Related papers: Analogue of Pontryagin's maximum principle for mul…

In this paper we present a proof of a Neumann type maximum principle for the Laplace operator on compact Riemannian manifolds. A key p oint is the simple geometric nature of the constant in the a priori estimate of this maximum principle.…

Some monotone increasing sequences of the lower bounds for the minimum eigenvalue of $M$-matrices are given. It is proved that these sequences are convergent and improve some existing results. Numerical examples show that these sequences…

We revisit the classical monotone-follower problem and consider it in a generalized formulation. Our approach is based on a compactness substitute for nondecreasing processes, the Meyer-Zheng weak convergence, and the maximum principle of…

In this paper we develop a detailed study on maximum and comparison principles for a degenerate elliptic system. Explicit lower bounds for principal eigenvalues of this system in terms of the measure of $\Omega$ are also proved.

Optimization is a major part of human effort. While being mathematical, optimization is also built into physics. For example, physics has the principle of Least Action, the principle of Minimum Entropy Generation, and the Variational…

On the ground of origins of the theory of Lie groups and Lie algebras, their (co)adjoint representations, and the Pontryagin maximum principle for the time-optimal problem are given an independent foundation for methods of geodesic vector…

In this paper, we investigate the strong maximum principle for generalized solutions of Monge-Amp\`ere type equations. We prove that the strong maximum principle holds at points where the function is strictly convex but not necessarily…

We establish a Pythagorean theorem for the absolute values of the blocks of a partitioned matrix. This leads to a series of remarkable operator inequalities.

This paper explains a subtle issue in the martingale analysis of the IMM algorithm, a state-of-the-art influence maximization algorithm. Two workarounds are proposed to fix the issue, both requiring minor changes on the algorithm and…

The necessary conditions for an optimal control of a stochastic control problem with recursive utilities is investigated. The first order condition is the the well-known Pontryagin type maximum principle. When the optimal control satisfying…

We prove a new theorem relating the number of distinct eigenvalues of a matrix after perturbation to the prior number of distinct eigenvalues, the rank of the update, and the degree of nondiagonalizability of the matrix. In particular, a…

In this work we refer to motivations, applications, and relations of control theory with other areas of mathematics. We present a brief historical review of optimal control theory, from its roots in the calculus of variations and the…

This paper is divided into two parts. In the first part, we develop a general method for expressing ranks of matrix expressions that involve Moore-Penrose inverses, group inverses, Drazin inverses, as well as weighted Moore-Penrose inverses…

In this note, we aim to extend the previous work on an N-barrier maximum principle (\cite{hung2015n,hung2015maximum}) to a more general class of systems of two equations. Moreover, an N-barrier maximum principle for systems of three…

We show that suitable convex energy functionals on a quadratic Wasserstein space satisfy a maximum principle on minimal networks. We explore consequences of this maximum principle for the structure of minimal networks.

Consider, on the one part, a general nonlinear finite-dimensional optimal control problem and assume that it has a unique solution whose state is denoted by $x^*$. On the other part, consider the sampled-data control version of it. Under…

This paper applies the Method of Successive Approximations (MSA) based on Pontryagin's principle to solve optimal control problems with state constraints for semilinear parabolic equations. Error estimates for the first and second…

Let ||.|| be a norm on the algebra M_n of all n-by-n matrices over the complex field C. An interesting problem in matrix theory is that "are there two norms ||.||_1 and ||.||_2 on C^n such that ||A||=max{||Ax||_2: ||x||_1=1} for all A in…

Given an input matrix polynomial whose coefficients are floating point numbers, we consider the problem of finding the nearest matrix polynomial which has rank at most a specified value. This generalizes the problem of finding a nearest…

We introduce a novel technique for proving global strong discrete maximum principles for finite element discretizations of linear and semilinear elliptic equations for cases when the common, matrix-based sufficient conditions are not…