Related papers: On an example for the Uniform Tauberian theorem in…
We analyse a version of the policy iteration algorithm for the discounted infinite-horizon problem for controlled multidimensional diffusion processes, where both the drift and the diffusion coefficient can be controlled. We prove that,…
We show that averages on geometrically finite Fuchsian groups, when embedded via a representation into a space of matrices, have a homogeneous asymptotic limit under appropriate scaling. This generalizes some of the results of Maucourant to…
This paper focuses on infinite-horizon optimal control problems for dissipative systems and the relations to their finite-horizon formulations. We show that, for a large class of problems, dissipativity of the state equation, when a…
In this article, we study the classical finite-horizon optimal stopping problem for multidimensional diffusions through an approach that differs from what is typically found in the literature. More specifically, we first prove a key…
The intuition that the precision of observables is constrained by thermodynamic costs has recently been formalized through thermodynamic and kinetic uncertainty relations. While such trade-offs have been extensively studied in Markovian…
We study the relative value iteration for the ergodic control problem under a near-monotone running cost structure for a nondegenerate diffusion controlled through its drift. This algorithm takes the form of a quasilinear parabolic Cauchy…
Uniform upper bounds and the asymptotic expansion with an explicit remainder term are established for the Macdonald function $K_{i\tau}(x)$. The results can be applied, for instance, to study the summability of the divergent…
We provide a new and significantly shorter optimality proof of recent quantified Tauberian theorems, both in the setting of vector-valued functions and of $C_0$-semigroups, and in fact our results are also more general than those currently…
Sample complexity bounds are a common performance metric in the Reinforcement Learning literature. In the discounted cost, infinite horizon setting, all of the known bounds have a factor that is a polynomial in $1/(1-\gamma)$, where $\gamma…
We consider a sequence of approximate solutions to the compressible Euler system admitting uniform energy bounds and/or satisfying the relevant field equations modulo an error vanishing in the asymptotic limit. We show that such a sequence…
The extremum value theorem for function spaces plays the central role in optimal control. It is known that computation of optimal control actions and policies is often prone to numerical errors which may be related to computability issues.…
A new exponentially convergent algorithm is proposed for an abstract the first order differential equation with unbounded operator coefficient possessing a variable domain. The algorithm is based on a generalization of the Duhamel integral…
We study asymptotics of three point coefficients (light-light-heavy) and two point correlators in heavy states in unitary, compact $2$D CFTs. We prove an upper and lower bound on such quantities using numerically assisted Tauberian…
The Shapley-Folkman theorem shows that Minkowski averages of uniformly bounded sets tend to be convex when the number of terms in the sum becomes much larger than the ambient dimension. In optimization, Aubin and Ekeland [1976] show that…
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…
This paper is a short overview of the main Abelian- and Tauberian-type results from [4, 14, 26] regarding the asymptotic analysis of different classes of generalized functions in terms of appropriate frames. The Tauberian-type results…
In this paper, we consider undiscouted infinite-horizon optimal control for deterministic systems with an uncountable state and input space. We specifically address the case when the classic value iteration does not converge. For such…
We derive, up to a constant factor, matching lower and upper bounds on the concentration functions of suprema of separable centered Gaussian processes and order statistics of Gaussian random fields. These bounds reveal that suprema of…
We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…
We offer a generalization of the recent result of Tao (building on earlier results of Conze and Lesigne, Furstenberg and Weiss, Zhang, Host and Kra, Frantzikinakis and Kra and Ziegler) that the nonconventional ergodic averages associated to…