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Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations management and healthcare. Existing methods for…

Optimization and Control · Mathematics 2022-03-28 Xinyi Guan , Velibor V. Mišić

We give a characterization of the operators on the injective tensor product $E \hat{\otimes}_\varepsilon X$ for any separable Banach space $E$ and any (non-separable) Banach space $X$ with few operators, in the sense that any operator $T: X…

Functional Analysis · Mathematics 2025-09-23 Antonio Acuaviva

The distinction between conditional, unconditional, and absolute convergence in infinite-dimensional spaces has fundamental implications for computational algorithms. While these concepts coincide in finite dimensions, the Dvoretzky-Rogers…

Computation and Language · Computer Science 2026-01-14 Przemysław Spyra

For locally convex spaces $X$ and $Y$, the continuous linear map $T:X \to Y$ is said to be bounded if it maps zero neighborhoods of $X$ into bounded sets of $Y$. We denote $(X,Y) \in \mathcal{B}$ when every operator between $X$ and $Y$ is…

Functional Analysis · Mathematics 2016-05-03 Ersin Kızgut , Elif Uyanık , Murat Yurdakul

In this paper, we investigate dynamic optimization problems featuring both stochastic control and optimal stopping in a finite time horizon. The paper aims to develop new methodologies, which are significantly different from those of mixed…

Portfolio Management · Quantitative Finance 2014-06-27 Xiongfei Jian , Xun Li , Fahuai Yi

In this paper we consider some concepts of exponential splitting for nonautonomous linear discrete-time systems. These concepts are generalizations of some well-known concepts of (uniform and nonuniform) exponential dichotomies. Connections…

Dynamical Systems · Mathematics 2016-04-05 Mihail Megan , Ioan-Lucian Popa

One of the fundamental results of ergodic optimisation asserts that for any dynamical system on a compact metric space $X$ and for any Banach space of continuous real-valued functions on $X$ which embeds densely in $C(X)$ there exists a…

Dynamical Systems · Mathematics 2020-03-20 Ian D. Morris

We give a self-contained and introductory account of some basic functional analytic tools needed to understand maximal monotone operators in Hilbert spaces. We review domains of (possibly unbounded) operators, closed sets and closed…

Functional Analysis · Mathematics 2025-12-02 Hikmatullo Ismatov

We call a bounded linear operator acting between Banach spaces weakly compactly generated ($\mathsf{WCG}$ for short) if its range is contained in a weakly compactly generated subspace of its codomain. This notion simultaneously generalises…

Functional Analysis · Mathematics 2014-11-26 Tomasz Kania , Tomasz Kochanek

We show that for each of the following Banach spaces~$X$, the quotient algebra $\mathscr{B}(X)/\mathscr{I}$ has a unique algebra norm for every closed ideal $\mathscr{I}$ of $\mathscr{B}(X)\colon$ - $X=…

Functional Analysis · Mathematics 2023-08-23 Max Arnott , Niels Jakob Laustsen

A Banach space contains either a minimal subspace or a continuum of incomparable subspaces. General structure results for analytic equivalence relations are applied in the context of Banach spaces to show that if $E_0$ does not reduce to…

Functional Analysis · Mathematics 2007-05-23 Christian Rosendal

Denote by $X$ a Banach space and by $T : X \to X$ a bounded linear operator with non-trivial kernel satisfying suitable conditions. We consider the concepts of entropy - for $T$-invariant probability measures - and pressure for H\"older…

Dynamical Systems · Mathematics 2022-08-02 Artur O. Lopes , Victor Vargas

This paper deals with the problem of when, given a collection $\mathcal C$ of weakly compact operators between separable Banach spaces, there exists a separable reflexive Banach space $Z$ with a Schauder basis so that every element in…

Functional Analysis · Mathematics 2019-09-18 Leandro Antunes , Kevin Beanland , Bruno de Mendonça Braga

This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be…

Probability · Mathematics 2017-01-18 Teemu Pennanen , Ari-Pekka Perkkiö

We study random unconditional convergence for a basis in a Banach space. The connections between this notion and classical unconditionality are explored. In particular, we analyze duality relations, reflexivity, uniqueness of these bases…

Functional Analysis · Mathematics 2014-08-05 J. Lopez-Abad , P. Tradacete

By methods of harmonic analysis, we identify large classes of Banach spaces invariant of periodic Fourier multipliers with symbols satisfying the classical Marcinkiewicz type conditions. Such classes include general (vector-valued) Banach…

Functional Analysis · Mathematics 2025-06-25 Sebastian Król , Jarosław Sarnowski

In this paper, we consider the structure of maximally monotone operators in Banach space whose domains have nonempty interior and we present new and explicit structure formulas for such operators. Along the way, we provide new proofs of the…

Functional Analysis · Mathematics 2012-03-07 Jonathan M. Borwein , Liangjin Yao

In this paper we study groups of positive operators on Banach lattices. If a certain factorization property holds for the elements of such a group, the group has a homomorphic image in the isometric positive operators which has the same…

Functional Analysis · Mathematics 2023-05-31 Marcel de Jeu , Marten Wortel

We study differentiability properties of convex operators defined on a Banach space with values in an $\Lc_p$ space and of their compositions with monotonic convex functionals on this space. We develop new tools for operators enjoying an…

Optimization and Control · Mathematics 2025-11-10 Darinka Dentcheva , Andrzej Ruszczynski

In this paper, first we present a new useful way of formulating probabilistic normed spaces. Then by using this formulation and probabilistic normed space version of the Baire category theorem, we prove four important results of functional…

Functional Analysis · Mathematics 2018-07-10 Delavar Varasteh Tafti , Mahdi Azhini