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The problem of solving Markov decision processes under function approximation remains a fundamental challenge, even under linear function approximation settings. A key difficulty arises from a geometric mismatch: while the Bellman…
We presented here a refinement of Hermite-Hadamard inequality as a linear combination of its end-points. The problem of best possible constants is closely connected with well known Simpson's rule in numerical integration. It is solved here…
These notes are devoted to various considerations on a family of sharp interpolation inequalities on the sphere, which in dimension two and higher interpolate between Poincar\'e, logarithmic Sobolev and critical Sobolev (Onofri in dimension…
We make a careful analysis of Bohr's inequality, in the line started by Kayumov and Ponnusamy, where some extra summand (depending on the function) is added in the right-hand side of the inequality. We analyse the inequality when smaller…
Let $X$ be a supermartingale starting from $0$ which has only nonnegative jumps. For each $0<p<1$ we determine the best constants $c_p$, $C_p$ and $\mathfrak{c}_p$ such that $$ \,\,\,\,\sup_{t\geq 0}\left|\left|X_t\right|\right|_p\leq…
In 1999 Khabibullin established the best estimate in Paley problem for a plurisubharmonic function $u$ of finite lower order $0\leq\rho\leq 1$. For $\rho>1$ obtaining a sharp estimate has remained an open question. In this work we solve…
The recent work by Dong & Yang (2023) showed for misspecified sparse linear bandits, one can obtain an $O\left(\epsilon\right)$-optimal policy using a polynomial number of samples when the sparsity is a constant, where $\epsilon$ is the…
We introduce a modification to the patchy method of Navasca and Krener for solving the stationary Hamilton Jacobi Bellman equation. The numerical solution that we generate is a set of polynomials that approximate the optimal cost and…
We propose using an adaptive sampling method to detect changes for a system with multiple lines. The adaptive sampling utilizes the information in responses to learn on which line is more likely to have a change thus allocating more units…
In this paper we prove sharp multipolar Hardy-type inequalities in the Riemannian $L^p-$setting for $p\geq 2$ using the method of super-solutions and fundamental results from comparison theory on manifolds, thus generalizing previous…
We derive quantitative bounds for eigenvalues of complex perturbations of the indefinite Laplacian on the real line. Our results substantially improve existing results even for real-valued potentials. For $L^1$-potentials, we obtain optimal…
Monte Carlo approximations for random linear elliptic PDE constrained optimization problems are studied. We use empirical process theory to obtain best possible mean convergence rates $O(n^{-\frac{1}{2}})$ for optimal values and solutions,…
This is the first of a series of papers on the interior regularity of fully nonlinear degenerate elliptic equations. We consider a stochastic optimal control problem in which the diffusion coefficients, drift coefficients and discount…
The well-known proof of Beurling's Theorem in the Hardy space $H^2$, which describes all shift-invariant subspaces, rests on calculating the orthogonal projection of the unit constant function onto the subspace in question. Extensions to…
We investigate numerically the optimal constants in Lieb-Thirring inequalities by studying the associated maximization problem. We use a monotonic fixed-point algorithm and a finite element discretization to obtain trial potentials which…
Let $\mathcal{M}$ be a Riemannian $n$-manifold with a metric such that the manifold is Ahlfors-regular. We also assume either non-negative Ricci curvature, or that the Ricci curvature is bounded from below together with a bound on the…
This paper considers a formulation of the robust adaptive beamforming (RAB) problem based on worst-case signal-to-interference-plus-noise ratio (SINR) maximization with a nonconvex uncertainty set for the steering vectors. The uncertainty…
We prove a sharp integral inequality for the dyadic maximal operator due to which the evaluation of the Bellman function of this operator with respect to two variables is possible, as can be seen in [3]. Our inequality of interest is proved…
Let $L^p(\mathbf{T})$ be the Lesbegue space of complex-valued functions defined in the unit circle $\mathbf{T}=\{z: |z|=1\}\subseteq \mathbb{C}$. In this paper, we address the problem of finding the best constant in the inequality of the…
We prove a sharp multiparameter integral inequality for the dyadic maximal operator which refines the one-parameter inequality that is given by A.Melas in [4] which in turn is applied for the evaluation of the Bellman function of two…