Related papers: Improved surrogate bi-parameter maximum principle

We prove an extension of Yuan's Lemma to more than two matrices, as long as the set of matrices has rank at most 2. This is used to generalize the main result of [A. Baccari and A. Trad. On the classical necessary second-order optimality…

A p-adic analogue of the pseudonorm version of the birational Torelli type theorem is obtained via a comparison theorem of image closures. Among other results obtained, we have a criterion for existence of rational points of canonically…

Let $X$ be a normal variety. Assume that for some reduced divisor $D \subset X$, logarithmic 1-forms defined on the snc locus of $(X, D)$ extend to a log resolution $\tilde X \to X$ as logarithmic differential forms. We prove that then the…

A coordinate-free proof of the Maximum Principle is provided in the specific case of an optimal control problem with fixed time. Our treatment heavily relies on a special notion of variation of curves that consist of a concatenation of…

\cite{HillMotegi2017} present a new general asymptotic theory for the maximum of a random array $\{\mathcal{X}_{n}(i)$ $:$ $1$ $\leq $ $i$ $\leq $ $\mathcal{L}\}_{n\geq 1}$, where each $\mathcal{X}_{n}(i)$ is assumed to converge in…

We look for partition theorems for large subtrees for suitable uncountable trees and colourings. We concentrate on sub-trees of $^{\kappa \ge} 2$ expanded by a well ordering of each level. Unlike earlier works, we do not ask the embedding…

This paper investigates an optimal consumption-investment problem featuring recursive utility via Tsallis relative entropy. We establish a fundamental connection between this optimization problem and a quadratic backward stochastic…

The paper concerns the necessary maximum principle for robust optimal control problems of quadratic BSDEs. The coefficient of the systems depends on the parameter $\theta$, and the generator of BSDEs is of quadratic growth in $z$. Since the…

We prove a sharp Bernstein-type inequality for complex polynomials which are positive and satisfy a polynomial growth condition on the positive real axis. This leads to an improved upper estimate in the recent work of Culiuc and Treil on…

In this work, we derive some novel properties of the bimodal normal distribution. Some of its mathematical properties are examined. We provide a formal proof for the bimodality and assess identifiability. We then discuss the maximum…

This paper modifies Jaynes's axioms of plausible reasoning and derives the minimum relative entropy principle, Bayes's rule, as well as maximum likelihood from first principles. The new axioms, which I call the Optimum Information…

Let X be a smooth variety over a field of positive characteristic, and let E be an overconvergent isocrystal on X. We establish a criterion for the existence of a "canonical logarithmic extension" of E to a good compactification of X. In…

The general maximum principle is proved for an infinite dimensional controlled stochastic evolution system. The control is allowed to take values in a nonconvex set and enter into both drift and diffusion terms. The operator-valued backward…

We present a systematic study of the method of "norms on possibilities" of building forcing notions with keeping their properties under full control. This technique allows us to answer several open problems, but on our way to get the…

Hamilton's principle is extended to have compatible initial conditions to the strong form. To use a number of computational and theoretical benefits for dynamical systems, the mixed variational formulation is preferred in the systems other…

This work advances the maximum hands-off sparse control framework by developing a robust counterpart for constrained linear systems with parametric uncertainties. The resulting optimal control problem minimizes an $L^{0}$ objective subject…

In this paper we study the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi's iteration. As applications, we show the existence of weak solutions for possibly degenerate stochastic…

We consider a linear ill-posed equation in the Hilbert space setting. Multiple independent unbiased measurements of the right hand side are available. A natural approach is to take the average of the measurements as an approximation of the…

We provide an improvement of the maximum principle of Pontryagin of the Optimal Control problems. We establish differentiability properties of the value function of problems of Optimal Control with assumptions as low as possible. Notably,…

Surrogate endpoints are used in place of long-term outcomes in randomized experiments when observing the real outcome for a large enough cohort is prohibitively expensive or impractical. A short-term surrogate is good if the result of an…