Related papers: Convergence of dynamic programming principles for …
We consider dynamic programming problems with a large time horizon, and give sufficient conditions for the existence of the uniform value. As a consequence, we obtain an existence result when the state space is precompact, payoffs are…
In this paper we prove convergence results for homogenization problem for solutions of partial differential system with rapidly oscillating Dirichlet data. Our method is based on analysis of oscillatory integrals. In the uniformly convex…
We present a method of solving a nonlinear Dirichlet problem with discontinuous boundary data and we give a probabilistic representation of the solution using the nonlocal branching process associated with the nonlinear term of the…
There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the…
The Massive Parallel Computing (MPC) model gained popularity during the last decade and it is now seen as the standard model for processing large scale data. One significant shortcoming of the model is that it assumes to work on static…
New algorithms are presented for numerical conformal mapping based on rational approximations and the solution of Dirichlet problems by least-squares fitting on the boundary. The methods are targeted at regions with corners, where the…
We construct a family of globally defined dynamical systems for a nonlinear programming problem, such that: (a) the equilibrium points are the unknown (and sought) critical points of the problem, (b) for every initial condition, the…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
This paper develops a primal-dual dynamical system where the coefficients are designed in closed-loop way for solving a convex optimization problem with linear equality constraints. We first introduce a ``second-order primal" +…
We consider a nonlinear Dirichlet problem driven by the $(p,q)$-Laplacian and with a reaction having the combined effects of a singular term and of a parametric $(p-1)$-superlinear perturbation. We prove a bifurcation-type result describing…
It is shown that the presence of Lie-point-symmetries of (non-Hamiltonian) dynamical systems can ensure the convergence of the coordinate transformations which take the dynamical sytem (or vector field) into Poincar\'e-Dulac normal form.
We prove an existence result for a $p$-Laplacian problem set in the whole Euclidean space and exhibiting a critical term perturbed by a singular, convective reaction. The approach used combines variational methods, truncation techniques,…
In this paper we propose and analyze a Discontinuous Galerkin method for a linear parabolic problem with dynamic boundary conditions. We present the formulation and prove stability and optimal a priori error estimates for the fully discrete…
In this article, we introduce and study three numerical methods for the Dirichlet Monge Amp\`ere equation in two dimensions. The approaches consist in considering new equivalent problems. The latter are discretized by a wide stencil finite…
This paper aims to study the relationship between the maximum principle and the dynamic programming principle for recursive optimal control problem of stochastic evolution equations, where the control domain is not necessarily convex and…
We study a general convergence theory for the numerical solutions of compressible viscous and electrically conducting fluids with a focus on numerical schemes that preserve the divergence free property of magnetic field exactly. Our…
The linear programming (LP) approach has a long history in the theory of approximate dynamic programming. When it comes to computation, however, the LP approach often suffers from poor scalability. In this work, we introduce a relaxed…
We prove regularity results such as interior Lipschitz regularity and boundary continuity for the Cauchy-Dirichlet problem associated to a class of parabolic equations inspired by the evolutionary $p$-Laplacian, but extending it at a wide…
We give an analytic proof of the solution of Dirichlet Problem for continous functions satisfying a nonlinear mean value problem related to the p-laplace operator and certain stochastic games.
The convergence theory for the gradient sampling algorithm is extended to directionally Lipschitz functions. Although directionally Lipschitz functions are not necessarily locally Lipschitz, they are almost everywhere differentiable and…