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Let $\Omega$ be a bounded open interval, and let $p>1$ and $q\in\left(0,p-1\right) $. Let $m\in L^{p^{\prime}}\left(\Omega\right) $ and $0\leq c\in L^{\infty}\left(\Omega\right) $. We study existence of strictly positive solutions for…
We incorporate safety specifications into dynamic programming. Explicitly, we address the minimization problem of a Markov decision process up to a stopping time with safety constraints. To incorporate safety into dynamic programming, we…
In this paper, we prove the existence and uniqueness of nonnegative renormalized solutions for the fractional p(x)-Laplacian problem with L1 data. Our results are new even in the constant exponent fractional p-Laplacian equation case.
We begin development of a method for studying dynamical systems using concepts from computational complexity theory. We associate families of decision problems, called telic problems, to dynamical systems of a certain class. These decision…
How to compute (super) hedging costs in rather general fi- nancial market models with transaction costs in discrete-time ? Despite the huge literature on this topic, most of results are characterizations of the super-hedging prices while it…
In this article, the decidability and computability issues of dynamic probability logic (DPL) are addressed. Firstly, a proof system $\mathcal{H}_{DPL}$ is introduced for DPL and shown that it is weakly complete. Furthermore, this logic has…
Inspired by rational canonical forms, we introduce and analyze two decompositions of dynamic programming (DP) problems for systems with linear dynamics. Specifically, we consider both finite and infinite horizon DP problems in which the…
The stability of topological persistence is one of the fundamental issues in topological data analysis. Numerous methods have been proposed to address the stability of persistent modules or persistence diagrams. Recently, the concept of…
In this article, we address a class of non convex, integer, non linear mathematical programs using dynamic programming. The mathematical program considered, whose properties are studied in this article, may be used to model the optimal…
We outline a program with the potential to solve both the cosmological constant and quantum gravity problems within a single, comprehensive framework, one that is formulated entirely in four spacetime dimensions. The program is based on an…
We review the major achievements of the dynamical reduction program, showing why and how it provides a unified, consistent description of physical phenomena, from the microscopic quantum domain to the macroscopic classical one. We discuss…
This paper deals with the parabolic $(1,\,p)$-Laplace system, a parabolic system that involves the one-Laplace and $p$-Laplace operators with $p\in(1,\,\infty)$. We aim to prove that a spatial gradient is continuous in space and time. An…
We propose a new monotone finite difference discretization for the variational $p$-Laplace operator, \[ \Delta_p u=\text{div}(|\nabla u|^{p-2}\nabla u), \] and present a convergent numerical scheme for related Dirichlet problems. The…
In this paper, we present a novel maximum entropy formulation of the Differential Dynamic Programming algorithm and derive two variants using unimodal and multimodal value functions parameterizations. By combining the maximum entropy…
We give a tug-of-war interpretation of the regularized $p$-Laplacian $\divgg\big((1+|Dv|^2)^{p/2-1}Dv\big)=0$ in a bounded domain $\Omega\subset\R^n$, $p\ge 2$. The key is the linear lift $w(x,x_{n+1})=v(x)+x_{n+1}$, which identifies this…
We consider dynamical systems arising from substitutions over a finite alphabet. We prove that such a system is linearly repetitive if and only if it is minimal. Based on this characterization we extend various results from primitive…
This paper discusses the odds problem, proposed by Bruss in 2000, and its variants. A recurrence relation called a dynamic programming (DP) equation is used to find an optimal stopping policy of the odds problem and its variants. In 2013,…
In this article, we deal with the global regularity of weak solutions to a class of problems involving the fractional $(p,q)$-Laplacian, denoted by $(-\Delta)^{s_1}_{p}+(-\Delta)^{s_2}_{q}$, for $s_2, s_1\in (0,1)$ and $1<p,q<\infty$. We…
The $p$-Laplacian is a nonlinear partial differential equation, parametrized by $p \in [1,\infty]$. We provide new numerical algorithms, based on the barrier method, for solving the $p$-Laplacian numerically in $O(\sqrt{n}\log n)$ Newton…
We develop a discrete-time optimal control framework for systems evolving on Lie groups. Our work generalizes the original Differential Dynamic Programming method, by employing a coordinate-free, Lie-theoretic approach for its derivation. A…