Related papers: Stability of Equilibria in Time-inconsistent Stopp…
We characterize the conditions under which a multi-time quantum process with a finite temporal resolution can be approximately described by an equilibrium one. By providing a generalization of the notion of equilibration on average, where a…
We consider the energy norm arising from elliptic problems with discontinuous piecewise constant diffusion. We prove that under the quasi-monotonicity property on the diffusion coefficient, the best approximation error with continuous…
For optimal stopping problems with time-inconsistent preference, we measure the inherent level of time-inconsistency by taking the time needed to turn the naive strategies into the sophisticated ones. In particular, when in a repeated…
In a classical optimal stopping problem the aim is to maximize the expected value of a functional of a diffusion evaluated at a stopping time. This note considers optimal stopping problems beyond this paradigm. We study problems in which…
We study the stability in the inverse problem of determining the time dependent zeroth-order coefficient $q(t,x)$ arising in the wave equation, from boundary observations. We derive, in dimension $n\geq 2$, a log-type stability estimate in…
It has recently been shown that small quantum subsystems generically equilibrate, in the sense that they spend most of the time close to a fixed equilibrium state. This relies on just two assumptions: that the state is spread over many…
This paper investigates stability properties of affine optimal control problems constrained by semilinear elliptic partial differential equations. This is done by studying the so called metric subregularity of the set-valued mapping…
The closed-loop stability and infinite-horizon performance of receding-horizon approximations are studied for non-stationary linear-quadratic regulator (LQR) problems. The approach is based on a lifted reformulation of the optimal control…
We study stable solutions to fractional semilinear equations $(-\Delta)^s u = f(u)$ in $\Omega \subset \mathbb{R}^n$, for convex nonlinearities $f$, and under the Dirichlet exterior condition $u=g$ in $\mathbb{R}^n \setminus \Omega$ with…
We investigate the stability of Quantum Critical Points (QCPs) in the presence of two competing phases. These phases near QCPs are assumed to be either classical or quantum and assumed to repulsively interact via square-square interactions.…
As a complement to two recent papers by An and Yen [An, D.T.V., Yen, N.D.: Differential stability of convex optimization problems under inclusion constraints. Appl. Anal., 94, 108--128 (2015)], and by An and Yao [An, D.T.V., Yao, J.-C.:…
The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…
We find the optimal constant $C$ such that \begin{equation*} \|f_1*f_2*\dots*f_{k}\|_{\infty}\geq C\prod_{i=1}^{k}\|f_i\|_1 \end{equation*} for functions $f_i:\{0,1\}^d\to\mathbb{R}$. As applications, we derive bounds for Sidon sets on…
We develop a theory of optimal stopping problems under G-expectation framework. We first define a new kind of random times, called G-stopping times, which is suitable for this problem. For the discrete time case with finite horizon, the…
A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair and each link has a per-time-unit capacity and a transit time. A dynamic…
In this work, we consider the problem of bounding the values of a covariance function corresponding to a continuous-time stationary stochastic process or signal. Specifically, for two signals whose covariance functions agree on a finite…
We are concerned with the dynamical behavior of solutions to semilinear wave systems with time-varying damping and nonconvex force potential. Our result shows that the dynamical behavior of solution is asymptotically stable without any…
We investigate the stability of the Epstein-Zin problem with respect to small distortions in the dynamics of the traded securities. We work in incomplete market model settings, where our parametrization of perturbations allows for joint…
We show, under weaker assumptions than in the previous literature, that a perpetual optimal stopping game always has a value. We also show that there exists an optimal stopping time for the seller, but not necessarily for the buyer.…
We revisit an algorithm for distributed consensus optimization proposed in 2010 by J. Wang and N. Elia. By means of a Lyapunov-based analysis, we prove input-to-state stability of the algorithm relative to a closed invariant set composed of…