Related papers: Analogue of Pontryagin's maximum principle for mul…
We show that large-scale typicality of Markov sample paths implies that the likelihood ratio statistic satisfies a law of iterated logarithm uniformly to the same scale. As a consequence, the penalized likelihood Markov order estimator is…
We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. We establish first and second sufficient stochastic maximum principles as well as necessary conditions for that problem. We illustrate our…
Analyzing one example of LC circuit in [8], show its Lagrange problem only have other type critical points except for minimum type and maximum type under many circumstances. One novel variational principle is established instead of…
We establish a boundary maximum principle for free boundary minimal submanifolds in a Riemannian manifold with boundary, in any dimension and codimension. Our result holds more generally in the context of varifolds.
The maximum principle for SPDEs is established in multidimensional $C^{1}$ domains. An application is given to proving the H\"older continuity up to the boundary of solutions of one-dimensional SPDEs.
This paper considers a controlled It\^o-L\'evy process where the information available to the controller is possibly less than the overall information. All the system coefficients and the objective performance functional are allowed to be…
We study multi-parameter Tikhonov regularization, i.e., with multiple penalties. Such models are useful when the sought-for solution exhibits several distinct features simultaneously. Two choice rules, i.e., discrepancy principle and…
We discuss Lomonosov's proof of the Pontryagin-Krein Theorem on invariant maximal non-positive subspaces, prove the refinement of one theorem from \cite{OShT} on common fixed points for a group of fractional-linear maps of operator ball and…
This paper is concerned with the partial information optimal control problem of mean-field type under partial observation, where the system is given by a controlled mean-field forward-backward stochastic differential equation with…
A new proof for adjoint systems of linear equations is presented. The argument is built on the principles of Algorithmic Differentiation. Application to scalar multiplication sets the base line. Generalization yields adjoint inner vector,…
The primal problem of multinomial likelihood maximization restricted to a convex closed subset of the probability simplex is studied. Contrary to widely held belief, a solution of this problem may assign a positive mass to an outcome with…
This paper extends the concept of de Branges matrices to any finite $m\times m$ order where $m=2n$. We shall discuss these matrices along with the theory of de Branges spaces of $\mathbb{C}^n$-valued entire functions and their associated…
For r < 2, we prove the boundedness of a maximal operator formed by applying all multipliers m with $\|m\|_{V^r} \leq 1$ to a given function.
In this paper, we will present a generalization for a minimization problem from I. Daubechies, M. Defrise, and C. Demol [3]. This generalization is useful for solving many practical problems in which more than one constraint are involved.…
We obtain a maximum principle, and "a priori" upper estimates for solutions of a class of non linear singular elliptic differential inequalities on Riemannian manifolds under the sole geometrical assumption of volume growth conditions.…
In this paper we present a simple, algorithmic test to establish if a Hamiltonian system is maximally superintegrable or not. This test is based on a very simple corollary of a theorem due to Nekhoroshev and on a perturbative technique…
In this paper, we propose novel learning frameworks to tackle optimal control problems by applying the Pontryagin maximum principle and then solving for a Hamiltonian dynamical system. Applying the Pontryagin maximum principle to the…
We prove a weighted analogue of the Khintchine-Groshev Theorem, where the distance to the nearest integer is replaced by the absolute value. This is subsequently applied to proving the optimality of several linear independence criteria over…
Optimal control problems are usually addressed with the help of the famous Pontryagin Maximum Principle (PMP) which gives a generalization of the classical Euler-Lagrange and Weierstrass necessary optimality conditions of the calculus of…
The maximum principle forms an important qualitative property of second order elliptic equations, therefore its discrete analogues, the so-called discrete maximum principles (DMPs) have drawn much attention. In this paper DMPs are…