Related papers: Stability of Equilibria in Time-inconsistent Stopp…
A general time-inconsistent optimal control problem is considered for stochastic differential equations with deterministic coefficients. Under suitable conditions, a Hamilton-Jacobi-Bellman type equation is derived for the equilibrium value…
We study the steady state of a finite XX chain coupled at its boundaries to quantum reservoirs made of free spins that interact one after the other with the chain. The two-point correlations are calculated exactly and it is shown that the…
We theoretically and experimentally study finite-time optimal control of a colloidal particle steered through a spatially inhomogeneous environment, modeled by a position-dependent energetic cost at the final state. The competition between…
In this article we study the optimal regularity for solutions to the following weakly coupled system with interconnected obstacles \begin{equation*} \begin{cases} \min (-\Delta u^1+f^1, u^1-u^2+\psi^1)=0 \\ \min (-\Delta u^2+f^2,…
In this paper, we propose two projection dynamical systems for solving inverse quasi-variational inequality problems in finite-dimensional Hilbert spaces-one ensuring finite-time stability and the other guaranteeing fixed-time stability. We…
We investigate the stability of continuous-time quantum walks (CTQW) across cycle, complete, star, Erd\H{o}s-R\'enyi, small-world, and scale-free topologies under energy-based intrinsic decoherence, node-based Haken-Strobl noise, and…
We present variational theory for optimal control over a finite time interval in quantum systems with relaxation. The corresponding Euler-Lagrange equations determining the optimal control field are derived. In our theory the optimal…
We study the Merton portfolio management problem within a complete market, non constant time discount rate and general utility framework. The non constant discount rate introduces time inconsistency which can be solved by introducing sub…
In this paper the asymptotic stability of equilibria and periodic points of the following higher order rational difference Equation x_{n+1} =(alpha x_{n-k})/(1+x_{n}...x_{n-k}), k>=1, n=0,1,... is studied where the parameters ?alpha, betta,…
In this paper, we mainly study error bounds for a single convex inequality and semi-infinite convex constraint systems, and give characterizations of stability of error bounds via directional derivatives. For a single convex inequality, it…
In this paper, we consider a general time-inconsistent optimal control problem for a non homogeneous linear system, in which its state evolves according to a stochastic differential equation with deterministic coefficients, when the noise…
We consider the non-linear optimal multiple stopping problem under general conditions on the non-linear evaluation operators, which might depend on two time indices: the time of evaluation/assessment and the horizon (when the reward or loss…
The minimal evolution time between two distinguishable states is of fundamental interest in quantum physics. Very recently Mirkin et al. argue that some most common quantum-speed-limit (QSL) bounds which depend on the actual evolution time…
We show that if either the process is strong Feller and the boundary point is probabilistically regular for the stopping set, or the process is strong Markov and the boundary point is probabilistically regular for the interior of the…
In this paper, we study closed-loop strong equilibrium strategies for the time-inconsistent control problem with higher-order moments formulated by [Wang et al. SIAM J. Control. Optim., 63 (2025), 1560--1589]. Since time-inconsistency makes…
Solutions of an optimization problem are sensitive to changes caused by approximations or parametric perturbations, especially in the nonconvex setting. This paper shows that solutions of substitute problems, constructed from Rockafellian…
Stable matchings have been studied extensively in social choice literature. The focus has been mostly on integral matchings, in which the nodes on the two sides are wholly matched. A fractional matching, which is a convex combination of…
We propose a model in which dividend payments occur at regular, deterministic intervals in an otherwise continuous model. This contrasts traditional models where either the payment of continuous dividends is controlled or the dynamics are…
We consider a parametric quasi-variational inequality (QVI) without any convexity assumption. Using the concept of \emph{optimal value function}, we transform the problem into that of solving a nonsmooth system of inequalities. Based on…
This paper focuses on using curvature and torsion to describe the stability of linear time-invariant system. We prove that for a two-dimensional system $\dot{r}(t)= Ar(t)$, (i) if there exists an initial value, such that zero is not the…