Related papers: Long-time asymptotic behaviour of the value functi…
We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting…
Asymptotic mean value properties, their converse and some other related results are considered for solutions to the $m$-dimensional Helmholtz equation (metaharmonic functions) and solutions to its modified counterpart (panharmonic…
We give in this paper a convergence result concerning parallel asynchronous algorithm with bounded delays to solve a nonlinear fixed point problems. This result is applied to calculate the solution of a strongly monotone operator. Special…
We consider a porous medium equation with nonlocal diffusion effects given by an inverse fractional Laplacian operator. In a previous paper we have found mass-preserving, nonnegative weak solutions of the equation satisfying energy…
The mixed initial-boundary value problem for infinite one-dimensional chain of harmonic oscillators on the half-line is considered. We study the large time behavior of solutions and derive the dispersive bounds.
We present a method to solve optimal stopping problems in infinite horizon for a L\'evy process when the reward function can be non-monotone. To solve the problem we introduce two new objects. Firstly, we define a random variable $\eta(x)$…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…
This paper considers the infinite horizon optimal control problem for nonlinear systems. Under the condition of nonlinear controllability of the system to any terminal set containing the origin and forward invariance of the terminal set, we…
We study nonlinear stability of pulled fronts in scalar parabolic equations on the real line of arbitrary order, under conceptual assumptions on existence and spectral stability of fronts. In this general setting, we establish sharp…
In this paper, some global existence and uniform asymptotic stability results for fractional functional differential equations are proved. It is worthy mentioning that when $\alpha=1$ the initial value problem (1.1) reduces to a classical…
We consider the asymptotic behavior of the soltion to the wave equation with time-dependent damping and analytic nonlinearity. Our main goal is to prove the convergence of a global solution to an equilibrium as time goes to infinity by…
Starting from a characterization of holomorphic functions in terms of a suitable mean value property, we build some nonlinear asymptotic characterizations for complex-valued solutions of certain nonlinear systems, which have to do with the…
We consider impulse control problems in finite horizon for diffusions with decision lag and execution delay. The new feature is that our general framework deals with the important case when several consecutive orders may be decided before…
We investigate the properties of multifractal products of geometric Gaussian processes with possible long-range dependence and geometric Ornstein-Uhlenbeck processes driven by L\'{e}vy motion and their finite and infinite superpositions. We…
A classical problem in number theory is showing that the mean value of an arithmetic function is asymptotic to its mean value over a short interval or over an arithmetic progression, with the interval as short as possible or the modulus as…
We analyze Receding Horizon Games without any MPC-like terminal ingredients. We show that recursive feasibility can be inferred from the turnpike phenomenon under mild assumptions. Moreover, we prove sufficient conditions for practical…
This paper studies, in fine details, the long-time asymptotic behavior of decaying solutions of a general class of dissipative systems of nonlinear differential equations in complex Euclidean spaces. The forcing functions decay, as time…
We prove a law of large numbers and functional central limit theorem for a class of multivariate Hawkes processes with time-dependent reproduction rate. We address the difficulties induced by the use of non-convolutive Volterra processes by…
We study risk-sensitive control of continuous time Markov chains taking values in discrete state space. We study both finite and infinite horizon problems. In the finite horizon problem we characterise the value function via HJB equation…