Related papers: The Discontinuity Problem
We consider two-stage robust optimization problems, which can be seen as games between a decision maker and an adversary. After the decision maker fixes part of the solution, the adversary chooses a scenario from a specified uncertainty…
The stability of Lattice Boltzmann Equations modelling Shallow Water Equations in the special case of reduced gravity is investigated theoretically. A stability notion is defined as applied in incompressible Navier-Stokes equations in…
We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome…
We consider a system of ODE in a Fr\'echet space with unconditional Schauder basis. The right side of the ODE is a discontinuous function. Under certain monotonicity conditions we prove an existence theorem for the corresponding initial…
Schmidt's game, and other similar intersection games have played an important role in recent years in applications to number theory, dynamics, and Diophantine approximation theory. These games are real games, that is, games in which the…
This work presents a new Distributionally Robust Optimization approach, using $p$-Wasserstein metrics, to analyze a stochastic program in a general context. The ambiguity set in this approach depends on the decision variable and is…
We establish the first unconditional well-posedness result for the master equation associated with a general class of mean field games of controls. Our analysis covers games with displacement monotone or Lasry--Lions monotone data, as well…
We introduce the notions of w-lower semicontinuous and almost w-lower semicontinuous correspondence with respect to a given set and prove a new fixed-point theorem. We also introduce the notion of correspondence with e-LSCS-property. As…
We establish lower semi-continuity and strict convexity of the energy functionals for a large class of vector equilibrium problems in logarithmic potential theory. This in particular implies the existence and uniqueness of a minimizer for…
Iterative algorithms solve problems by taking steps until a solution is reached. Models in the form of Deep Thinking (DT) networks have been demonstrated to learn iterative algorithms in a way that can scale to different sized problems at…
This article is devoted to completing some aspects of the classical Cauchy-Lipschitz (or Picard-Lindel\"of) theory for general nonlinear systems posed on time scales, that are closed subsets of the set of real numbers. Partial results do…
We study the uniqueness question for two inverse problems on graphs. Both problems consist in finding (possibly complex) edge or nodal based quantities from boundary measurements of solutions to the Dirichlet problem associated with a…
We present several examples of fundamental problems involving weak continuity and compactness for nonlinear partial differential equations, in which compensated compactness and related ideas have played a significant role. We first focus on…
This paper addresses the problem of stochastic optimization with decision-dependent uncertainty, a class of problems where the probability distribution of the uncertain parameters is influenced by the decision-maker's actions. While recent…
This short note is motivated by an attempt to understand the distinction between the Laplace operator and the hyperbolic Laplacian on the unit ball of $\mathbb{R}^n$, regarding the Lipschitz continuity of the solutions to the corresponding…
We study a fine hierarchy of Borel-piecewise continuous functions, especially, between closed-piecewise continuity and $G_\delta$-piecewise continuity. Our aim is to understand how a priority argument in computability theory is connected to…
Solutions to optimal control problems can be discontinuous, even if all the functionals defining the problem are smooth. This can cause difficulties when numerically computing solutions to these problems. While conventional numerical…
We study multiplayer turn-based games played on a finite directed graph such that each player aims at satisfying an omega-regular Boolean objective. Instead of the well-known notions of Nash equilibrium (NE) and subgame perfect equilibrium…
We consider solutions satisfying the zero Neumann boundary condition and a linearized mean field game equation in $\Omega \times (0,T)$ whose principal coefficients depend on the time and spatial variables with general Hamiltonian, where…
In this paper we study second order master equations arising from mean field games with common noise over arbitrary time duration. A classical solution typically requires the monotonicity condition (or small time duration) and sufficiently…