Related papers: A dynamic programming principle with continuous so…
We study the parabolic $p$-Laplacian system in a bounded domain. We deduce optimal convergence rates for the space-time discretization based on an implicit Euler scheme in time. Our estimates are expressed in terms of Nikolskii spaces and…
In this paper, we study maximum principles for Laplacian and fractional Laplacian with critical integrability. We first consider the critical cases for Laplacian with zero order term and first order term. It is well known that for the…
It is shown that if the sequence $(p_j(x))$ increases uniformly to $p(x)$ in a bounded, smooth domain $\Omega$, then the sequence $(u_i)$ of solutions to the Dirichlet problem for the $p_i(x)$-Laplacian with fixed boundary datum $\varphi$…
This paper extends the core results of discrete time infinite horizon dynamic programming to the case of state-dependent discounting. We obtain a condition on the discount factor process under which all of the standard optimality results…
We study stochastic motion planning problems which involve a controlled process, with possibly discontinuous sample paths, visiting certain subsets of the state-space while avoiding others in a sequential fashion. For this purpose, we first…
In this paper, the existence of positive strong solutions to a Dirichlet $p$-Laplacian problem with reaction both singular at zero and highly discontinuous is investigated. In particular, it is only required that the set of discontinuity…
A sparse linear programming (SLP) problem is a linear programming problem equipped with a sparsity (or cardinality) constraint, which is nonconvex and discontinuous theoretically and generally NP-hard computationally due to the…
Modern learning systems increasingly interact with data that evolve over time and depend on hidden internal state. We ask a basic question: when is such a dynamical system learnable from observations alone? This paper proposes a research…
Since its establishment, propositional dynamic logic (PDL) has been a subject of intensive academic research and frequent use in the industry. We have studied the complexity of some PDL problems and in this paper, we show results for some…
We consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite…
We study a nonlinear, nonlocal eigenvalue problem driven by the fractional p-Laplacian with an indefinite, singular weight chosen in an optimal class. We prove the existence of an unbounded sequence of positive variational eigenvalues and…
We overview some recent existence and regularity results in the theory of nonlocal nonlinear problems driven by the fractional $p$-Laplacian.
This paper studies the dynamic programming principle for general convex stochastic optimization problems introduced by Rockafellar and Wets in [30]. We extend the applicability of the theory by relaxing compactness and boundedness…
We present a domain-theoretic framework for probabilistic programming that provides a constructive definition of conditional probability and addresses computability challenges previously identified in the literature. We introduce a novel…
We consider the problem of fitting a probability density function when it is constrained to have a given number of modal intervals. We propose a dynamic programming approach to solving this problem numerically. When this number is not…
For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time step $t_0$, the decision maker formulates an optimization…
This essay advocates the view that any problem that has a meaningful empirical content, can be formulated in constructive, more definitely, finite terms. We consider combinatorial models of dynamical systems and approaches to statistical…
A general formalism for obtaining the Lagrangian and Hamiltonian for a one dimensional dissipative system is developed. The formalism is illustrated by applying it to the case of a relativistic particle with linear dissipation. The…
In this paper we consider a very singular elliptic equation that involves an anisotropic diffusion operator, including one-Laplacian, and is perturbed by a $p$-Laplacian-type diffusion operator with $1<p<\infty$. This equation seems…
Let $u: \Omega \subseteq \mathbb{R}^n \longrightarrow \mathbb{R}^N$ be a smooth map and $n,N \in \mathbb{N}$. The $\infty$-Laplacian is the PDE system \[ \tag{1} \label{1} \Delta_\infty u \, :=\, \Big(Du \otimes Du + |Du|^2[Du]^\bot\!…