Related papers: Comparative statics with adjustment costs and the …
The method of monotonization of difference schemes is being considered in the paper. The method was earlier proposed by the author for stationary problems. It is investigated in the paper more profoundly. The idea of the method is to build…
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…
We devise an abstract, modular scheme to prove continuity of the Lyapunov exponents for a general class of linear cocycles. The main assumption is the availability of appropriate large deviation type (LDT) estimates which are uniform in the…
Our main result is to establish stability of martingale couplings: suppose that $\pi$ is a martingale coupling with marginals $\mu, \nu$. Then, given approximating marginal measures $\tilde \mu \approx \mu, \tilde \nu\approx \nu$ in convex…
Consider a general nonlinear optimal control problem in finite dimension, with constant state and/or control delays. By the Pontryagin Maximum Principle, any optimal trajectory is the projection of a Pontryagin extremal. We establish that,…
In this paper, several results concerning attraction and asymptotic stability in the large of nonlinear ordinary differential equations are presented. The main result is very simple to apply yielding a sufficient condition under which the…
The paper is devoted to a comprehensive study of composite models in variational analysis and optimization the importance of which for numerous theoretical, algorithmic, and applied issues of operations research is difficult to overstate.…
A typical problem in causal modeling is the instability of model structure learning, i.e., small changes in finite data can result in completely different optimal models. The present work introduces a novel causal modeling algorithm for…
We analyze the problem of comparing unitary transformations. The task is to decide, with minimal resources and maximal reliability, whether two given unitary transformations are identical or different. It is possible to make such…
We present a general framework for a comparative theory of variability measures, with a particular focus on the recently introduced one-parameter families of inter-Expected Shortfall differences and inter-expectile differences, that are…
We study how maximal regularity estimates with respect to the continuous functions improve automatically in cases where the spatial norm is fundamentally different from the supremum norm. More precisely, we invoke properties such as weak…
In this paper, we propose: (a) a restart schedule for an adaptive simulated annealer, and (b) parallel simulated annealing, with an adaptive and parameter-free annealing schedule. The foundation of our approach is the Modified Lam annealing…
Methods for sequential decision-making are often built upon a foundational assumption that the underlying decision process is stationary. This limits the application of such methods because real-world problems are often subject to changes…
Approximate necessary optimality conditions in terms of Fr\'echet subgradients and normals for a rather general optimization problem with a potentially non-Lipschitzian objective function are established with the aid of Ekeland's…
Focusing on semiclassical systems, we show that the parametrically long exponential growth of out-of-time order correlators (OTOCs), also known as scrambling, does not necessitate chaos. Indeed, scrambling can simply result from the…
This simple note lays out a few observations which are well known in many ways but may not have been said in quite this way before. The basic idea is that when comparing two different Markov chains it is useful to couple them is such a way…
Can cost-reducing technical change lead to a fall in the long run rate of profit if class struggle manages to keep the rate of exploitation constant? In a general circulating capital model, we derive sufficient conditions for cost-reducing…
Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…
We consider combinatorial optimization problems defined over random ensembles, and study how solution cost increases when the optimal solution undergoes a small perturbation delta. For the minimum spanning tree, the increase in cost scales…
There is a growing body of work on sorting and selection in models other than the unit-cost comparison model. This work is the first treatment of a natural stochastic variant of the problem where the cost of comparing two elements is a…