Related papers: On universality in penalisation problems with mult…
In this article we develop a general theory of exact parametric penalty functions for constrained optimization problems. The main advantage of the method of parametric penalty functions is the fact that a parametric penalty function can be…
We derive a criterium for the almost sure finiteness of perpetual integrals of \LL processes for a class of real functions including all continuous functions and for general one-dimensional L\'evy processes that drifts to plus infinity.…
We provide a new foundational approach to the generalization of terms up to equational theories. We interpret generalization problems in a universal-algebraic setting making a key use of projective and exact algebras in the variety…
We study extensions to higher dimensions of the classical Bayesian sequential testing and detection problems for Brownian motion. In the main result we show that, for a large class of problem formulations, the cost function is unilaterally…
We consider an optimal control problem for an abstract nonlinear dissipative evolution equation. The differential constraint is penalized by augmenting the target functional by a nonnegative global-in-time functional which is null-minimized…
We discuss various universality aspects of numerical computations using standard algorithms. These aspects include empirical observations and rigorous results. We also make various speculations about computation in a broader sense.
In the problem of motion of the Kowalevski top on two constant fields (the A.G.Reyman - M.A.Semenov-Tian-Shansky case) the type of all critical points of the momentum map is calculated.
In this paper, we will present a generalization for a minimization problem from I. Daubechies, M. Defrise, and C. Demol [3]. This generalization is useful for solving many practical problems in which more than one constraint are involved.…
Nonlinear, multiplicative Langevin equations for a complete set of slow variables in equilibrium systems are generally derived on the basis of the separation of time scales. The form of the equations is universal and equivalent to that…
We study the generalized and extended weight enumerator of the q-ary Simplex code and the q-ary first order Reed-Muller code. For our calculations we use that these codes correspond to a projective system containing all the points in a…
In this paper universality limits are studied in connection with measures which exhibit power-type singular behavior somewhere in their support. We extend the results of Lubinsky for Jacobi measures supported on $ [-1,1] $ to generalized…
In this paper we consider the question of existence of trigonometric series universal in weighted $L^1_{\mu}[0,2\pi]$ spaces with respect to rearrangements and in usual sense.
We investigate measures of complexity of function classes based on continuity moduli of Gaussian and Rademacher processes. For Gaussian processes, we obtain bounds on the continuity modulus on the convex hull of a function class in terms of…
Firstly, we give a formula on the generalized Hamming weight of linear codes constructed generically by defining sets. Secondly, by choosing properly the defining set we obtain a class of cyclotomic linear codes and then present two…
We revisit the classical singular control problem of minimizing running and controlling costs. The problem arises in inventory control, as well as in healthcare management and mathematical finance. Existing studies have shown the optimality…
This study examines, in the framework of variational regularization methods, a multi-penalty regularization approach which builds upon the Uniform PENalty (UPEN) method, previously proposed by the authors for Nuclear Magnetic Resonance…
The complex Langevin method is a general method to treat systems with complex action, such as QCD at nonzero density. The formal justification relies on the absence of certain boundary terms, both at infinity and at the unavoidable poles of…
In this note, we show how the penalization method, introduced in order to describe some non-trivial changes of the Wiener measure, can be applied to the study of some simple polymer models such as the pinning model. The bulk of the analysis…
The full-dimensional (metric, Euclidean, least squares) multidimensional scaling stress loss function is combined with a quadratic external penalty function term. The trajectory of minimizers of stress for increasing values of the penalty…
The complexity of Pareto fronts imposes a great challenge on the convergence analysis of multi-objective optimization methods. While most theoretical convergence studies have addressed finite-set and/or discrete problems, others have…