Related papers: Lipschitz-stability of Controlled Rough Paths and …
We consider a path-dependent Hamilton--Jacobi equation with coinvariant derivatives over the space of continuous functions. We prove two uniqueness results for viscosity (generalized) solutions defined in terms of coinvariantly smooth test…
In this article we address the issue of uniqueness for differential and algebraic operator Riccati equations, under a distinctive set of assumptions on their unbounded coefficients. The class of boundary control systems characterized by…
We study the inverse boundary value problem for the Helmholtz equation using the Dirichlet-to-Neumann map at selected frequencies as the data. A conditional Lipschitz stability estimate for the inverse problem holds in the case of…
This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typical applications (such as boundary control and control of delay equations with delay in the control) and for which is difficult to apply the…
We propose notions of minimax and viscosity solutions for a class of fully nonlinear path-dependent PDEs with nonlinear, monotone, and coercive operators on Hilbert space. Our main result is well-posedness (existence, uniqueness, and…
Weakly harmonic maps from a domain $\Omega$ (the upper half-space $\Rd$ or a bounded $C^{1,\alpha}$ domain, $\alpha\in (0,1]$) into a smooth closed manifold are studied. Prescribing small Dirichlet data in either of the classes…
This paper is concerned with the question of reconstructing a vector in a finite-dimensional real Hilbert space when only the magnitudes of the coefficients of the vector under a redundant linear map are known. We analyze various Lipschitz…
Within this chapter, we discuss control in the coefficients of an obstacle problem. Utilizing tools from H-convergence, we show existence of optimal solutions. First order necessary optimality conditions are obtained after deriving…
We study almost minimizers for the thin obstacle problem with variable H\"older continuous coefficients and zero thin obstacle and establish their $C^{1,\beta}$ regularity on the either side of the thin space. Under an additional assumption…
For two-parameter families of dissipative twist maps, we investigate the dynamics of invariant graphs as well as the thresholds for their existence and breakdown. Our main results are as follows: (1) For arbitrarily small $C^r$…
Classical stability theory for stochastic programming relies on the Wasserstein-Fortet-Mourier duality, which requires the ground cost to be a distance. When using problem-dependent costs instead of metrics, this duality no longer yields…
Controller tuning is a labor-intensive process that requires human intervention and expert knowledge. Bayesian optimization has been applied successfully in different fields to automate this process. However, when tuning on hardware, such…
In this paper, we are motivated by two important applications: entropy-regularized optimal transport problem and road or IP traffic demand matrix estimation by entropy model. Both of them include solving a special type of optimization…
The $\beta$-generalized quasi-geostrophic equation is studied in the range of $\alpha \in (0, 1), \beta \in (1/2, 1), 1/2 < \alpha + \beta < 3/2$. When $\alpha \in (1/2, 1), \beta \in (1/2, 1)$ such that $1 \leq \alpha + \beta < 3/2$, using…
In this paper, we investigate solution stability for control problems of partial differential equations with the cost functional not involving the usual quadratic term for the control. We first establish a sufficient optimality condition…
In this paper, we show the weak and strong well-posedness of density dependent stochastic differential equations driven by $\alpha$-stable processes with $\alpha \in(1,2)$. The existence part is based on Euler's approximation as…
We consider a family of variational regularization functionals for a generic inverse problem, where the data fidelity and regularization term are given by powers of a Hilbert norm and an absolutely one-homogeneous functional, respectively,…
This paper deals with the long time behavior of the optimal solution of stochastic backward linear-quadratic optimal control problem over the finite time horizon. Both weak and strong turnpike properties are established under appropriate…
We establish two results concerning a class of geometric rough paths $\mathbf{X}$ which arise as Markov processes associated to uniformly subelliptic Dirichlet forms. The first is a support theorem for $\mathbf{X}$ in $\alpha$-H\"older…
In the article, some bilinear evolution equations in Hilbert space driven by paths of low regularity are considered and solved explicitly. The driving paths are scalar-valued and continuous, and they are assumed to have a finite $p$-th…