Related papers: Lipschitz-stability of Controlled Rough Paths and …

Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this paper. Problems, where the constraints are verified…

We prove optimal regularity for the double obstacle problem when obstacles are given by solutions to Hamilton-Jacobi equations that are not $C^2$. When the Hamilton-Jacobi equation is not $C^2$ then the standard Bernstein technique fails…

We refine the solvability of quadratic semimartingale BSDEs by employing a Lipschitz-quadratic regularization procedure. In the first step, we prove an existence and uniqueness result for a class of Lipschitz-quadratic BSDEs. A…

This paper investigates the central role played by the Hamiltonian in continuous-time nonlinear optimal control problems. We show that the strict convexity of the Hamiltonian in the control variable is a sufficient condition for the…

We study the Dirichlet problem in Lipschitz domains and with boundary data in Besov spaces, for divergence form strongly elliptic systems of arbitrary order, with bounded, complex-valued coefficients. Our main result gives a sharp condition…

For $\beta<\frac13$, we consider $C^\beta(\mathbb{T}^3\times [0,T])$ weak solutions of the incompressible Euler equations that do not conserve the kinetic energy. We prove that for such solutions the closed and non-empty set of singular…

This paper studies stability aspects of solutions of parametric mathematical programs and generalized equations, respectively, with disjunctive constraints. We present sufficient conditions that, under some constraint qualifications…

This paper revisits the H\"{o}lder regularity of mild solutions of parabolic stochastic Cauchy problems in Lebesgue spaces $L^p(\mathcal{O}),$ with $p\geq 2$ and $\mathcal{O}\subset\mathbb{R}^d$ a bounded domain. We find conditions on $p,…

In many applications of online decision making, the environment is non-stationary and it is therefore crucial to use bandit algorithms that handle changes. Most existing approaches are designed to protect against non-smooth changes,…

This paper establishes the existence, uniqueness, and global $C^{1,\beta}$ regularity of positive classical solutions to a class of quasilinear Hamilton--Jacobi--Bellman (HJB) equations with Dirichlet boundary conditions on bounded convex…

The boundary behaviour of solutions of stochastic PDEs with Dirichlet boundary conditions can be surprisingly - and in a sense, arbitrarily - bad: as shown by Krylov, for any $\alpha>0$ one can find a simple $1$-dimensional constant…

This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…

We prove pathwise uniqueness for stochastic differential equations driven by non-degenerate symmetric $\alpha$-stable L\'evy processes with values in $\R^d$ having a bounded and $\beta$-H\"older continuous drift term. We assume $\beta > 1 -…

In this paper we study a phase transition model for vehicular traffic flows. Two phases are taken into account, according to whether the traffic is light or heavy. We assume that the two phases have a non-empty intersection, the so called…

We consider vector-valued solutions to a linear transmission problem, and we prove that Lipschitz-regularity on one phase is transmitted to the next phase. More exactly, given a solution $u:B_1\subset \mathbb{R}^n \to \mathbb{R}^m$ to the…

We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under…

We consider the inverse problem of determining some class of nonlinear terms appearing in an elliptic equation from boundary measurements. More precisely, we study the stability issue for this class of inverse problems. Under suitable…

This paper is concerned with an inverse source problem for the three-dimensional Helmholtz equation by a single boundary measurement at a fixed frequency. We show the Lipschitz stability under the assumption that the source function is…

Existence and uniqueness of the scattering solutions is proved for a class of bounded rough obstacles which is much larger than the class of Lipschitz obstacles. Integral equations method is not used. The approach is based on the…