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The paper deals with a risk averse dynamic programming problem with infinite horizon. First, the required assumptions are formulated to have the problem well defined. Then the Bellman equation is derived, which may be also seen as a…

Optimization and Control · Mathematics 2022-08-04 Martin Šmíd , Miloš Kopa

We push the definition of multiple operator integrals (MOIs) into the realm of unbounded operators, using the pseudodifferential calculus from the works of Connes and Moscovici, Higson, and Guillemin. This in particular provides a natural…

Functional Analysis · Mathematics 2024-04-26 Eva-Maria Hekkelman , Edward McDonald , Teun D. H. van Nuland

We present an accelerated, or 'look-ahead' version of the Newton-Dinkelbach method, a well-known technique for solving fractional and parametric optimization problems. This acceleration halves the Bregman divergence between the current…

Data Structures and Algorithms · Computer Science 2021-05-24 Daniel Dadush , Zhuan Khye Koh , Bento Natura , László A. Végh

We prove a duality theorem the computation of certain Bellman functions is usually based on. As a byproduct, we obtain sharp results about the norms of monotonic rearrangements. The main novelty of our approach is a special class of…

Optimization and Control · Mathematics 2016-04-07 Dmitriy M. Stolyarov , Pavel B. Zatitskiy

We prove some sharp Hardy type inequalities related to the Dirac operator by elementary, direct methods. Some of these inequalities have been obtained previously using spectral information about the Dirac-Coulomb operator. Our results are…

Mathematical Physics · Physics 2007-05-23 J. Dolbeault , M. J. Esteban , M. Loss , L. Vega

New sharp multiplicative reverses of the operator means inequalities are presented, with a simple discussion of squaring an operator inequality. As a direct consequence, we extend the operator P\'olya-Szeg\"o inequality to arbitrary…

Functional Analysis · Mathematics 2018-04-06 Shigeru Furuichi , Hamid Reza Moradi , Mohammad Sababheh

In this paper, we study pointwise estimates for linear and multilinear pseudo-differential operators with exotic symbols in terms of the Fefferman-Stein sharp maximal function and Hardy-Littlewood type maximal function. Especially in the…

Analysis of PDEs · Mathematics 2024-08-30 Bae Jun Park , Naohito Tomita

We prove here the Melin H\"ormander inequality for operators with multiple characteristics.

Analysis of PDEs · Mathematics 2015-09-02 Bernard Lascar , Richard Lascar

We study one-dimensional integral inequalities, with quadratic integrands, on bounded domains. Conditions for these inequalities to hold are formulated in terms of function matrix inequalities which must hold in the domain of integration.…

Optimization and Control · Mathematics 2014-03-28 G. Valmorbida , M. Ahmadi , A. Papachristodoulou

We study the most-informative Boolean function conjecture using a differential equation approach. This leads to a formulation of a functional inequality on finite-dimensional random variables. We also develop a similar inequality in the…

Information Theory · Computer Science 2025-02-17 Zijie Chen , Amin Gohari , Chandra Nair

The Abel-Steffensen inequality is extended to the context of several variables. Applications to Fourier analysis of several variables and Riemann-Stieltjes integration are also included.

Classical Analysis and ODEs · Mathematics 2017-07-12 Constantin P. Niculescu

Sharp multi-dimensional Hardy's inequality for the Laguerre functions of Hermite type is proved for the type parameter $\al\in[-1/2,\infty)^d$. As a consequence we obtain the corresponding result for the generalized Hermite expansions. In…

Classical Analysis and ODEs · Mathematics 2019-06-14 Paweł Plewa

We prove a boundedness criterion for a class of dyadic multilinear forms acting on two-dimensional functions. Their structure is more general than the one of classical multilinear Calder\'{o}n-Zygmund operators as several functions can now…

Classical Analysis and ODEs · Mathematics 2014-11-10 Vjekoslav Kovač , Christoph Thiele

We show that the method of separation of variables gives a natural generalisation of integral relations for classical special functions of one variable. The approach is illustrated by giving a new proof of the ``quadratic'' integral…

q-alg · Mathematics 2015-11-13 Vadim B. Kuznetsov , Evgueni K. Sklyanin

The paper explores various special functions which generalize the two-parametric Mittag-Leffler type function of two variables. Integral representations for these functions in different domains of variation of arguments for certain values…

Functional Analysis · Mathematics 2017-05-17 Christian Lavault

In this note we describe some recent advances in the area of maximal function inequalities. We also study the behaviour of the centered Hardy-Littlewood maximal operator associated to certain families of doubling, radial decreasing…

Classical Analysis and ODEs · Mathematics 2013-02-12 J. M. Aldaz , J. Pérez Lázaro

In this paper we establish sharp weighted bounds (Buckley type theorems) for one{sided maximal and fractional integral operators in terms of one{sided $A_p$ characteristics. Appropriate sharp bounds for strong maximal functions, multiple…

Functional Analysis · Mathematics 2014-03-04 Vakhtang Kokilashvili , Alexander Meskhi , Muhammad Asad Zaighum

We prove a maximality theorem for one-parameter dynamical systems including multiplier one-parameter dynamical systems. Our main result is new even for one-parameter actions on commutative multiplier algebras including the algebra of…

Functional Analysis · Mathematics 2019-04-30 Costel Peligrad

We discuss the dyadic John-Nirenberg space that is a generalization of functions of bounded mean oscillation. A John-Nirenberg inequality, which gives a weak type estimate for the oscillation of a function, is discussed in the setting of…

Functional Analysis · Mathematics 2021-10-11 Juha Kinnunen , Kim Myyryläinen

The goal of this note is to have a systematic approach to generating isoperimetric inequalities from two concrete type of PDEs. We call these PDEs Bellman type because a totally analogous equations happen to rule many sharp estimates for…

Analysis of PDEs · Mathematics 2015-08-14 Paata Ivanisvili , Alexander Volberg
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