Related papers: The Discontinuity Problem
We establish the existence of a solution to a nonlinear competitive Schr\"odinger system whose scalar potential tends to a positive constant at infinity with an appropriate rate. This solution has the property that all components are…
This thesis considers sequential decision problems, where the loss/reward incurred by selecting an action may not be inferred from observed feedback. A major part of this thesis focuses on the unsupervised sequential selection problem,…
We study an infinite-horizon discrete-time optimal stopping problem under non-exponential discounting. A new method, which we call the iterative approach, is developed to find subgame perfect Nash equilibria. When the discount function…
Tracking the solution of time-varying variational inequalities is an important problem with applications in game theory, optimization, and machine learning. Existing work considers time-varying games or time-varying optimization problems.…
We study the Cauchy-Dirichlet problem associated to a phase transition modeled upon the degenerate two-phase Stefan problem. We prove that weak solutions are continuous up to the parabolic boundary and quantify the continuity by deriving a…
We consider a two-dimensional MHD model describing the evolution of viscous, compressible and electrically conducting fluids under the action of vertical magnetic field without resistivity. Existence of global weak solutions is established…
The theory of optimal choice sets offers a well-established solution framework in social choice and game theory. In social choice theory, decision-making is typically modeled as a maximization problem. However, when preferences are cyclic…
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…
We consider the nonlinear Cauchy problem for $ \Psi $- Hilfer fractional differential equations and investigate the existence, interval of existence and uniqueness of solution in the weighted space of functions. The continuous dependence of…
An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…
This paper is concerned with the sensitivity analysis of a class of parameterized fixed-point problems that arise in the context of obstacle-type quasi-variational inequalities. We prove that, if the operators in the considered fixed-point…
We establish the existence of a nontrivial weak solution to strongly indefinite asymptotically linear and superlinear Schr\"odinger equations. The novelty is to identify the essential relation between the spectrum of the operator and the…
We prove existence and uniqueness of strong solutions, as well as continuous dependence on the initial datum, for a class of fully nonlinear second-order stochastic PDEs with drift in divergence form. Due to rather general assumptions on…
In this paper, authors prove that if $X$ is a weak Asplund space, then the space $X\times R$ is a weak Asplund space. Thus the author definitely answered an open problem raised by D.G. Larman and R.R. Phelps for 45 years ago (J. London.…
We prove a compactness and semicontinuity result that applies to minimisation problems in nonhomogeneous linear elasticity under Dirichlet boundary conditions. This generalises a previous compactness theorem that we proved and employed to…
This paper is concerned with the closed-loop solvability of one kind of linear-quadratic Stackelberg stochastic differential game, where the coefficients are deterministic. The notion of the closed-loop solvability is introduced, which…
In this paper, we consider linear quadratic team problems with an arbitrary number of quadratic constraints in both stochastic and deterministic settings. The team consists of players with different measurements about the state of nature.…
We consider the Cauchy problem for an inviscid irrotational fluid on a domain with a free boundary governed by a fourth order linear elasticity equation. We first derive the Craig-Sulem-Zakharov formulation of the problem and then establish…
In this article, we adapt the definition of viscosity solutions to the obstacle problem for fully nonlinear path-dependent PDEs with data uniformly continuous in $(t,\omega)$, and generator Lipschitz continuous in $(y,z,\gamma)$. We prove…
In this paper, we investigate distributionally robust model order reduction for linear, discrete-time, time-invariant systems. The external input is assumed to follow an uncertain distribution within a Wasserstein ambiguity set. We begin by…