Related papers: On Lipschitz continuous optimal stopping boundarie…
In this paper we prove local interior and boundary Lipschitz continuity of solutions of a free boundary problem involving the $A$-Laplacian. We also show that the free boundary is represented locally by graphs of a family of lower…
An inverse problem of finding an obstacle and the boundary condition on its surface from the fixed-energy scattering data is studied. A new method is developed for a proof of the uniqueness results. The method does not use the discreteness…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
We study a control problem where the state equation is a nonlinear partial differential equation of the calculus of variation in a bounded domain, perturbed by noise. We allow the control to act on the boundary and set stochastic boundary…
We study a finite horizon optimal control problem for the continuity equation under a weighted integral state constraint on the mass outside a fixed set. The model is cast in a Hilbert framework for densities. On a suitable invariant…
In this paper we are interested in integro-differential elliptic and parabolic equations involving nonlocal operators with order less than one, and a gradient term whose coercivity growth makes it the leading term in the equation. We obtain…
We consider a reflected backward stochastic differential equations with default time and an optional barrier in a filtration generated by a one-dimensional Brownian motion and a defaultable process. We suppose that the barrier have…
In this paper, we study optimal control problems on the internal energy for a system governed by a class of elliptic boundary hemivariational inequalities with a parameter. The system has been originated by a steady-state heat conduction…
We consider the stability of Robust Optimization problems with respect to perturbations in their uncertainty sets. We focus on Linear Optimization problems, including those with a possibly infinite number of constraints, also known as…
We obtain sharp bounds for the modulus of continuity of the uncentered maximal function in terms of the modulus of continuity of the given function, via integral formulas. Some of the results deduced from these formulas are the following:…
In this paper local Lipschitz regularity of weak solutions to certain singular elliptic equations involving one-Laplacian is studied. Equations treated here also contains another well-behaving elliptic operator such as $p$-Laplacian with…
We show the existence of Lipschitz-in-space optimal controls for a class of mean-field control problems with dynamics given by a non-local continuity equation. The proof relies on a vanishing viscosity method: we prove the convergence of…
In this paper we present a new proof of the sufficiency theorem for strong local minimizers concerning $C^1$-extremals at which the second variation is strictly positive. The results are presented in the quasiconvex setting, in accordance…
This paper is devoted to the inverse problem of determining the spatially dependent source in a time fractional diffusion-wave equation, with the aid of extra measurement data at subboundary. Uniqueness result is obtained by using the…
This work deals with Lipschitz stability for a parametric version of the general second order Ordinary Differential Equation (ODE) initial-value Cauchy problem. We first establish a Lipschitz stability result for this problem under a…
We prove a new sample complexity result for divergence regularized optimal transport. Our bound holds for probability measures on~$\mathbb{R}^d$ with exponential tail decay and for radial cost functions that satisfy a local Lipschitz…
We consider a boundary value problem of a stationary advection equation in a bounded domain with Lipschitz boundary. It is known to be well-posed in $L^p$-based function spaces for $1 < p < \infty$ under the separation condition of the…
The present paper is devoted to the study of spectral properties of random Schroedinger operators. Using a finite section method for Toeplitz matrices, we prove a Wegner estimate for some alloy type models where the single site potential is…
This paper presents an existence result and maximal regularity estimates for distributional solutions to degenerate/singular elliptic systems of $p$-Laplacian type with absorption and (prescribed) locally integrable forcing posed in…
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…