Related papers: Stability of Equilibria in Time-inconsistent Stopp…
In this paper, we will prove a very general result of stability for perturbations of linear integrable Hamiltonian systems, and we will construct an example of instability showing that both our result and our example are optimal. Moreover,…
We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…
This paper is concerned with the open-loop time-consistent solution of time-inconsistent mean-field stochastic linear-quadratic optimal control. Different from standard stochastic linear-quadratic problems, both the system matrices and the…
The paper investigates sufficient conditions on a differential inclusion which guarantee that the origin is a finite time stable equilibrium, namely a weak local one, a weak global one or a strong local one. The analysis relies on the…
The objective in this paper is to obtain fast converging reinforcement learning algorithms to approximate solutions to the problem of discounted cost optimal stopping in an irreducible, uniformly ergodic Markov chain, evolving on a compact…
In this paper, we present new results on finite- and fixed-time convergence for dynamical systems using LaSalle-like invariance principles. In particular, we provide first and second-order non-smooth Lyapunov-like results for finite- and…
We prove stability of the spectral gap for gapped, frustration-free Hamiltonians under general, quasi-local perturbations. We present a necessary and sufficient condition for stability, which we call "Local Topological Quantum Order" and…
This paper deals with the stability analysis of a nonlinear time-delayed dispersive equation of order four. First, we prove the well-posedness of the system and give some regularity results. Then, we show that the zero solution of the…
We study a time-inconsistent singular control problem originating from irreversible reinsurance decisions with non-exponential discount. A novel definition of equilibrium for time-inconsistent singular control problems is introduced. For…
In this paper, as a study of reinforcement learning, we converge the Q function to unbounded rewards such as Gaussian distribution. From the central limit theorem, in some real-world applications it is natural to assume that rewards follow…
Constraint tightening to non-conservatively guarantee recursive feasibility and stability in Stochastic Model Predictive Control is addressed. Stability and feasibility requirements are considered separately, highlighting the difference…
Connections between the resource theories of coherence and purity (or non-uniformity) are well known for discrete-variable, finite-dimensional, quantum systems. We establish analogous results for continuous-variable systems, in particular…
We consider the problem of finding optimally stable polynomial approximations to the exponential for application to one-step integration of initial value ordinary and partial differential equations. The objective is to find the largest…
Stability of nonconvex quadratic programming problems under finitely many convex quadratic constraints in Hilbert spaces is investigated. We present several stability properties of the global solution map, and the continuity of the optimal…
We consider a class of time-inhomogeneous optimal stopping problems and we provide sufficient conditions on the data of the problem that guarantee monotonicity of the optimal stopping boundary. In our setting, time-inhomogeneity stems not…
We will investigate the value and inactive region of optimal stopping and one-sided singular control problems by focusing on two fundamental ratios. We shall see that these ratios unambiguously characterize the solution, although usually…
An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…
For time-inconsistent stopping in a one-dimensional diffusion setup, we investigate how to use discrete-time models to approximate the original problem. In particular, we consider the value function $V(\cdot)$ induced by all mild equilibria…
Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…
We develop a theory for solving continuous time optimal stopping problems for non-linear expectations. Our motivation is to consider problems in which the stopper uses risk measures to evaluate future rewards.