Related papers: Bellman partial differential equation and the hill…
Optimal control of diffusion processes is intimately connected to the problem of solving certain Hamilton-Jacobi-Bellman equations. Building on recent machine learning inspired approaches towards high-dimensional PDEs, we investigate the…
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…
We obtain the classical Hanner inequalities by the Bellman function method. These inequalities give sharp estimates for the moduli of convexity of Lebesgue spaces. Easy ideas from differential geometry help us to find the Bellman function…
In this paper, we study second-order and fourth-order elliptic problems which include not only a Poisson equation in the bulk but also an inhomogeneous Laplace--Beltrami equation on the boundary of the domain. The bulk and the surface PDE…
In this paper we study the $p$-Poisson equation with Robin boundary conditions, where the Robin parameter is a function. By means of some weighted isoperimetric inequalities, we provide various sharp bounds for the solutions to the problems…
The Bohnenblust--Hille (polynomial and multilinear) inequalities were proved in 1931 in order to solve Bohr's absolute convergence problem on Dirichlet series. Since then these inequalities have found applications in various fields of…
We develop technical tools that enable the use of Bellman functions for BMO defined on $\alpha$-trees, which are structures that generalize dyadic lattices. As applications, we prove the integral John--Nirenberg inequality and an inequality…
The Riemann-Hilbert problem associated with the integrable PDE is used as a nonlinear transformation of the nearly integrable PDE to the spectral space. The temporal evolution of the spectral data is derived with account for arbitrary…
This paper presents a novel method to synthesize stochastic control Lyapunov functions for a class of nonlinear, stochastic control systems. In this work, the classical nonlinear Hamilton-Jacobi-Bellman partial differential equation is…
This work provides a comparison principle for viscosity solutions to boundary value problems on (partially) bounded, cylindrical spaces. The comparison principle is based on a test function framework, that allows for the simultaneous…
A local hidden variable model with pseudo-functional density function restricted to a binary probability event space is demonstrated to be able to reproduce the quantum correlation in an Einstein Podolsky Rosen Bohm and Aharonov type of…
In this paper, we establish various maximum principles and develop the method of moving planes and the sliding method (on general unbounded domains) for equations involving the uniformly elliptic nonlocal Bellman operator. As a consequence,…
We present an alternative approach to modeling Einstein-Podolsky-Rosen-Bohm (EPRB)-type experiments. The basis for our approach will be to replace the conventional Kolmogorov theory of probability, with the more general Dempster-Schafer…
In this expository paper, we discuss a unified framework for proving various geometric inequalities, based on the so-called Alexandrov-Bakelman-Pucci technique. Examples include Cabr\'e's proof of the classical isoperimetric inequality in…
The purpose of this article is to prove existence, uniqueness and uniform gradient estimates for unbounded classical solutions of a Hamilton-Jacobi-Bellman equation. Such an equation naturally arises in stochastic control problems. Contrary…
Aleksandrov-Bakelman-Pucci maximum principles are studied for a class of fully nonlinear integro-differential equations of order $\sigma\in [2-\varepsilon_0,2)$, where $\varepsilon_0$ is a small constant depending only on given parameters.…
For scalar fully nonlinear partial differential equations depending on the Hessian andspatial coordinates, we present a general theory for obtaining comparison principles and well posedness for the associated Dirichlet problem with…
This paper develops a new framework for designing and analyzing convergent finite difference methods for approximating both classical and viscosity solutions of second order fully nonlinear partial differential equations (PDEs) in 1-D. The…
The isoperimetric problem is a classic topic in geometric measure theory, yet critical questions regarding the characterization of optimal solutions -- even asymptotically optimal ones -- remain largely unresolved. In this paper, we…
By using quasi-Banach techniques as key ingredient we prove Poincar\'e- and Sobolev- type inequalities for $m$-subharmonic functions with finite $(p,m)$-energy. A consequence of the Sobolev type inequality is a partial confirmation of B\l…