Related papers: Sharp mutliplicative inequalities with $\mathrm{BM…

For a general adapted integrable right-continuous with left limits (RCLL) process $(X_t)_{t\in[0,\tau]}$ taking values in a metric space $(\mathcal E,d)$, we show (among other things) that for every $m\in(1,\infty)$ $$…

We consider the problem of quantifying uncertainty over expected cumulative rewards in model-based reinforcement learning. In particular, we focus on characterizing the variance over values induced by a distribution over MDPs. Previous work…

We investigate discrete-time mean-variance portfolio selection problems viewed as a Markov decision process. We transform the problems into a new model with deterministic transition function for which the Bellman optimality equation holds.…

We show that, for a (not necessarily continuous) weakly contractive mean-type mapping $\mathbf{M} \colon I^p\to I^p$ (where $I$ is an interval and $p \in \mathbb{N}$), the functional equation $K \circ \mathbf{M}=K$ has at most one solution…

We prove some old and new isoperimetric inequalities with the best constant using the ABP method applied to an appropriate linear Neumann problem. More precisely, we obtain a new family of sharp isoperimetric inequalities with weights (also…

The main aim of this article is to establish a sharp improvement of the classical Bohr inequality for bounded holomorphic mappings in the polydisk $\mathbb{P}\Delta(0;1_n)$. We also prove two other sharp versions of the Bohr inequality in…

We will establish an $\varepsilon$-regularity result for weak solutions to Legendre-Hadamard elliptic systems, under the a-priori assumption that the gradient $\nabla u$ is small in $\mathrm{BMO}.$ Focusing on the case of Euler-Lagrange…

In order to extend the blow-up criterion of solutions to the Euler equations, Kozono and Taniuchi have proved a logarithmic Sobolev inequality by means of isotropic (elliptic) $BMO$ norm. In this paper, we show a parabolic version of the…

In this paper, we present a novel method for computing the optimal feedback gain of the infinite-horizon Linear Quadratic Regulator (LQR) problem via an ordinary differential equation. We introduce a novel continuous-time Bellman error,…

We prove invariance theorems for general inequalities of different metrics and apply them to limit relations between the sharp constants in the multivariate Markov-Bernstein-Nikolskii type inequalities with the polyharmonic operator for…

We discuss $L^p(\mathbb R^n)$ boundedness for Fourier multiplier operators that satisfy the hypotheses of the H\"ormander multiplier theorem in terms of an optimal condition that relates the distance $|\frac 1p-\frac12|$ to the smoothness…

We establish a connection between the absolute continuity of elliptic measure associated to a second order divergence form operator with bounded measurable coefficients with the solvability of an endpoint $BMO$ Dirichlet problem. We show…

We introduce Reliable Policy Iteration (RPI) and Conservative RPI (CRPI), variants of Policy Iteration (PI) and Conservative PI (CPI), that retain tabular guarantees under function approximation. RPI uses a novel Bellman-constrained…

The Hardy--Littlewood inequality for $m$-linear forms on $\ell _{p}$ spaces and $m<p\leq 2m$ asserts that \begin{equation*} \left( \sum_{j_{1},...,j_{m}=1}^{\infty }\left\vert T\left( e_{j_{1}},\ldots ,e_{j_{m}}\right) \right\vert…

We study nonlinear approximation in $\operatorname{BMO}$ from splines generated by a hierarchy of B-splines over regular multilevel nested partitions of $\mathbb R$. Companion Jackson and Bernstein estimates are established that allow to…

We prove uniform $L^p$ estimates for resolvents of higher order elliptic self-adjoint differential operators on compact manifolds without boundary, generalizing a corresponding resul of [3] in the case of Laplace-- Beltrami operators on…

The aim of this note is twofold. Firstly, we prove an abstract version of the Calder\'on transference principle for inequalities of admissible type in the general commutative multilinear and multiparameter setting. Such an operation does…

We approach the problem of finding the sharp sufficient condition of the boundedness of all two weight Calderon--Zygmund operators. We solve this problem in $L^2$ by writing a formula for a Bellman function of the problem.

Consider the Poincar\'e-Sobolev inequality on the hyperbolic space: for every $n \geq 3$ and $1 < p \leq \frac{n+2}{n-2},$ there exists a best constant $S_{n,p, \lambda}(\mathbb{B}^{n})>0$ such that $$S_{n, p,…

In this note, we aim to describe sharp constants for the composition operator with a bi-Lipschitz measure-preserving map in several functional spaces (BMO, Hardy space, Carleson measures, ...). It is interesting to see how the measure…