Related papers: Improved surrogate bi-parameter maximum principle

We characterize the Carleson measures for the Dirichlet space on the bidisc, hence also its multiplier space. Following Maz'ya and Stegenga, the characterization is given in terms of a capacitary condition. We develop the foundations of a…

Nicola Arcozzi, Pavel Mozolyako, Karl-Mikael Perfekt, and Giulia Sarfatti recently gave the proof of a bi-parameter Carleson embedding theorem. Their proof uses heavily the notion of capacity on bi-tree. In this note we give one more proof…

In this note we give several counterexamples. One shows that small energy majorization on bi-tree fails. The second counterexample shows that partial energy estimate always valid on a usual tree by a trivial reason (and with constant $C=1$)…

The theorem like Pontryagin's maximum principle for multiple integrals is proved. Unlike the usual maximum principle, the maximum should be taken not over all matrices, but only on matrices of rank one. Examples are given.

Berge's maximum theorem gives conditions ensuring the continuity of an optimised function as a parameter changes. In this paper we state and prove the maximum theorem in terms of the theory of monoidal topology and the theory of double…

We prove a bilinear Carleson embedding theorem with matrix weight and scalar measure. In the scalar case, this becomes exactly the well known weighted bilinear Carleson embedding theorem. Although only allowing scalar Carleson measures, it…

We characterize the validity of the Maximum Principle in bounded domains for fully nonlinear degenerate elliptic operators in terms of the sign of a suitably defined generalized principal eigenvalue. Here, maximum principle refers to the…

We use an iteration procedure propped up by a a classical form of the maximum principle to show the existence of solutions to a nonlinear Poisson equation with Dirichlet boundary conditions. These methods can be applied to the case of…

In this paper, we derive sufficient and necessary maximum principles for a stochastic optimal control problem where the system state is given by a controlled stochastic differential equation with default. We prove existence of a unique…

In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…

We show that the naive application of the maximum entropy principle can yield answers which depend on the level of description, i.e. the result is not invariant under coarse-graining. We demonstrate that the correct approach, even for…

The maximum principle for SPDEs is established in multidimensional $C^{1}$ domains. An application is given to proving the H\"older continuity up to the boundary of solutions of one-dimensional SPDEs.

We find a maximum principle for general non-Markovian semi-martingales. We do so by describing the adjoint processes with non-anticipating stochastic derivatives in a martingale random field setting. In the case of the L\'evy processes this…

In this short communication, we first recall a version of the Pontryagin maximum principle for general finite-dimensional nonlinear optimal sampled-data control problems. This result was recently obtained in [L. Bourdin and E. Tr{\'e}lat ,…

This paper investigates continuity properties of value functions and solutions for parametric optimization problems. These problems are important in operations research, control, and economics because optimality equations are their…

In this paper we are concerned with the maximum principle for quasi-linear backward stochastic partial differential equations (BSPDEs for short) of parabolic type. We first prove the existence and uniqueness of the weak solution to…

We extend Berge's Maximum Theorem to allow for incomplete preferences. We first provide a simple version of the Maximum Theorem for convex feasible sets and a fixed preference. Then, we show that if, in addition to the traditional…

We prove multi-parameter dyadic embedding theorem for Hardy operator on the multi-tree. We also show that for a large class of Dirichlet spaces in bi-disc and tri-disc this proves the embedding theorem of those Dirichlet spaces of…

The well known maximum-entropy principle due to Jaynes, which states that given mean parameters, the maximum entropy distribution matching them is in an exponential family, has been very popular in machine learning due to its "Occam's…

Let (X,d_X) be an n-point metric space. We show that there exists a distribution D over non-contractive embeddings into trees f:X-->T such that for every x in X, the expectation with respect to D of the maximum over y in X of the ratio…