Related papers: Hyperbolic Discounting of the Far-Distant Future
The backwards diffusion equation is one of the classical ill-posed inverse problems, related to a wide range of applications, and has been extensively studied over the last 50 years. One of the first methods was that of {\it…
We study the stability of one-dimensional linear hyperbolic systems with non-symmetric relaxation. Introducing a new frequency-dependent Kalman stability condition, we prove an abstract decay result underpinning a form of inhomogeneous…
We prove a new concentration result for non-catalytic decoupling by showing that, for suitably large $t$, applying a unitary chosen uniformly at random from an approximate $t$-design on a quantum system followed by a fixed quantum operation…
Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…
We analyze the asymptotic behavior for a system of fully nonlinear parabolic and elliptic quasi variational inequalities. These equations are related to robust switching control problems introduced in [3]. We prove that, as time horizon…
In this article, we prove a variety of uniqueness results for ultrahyperbolic equations with general space and time dependent lower order terms. We address the problem of determining uniqueness of solutions from boundary data as well as…
We study prediction with expert advice in the setting where the losses are accumulated with some discounting---the impact of old losses may gradually vanish. We generalize the Aggregating Algorithm and the Aggregating Algorithm for…
Asset prices contain information about the probability distribution of future states and the stochastic discounting of those states as used by investors. To better understand the challenge in distinguishing investors' beliefs from…
In this paper, we propose a new lower approximation scheme for POMDP with discounted and average cost criterion. The approximating functions are determined by their values at a finite number of belief points, and can be computed efficiently…
Conditions for the validity of the quantum adiabatic approximation are analyzed. For the case of linear Hamiltonians, a simple and general sufficient condition is derived, which is valid for arbitrary spectra and any kind of time variation.…
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 introduce a persistence-like pseudo-distance on Tamarkin's category and prove that the distance between an object and its Hamiltonian deformation is at most the Hofer norm of the Hamiltonian function. Using the distance, we show a…
In this article, exponential contraction in Wasserstein distance for heat semigroups of diffusion processes on Riemannian manifolds is established under curvature conditions where Ricci curvature is not necessarily required to be…
We propose a fundamental metric for measuring the distance between two distributions. This metric, referred to as the decision-focused (DF) divergence, is tailored to stochastic linear optimization problems in which the objective…
We study an expansion method for high-dimensional parabolic PDEs which constructs accurate approximate solutions by decomposition into solutions to lower-dimensional PDEs, and which is particularly effective if there are a low number of…
We introduce an approximation strategy for the discounted moments of a stochastic process that can, for a large class of problems, approximate the true moments. These moments appear in pricing formulas of financial products such as bonds…
A common trick for designing faster quantum adiabatic algorithms is to apply the adiabaticity condition locally at every instant. However it is often difficult to determine the instantaneous gap between the lowest two eigenvalues, which is…
We consider a system of three identical bosons near a Feshbach resonance in the universal regime with large scattering length usually described by model independent zero-range potentials. We employ the adiabatic hyperspherical approximation…
The paper focuses on general properties of parametric minimum contrast estimators. The quality of estimation is measured in terms of the rate function related to the contrast, thus allowing to derive exponential risk bounds invariant with…
We consider a dynamic programming (DP) approach to approximately solving an infinite-horizon constrained Markov decision process (CMDP) problem with a fixed initial-state for the expected total discounted-reward criterion with a…