplacian. We introduce a zero-sum stochastic tug-of-war game with noise in a space-time cylinder,…
We consider a Bolza-type optimal control problem for a dynamical system described by a fractional differential equation with the Caputo derivative of an order $\alpha \in (0, 1)$. The value of this problem is introduced as a functional in a…
We give a self-contained and elementary proof for boundedness, existence, and uniqueness of solutions to dynamic programming principles (DPP) for biased tug-of-war games with running costs. The domain we work in is very general, and as a…
We establish the global existence of a class of strongly coupled parabolic systems. The necessary apriori estimates will be obtained via our new approach to the regularity theory of parabolic scalar equations with integrable data and new…
The Massive Parallel Computing (MPC) model gained popularity during the last decade and it is now seen as the standard model for processing large scale data. One significant shortcoming of the model is that it assumes to work on static…
In this work we analyze the behavior of the spectrum of the peridynamic fractional $p$-Laplacian, $(-\Delta_p)_{\delta}^s$, under the limit process $\delta\to0^+$ or $\delta\to+\infty$. We prove spectral convergence to the classical…
Some approaches to solving challenging dynamic programming problems, such as Q-learning, begin by transforming the Bellman equation into an alternative functional equation, in order to open up a new line of attack. Our paper studies this…
The difficulty of developing reliable parallel software is generating interest in deterministic environments, where a given program and input can yield only one possible result. Languages or type systems can enforce determinism in new code,…
We study the McKean-Vlasov optimal control problem with common noise in various formulations, namely the strong and weak formulation, as well as the Markovian and non-Markovian formulations, and allowing for the law of the control process…
This paper considers discontinuous dynamical systems, i.e., systems whose associated vector field is a discontinuous function of the state. Discontinuous dynamical systems arise in a large number of applications, including optimal control,…
We study existence, regularity, and qualitative properties of solutions to linear problems involving higher-order fractional Laplacians $(-\Delta)^s$ for any $s>1$. Using the nonlocal properties of these operators, we provide an explicit…
This paper is concerned with the Dynamic Programming Principle (DPP in short) with SDEs on Riemannian manifolds. Moreover, through the DPP, we conclude that the cost function is the unique viscosity solution to the related PDEs on…
Dynamic programming is a mathematical optimization method and a computer programming method as well. In this paper, the notion of sheaf programming in topological spaces is introduced and it is demonstrated that it relates very well to the…
An uniform LP duality is an useful property of conic matrix systems. A consistent linear conic optimization problem yields uniform LP duality if for any linear cost function, for which the primal problem has finite optimal value, the…
In this work, we study the higher differentiability of solutions to the inhomogeneous fractional $p$-Laplace equation under different regularity assumptions on the data. In the superquadratic case, we extend and sharpen several previous…
Preliminary results of our investigations on solving indefinite qua\-dra\-tic programs by dynamical systems are given. First, dynamical systems corresponding to two fundamental DC programming algorithms to deal with indefinite quadratic…
We prove some uniqueness result for solutions to the heat equation on Riemannian manifolds. In particular, we prove the uniqueness of $L^p$ solutions with $0< p< 1$, and improves the $L^1$ uniqueness result of P. Li by weakening the…
We approximate the first Dirichlet eigenpair of the $p$-Laplace operator for $2 \leq p < \infty$ on both Euclidean and surface domains. We emphasize large $p$ values and discuss how the $p \to \infty$ limit connects to the underlying…
Computational complexity is examined using the principle of increasing entropy. To consider computation as a physical process from an initial instance to the final acceptance is motivated because many natural processes have been recognized…
This work is devoted to the study of the existence and periodicity of solutions of initial differential problems, paying special attention to the explicit computation of the period. These problems are also connected with some particular…