Related papers: Stability of Equilibria in Time-inconsistent Stopp…
This paper focuses on the proof of the stability of entropy weak solutions of a nonlocal balance law modeling vehicular traffic flow on a road with on- and off-ramps. The stability is obtained with respect to a kernel function in the source…
We study maximum-entropy inference for finite-dimensional quantum states under linear moment constraints. Given expectation values of finitely many observables, the feasible set of states is convex but typically non-unique. The…
We discuss stability of Q-balls interacting with fermions in theory with small coupling constant g. We argue that for configurations with large global U(1)-charge Q the problem of classical stability becomes more subtle. For example, in…
This paper studies an infinite horizon optimal control problem for discrete-time linear systems and quadratic criteria, both with random parameters which are independent and identically distributed with respect to time. A classical approach…
In this work, we investigate entropy solutions for a class of systems of nonlocal {balance laws in which the convective flux and the source involves terms where the state variable convolved with kernels} in both spatial and temporal…
A certain spectrum, indexed by a\in[0,\infty], of upper bounds P_a(X;x) on the tail probability P(X\geq x), with P_0(X;x)=P(X\geq x) and P_\infty(X;x) being the best possible exponential upper bound on P(X\geq x), is shown to be stable and…
This paper investigates the existence and stability of Einstein universe in the context of $f(R,T,Q)$ gravity, where $Q=R_{\mu\nu}T^{\mu\nu}$. Considering linear homogeneous perturbations around scale factor and energy density, we formulate…
We study equilibria of markets with $m$ heterogeneous indivisible goods and $n$ consumers with combinatorial preferences. It is well known that a competitive equilibrium is not guaranteed to exist when valuations are not gross substitutes.…
A game-theoretic framework for time-inconsistent stopping problems where the time-inconsistency is due to the consideration of a non-linear function of an expected reward is developed. A class of mixed strategy stopping times that allows…
We consider a massless, minimally coupled scalar with a quartic self-interaction which is released in Bunch-Davies vacuum in locally de Sitter background of an inflating universe. It was shown, in this system, that quantum effects can…
We numerically study the stability of collisionless equilibria in the context of general relativity. More precisely, we consider the spherically symmetric, asymptotically flat Einstein-Vlasov system in Schwarzschild and in maximal areal…
Our aim in this paper is to investigate the asymptotic behavior of solutions of the perturbed linear fractional differential system. We show that if the original linear autonomous system is asymptotically stable then under the action of…
In this paper, we solve the existence problem of optimal stopping problem under some kind of nonlinear expectation named g_\Gamma expectation which was recently introduced in Peng, S.G. and Xu, M.Y. [8]. Our method based on our preceding…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
In this paper, we study a class of stochastic time-inconsistent linear-quadratic (LQ) control problems with control input constraints. These problems are investigated within the more general framework associated with random coefficients.…
In this paper, we propose a novel equilibrium solution notion for the time-inconsistent stochastic linear-quadratic optimal control problem. This notion is called the mixed equilibrium solution, which consists of two parts: a…
We study the optimal investment stopping problem in both continuous and discrete case, where the investor needs to choose the optimal trading strategy and optimal stopping time concurrently to maximize the expected utility of terminal…
We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…
The goal of this paper is to investigate new and simple convergence analysis of dynamic programming for linear quadratic regulator problem of discrete-time linear time-invariant systems. In particular, bounds on errors are given in terms of…
We provide a characterization of an optimal stopping time for a class of finite horizon time-inconsistent optimal stopping problems (OSPs) of mean-field type, adapted to the Brownian filtration, including those related to mean-field…