Related papers: The minimum time function for the controlled Morea…

We investigate the continuity of boundary operators, such as the Neumann-to-Dirichlet map, with respect to the coefficient matrices of the underlying elliptic equations. We show that for nonsmooth coefficients the correct notion of…

Let $X=(X_t)_{t\ge0}$ be a transient diffusion process in $(0,\infty)$ with the diffusion coefficient $\sigma>0$ and the scale function $L$ such that $X_t\rightarrow\infty$ as $t\rightarrow \infty$, let $I_t$ denote its running minimum for…

We give a necessary and sufficient condition for a difference of convex (DC, for short) functions, defined on a locally convex space, to be Lipschitz continuous. Our criterion relies on the intersections of the "epsilon-subdifferentials of…

We consider the minimization of an $L_0$-Lipschitz continuous and expectation-valued function, denoted by $f$ and defined as $f(x)\triangleq \mathbb{E}[\tilde{f}(x,\omega)]$, over a Cartesian product of closed and convex sets with a view…

Let $G$ be a graph, which represents a social network, and suppose each node $v$ has a threshold value $\tau(v)$. Consider an initial configuration, where each node is either positive or negative. In each discrete time step, a node $v$…

This paper presents an extension of stochastic gradient descent for the minimization of Lipschitz continuous loss functions. Our motivation is for use in non-smooth non-convex stochastic optimization problems, which are frequently…

In this paper, we analyze and discuss the well-posedness of a new variant of the so-called sweeping process, introduced by J.J. Moreau in the early 70's \cite{More71} with motivation in plasticity theory. In this variant, the normal cone to…

We consider a Caratheodory differential equation with a state-dependent convex constraint that changes BV-continuously in time (a perturbed BV-continuous state-dependent sweeping processes). By setting up an appropriate catching-up…

Reachability questions are one of the most fundamental algorithmic primitives in temporal graphs -- graphs whose edge set changes over discrete time steps. A core problem here is the NP-hard Short Restless Temporal Path: given a temporal…

Given a discrete source distribution $\mu$ and discrete target distribution $\nu$ on a common finite state space $\mathcal{X}$, we are tasked with transporting $\mu$ to $\nu$ using a given discrete-time Markov chain $X$ with the quickest…

Let $X$ be a one-dimensional diffusion and let $g\colon[0,T]\times\mathbb{R}\to\mathbb{R}$ be a payoff function depending on time and the value of $X$. The paper analyzes the inverse optimal stopping problem of finding a time-dependent…

Motivated by optimal control problems and differential games for functional differential equations of retarded type, the paper deals with a Cauchy problem for a path-dependent Hamilton--Jacobi equation with a right-end boundary condition.…

Let $a\in\mathbb{R}$ denote an unknown stationary target with a known distribution $\mu\in\mathcal{P(\mathbb{R}})$, the space of probability measures on $\mathbb{R}$. A diffusive searcher $X(\cdot)$ sets out from the origin to locate the…

An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is…

Classically, Plateau's problem asks to find a surface of the least area with a given boundary $B$. In this article, we investigate a version of Plateau's problem, where the boundary of an admissible surface is only required to partially…

We address the problem of computing a Minimal Dominating Set in highly dynamic distributed systems. We assume weak connectivity, i.e., the network may be disconnected at each time instant and topological changes are unpredictable. We make…

Based on the ideas of arXiv:1710.06612, we consider the problem of minimization of the Holder-continuous non-smooth functional $f$ with non-positive convex (generally, non-smooth) Lipschitz-continuous functional constraint. We propose some…

Consider the random subgraph process on a base graph $G$ on $n$ vertices: a sequence $\lbrace G_t \rbrace _{t=0} ^{|E(G)|}$ of random subgraphs of $G$ obtained by choosing an ordering of the edges of $G$ uniformly at random, and by…

The vector field of a mixed-monotone system is decomposable via a decomposition function into increasing (cooperative) and decreasing (competitive) components, and this decomposition allows for, e.g., efficient computation of reachable sets…

This paper presents a stochastic block-coordinate proximal Newton method for minimizing the sum of a blockwise Lipschitz-continuously differentiable function and a separable nonsmooth convex function. At each iteration, the method randomly…