Related papers: A dynamic programming principle with continuous so…
We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…
We analyze an optimal stopping problem with a constraint on the expected cost. When the reward function and cost function are Lipschitz continuous in state variable, we show that the value of such an optimal stopping problem is a continuous…
We propose a discretization of the optimality principle in dynamic programming based on radial basis functions and Shepard's moving least squares approximation method. We prove convergence of the approximate optimal value function to the…
In this paper we aim to show continuous differentiability of weak solutions to a one-Laplace system perturbed by $p$-Laplacian with $1<p<\infty$. The main difficulty on this equation is that uniform ellipticity breaks near a facet, the…
Approximate dynamic programming is a popular method for solving large Markov decision processes. This paper describes a new class of approximate dynamic programming (ADP) methods- distributionally robust ADP-that address the curse of…
We describe an abstract control-theoretic framework in which the validity of the dynamic programming principle can be established in continuous time by a verification of a small number of structural properties. As an application we treat…
This work is devoted to the study of the existence of at least one (non-zero) solution to a problem involving the discrete $p$-Laplacian. As a special case, we derive an existence theorem for a second-order discrete problem, depending on a…
We prove a new asymptotic mean value formula for the $p$-Laplace operator, $$ \Delta_p u=\text{div}(|\nabla u|^{p-2}\nabla u), $$ valid in the viscosity sense. In the plane, and for a certain range of $p$, the mean value formula holds in…
We extend the proof of the dynamic programming principle (DPP) for standard stochastic optimal control problems driven by general L\'{e}vy noises. Under appropriate assumptions, it is shown that the DPP still holds when the state process…
Motivated by tug-of-war games and asymptotic analysis of certain variational problems, we consider a gradient constraint problem involving the infinity Laplace operator. We prove that this problem always has a solution that is unique if a…
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the first exit time from a domain. The zeroth-order "coefficient"…
This paper studies the dynamic programming principle using the measurable selection method for stochastic control of continuous processes. The novelty of this work is to incorporate intermediate expectation constraints on the canonical…
This paper is concerned with an evolution problem having an elliptic equation involving the 1-Laplacian operator and a dynamical boundary condition. We apply nonlinear semigroup theory to obtain existence and uniqueness results as well as a…
In this paper we give sufficient conditions on the approximating domains in order to obtain the continuity of solutions for the fractional $p-$laplacian. These conditions are given in terms of the fractional capacity of the approximating…
We study regularity properties of solutions to nonlinear and nonlocal evolution problems driven by the so-called \emph{$0$-order fractional $p-$Laplacian} type operators: $$ \partial_t u(x,t)=\mathcal{J}_p u(x,t):=\int_{\mathbb{R}^n}…
In this paper we study the existence of positive smooth solutions for a class of singular (p(x),q(x))- Laplacian systems by using sub and supersolution methods.
In article we construct the program control with probability one for a dynamical system with Poisson perturbations.
The Dominative $p$-Laplacian is the operator defined for $2\le p < \infty$ as follows: \begin{equation}\label{dominativep} \mathcal{L}_{p}u(x)=\frac{1}{p}\left(\lambda_{1}+\ldots+\lambda_{N-1}\right)+\frac{(p-1)}{p}\lambda_{N},…
In this paper we prove the existence and uniqueness of positive classical solution of the fractional Laplacian with singular nonlinearity in a smooth bounded domain with zero Drichlet boundary conditions. By the method of sub-supersolution,…
The linear programming (LP) approach is, together with value iteration and policy iteration, one of the three fundamental methods to solve optimal control problems in a dynamic programming setting. Despite its simple formulation,…