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We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discounting. We show that the optimal value is semi-continuous with…

Probability · Mathematics 2022-10-04 Erhan Bayraktar , Zhenhua Wang , Zhou Zhou

We consider nonlinear diffusive evolution equations posed on bounded space domains, governed by fractional Laplace-type operators, and involving porous medium type nonlinearities. We establish existence and uniqueness results in a suitable…

Analysis of PDEs · Mathematics 2014-07-25 Matteo Bonforte , Yannick Sire , Juan Luis Vazquez

The relevant quasipotential near an equilibrium point is determined by a new linear matrix equation, with less unknowns than an existing (possibly nonlinear) one. This also assures the asymptotic fulfillment of the Fokker-Planck equation,…

Probability · Mathematics 2021-09-29 Dietrich Ryter

The minimax theory for estimating linear functionals is extended to the case of a finite union of convex parameter spaces. Upper and lower bounds for the minimax risk can still be described in terms of a modulus of continuity. However in…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

The de Finetti representation theorem for continuous variable quantum system is first developed to approximate an N-partite continuous variable quantum state with a convex combination of independent and identical subsystems, which requires…

Quantum Physics · Physics 2016-09-28 Murphy Yuezhen Niu

We obtain sufficient conditions for an exponential type entire function not to have zeros in the open lower half-plane. An exact inequality containing the real and imaginary parts of such functions and their derivatives restricted to the…

Classical Analysis and ODEs · Mathematics 2016-06-28 Viktor P. Zastavnyi

An asymptotic small parameter expansion of a single Cauchy problem is constructed for a singularly perturbed system of hyperbolic equations describing vibrations of two rigidly connected strings. Equations (such as generalized Korteweg-de…

Analysis of PDEs · Mathematics 2025-10-15 Andrey Nesterov

Extending classical results on polytopal approximation of convex bodies, we derive asymptotic formulas for the weighted approximation of smooth convex functions by piecewise affine convex functions as the number of their facets tends to…

Optimization and Control · Mathematics 2025-10-01 Fernanda M. Baêta

We explain how to find the asymptotic form of fixed point solutions in functional truncations, in particular $f(R)$ approximations. We find that quantum fluctuations do not decouple at large $R$, typically leading to elaborate asymptotic…

High Energy Physics - Theory · Physics 2017-06-07 Sergio Gonzalez-Martin , Tim R. Morris , Zoë H. Slade

An effective formalism for quantum constrained systems is presented which allows manageable derivations of solutions and observables, including a treatment of physical reality conditions without requiring full knowledge of the physical…

Mathematical Physics · Physics 2009-03-12 Martin Bojowald , Barbara Sandhoefer , Aureliano Skirzewski , Artur Tsobanjan

The extremum value theorem for function spaces plays the central role in optimal control. It is known that computation of optimal control actions and policies is often prone to numerical errors which may be related to computability issues.…

Optimization and Control · Mathematics 2018-06-25 Pavel Osinenko , Stefan Streif

In this paper, an asymptotic stability proof for a class of methods for inexact nonlinear model predictive control is presented. General Q-linearly convergent online optimization methods are considered and an asymptotic stability result is…

Optimization and Control · Mathematics 2021-12-01 Andrea Zanelli , Quoc Tran Dinh , Moritz Diehl

This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics…

Optimization and Control · Mathematics 2016-11-03 Ashish Cherukuri , Bahman Gharesifard , Jorge Cortes

The paper concerns the study of new classes of nonlinear and nonconvex optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables and contain infinitely many…

Optimization and Control · Mathematics 2011-03-24 B. S. Mordukhovich , T. T. A. Nghia

We formulate a multi-valued version of the Tietze-Urysohn extension theorem. Precisely, we prove that any upper semicontinuous multi-valued map with nonempty closed convex values defined on a closed subset (resp. closed perfectly normal…

General Topology · Mathematics 2008-10-20 Youcef Askoura

We provide a thorough study of a general class of linear-quadratic extended mean field games and control problems in any dimensions where the mean field terms are allowed to be unbounded and there are also presence of cross terms in the…

Optimization and Control · Mathematics 2023-11-10 Alain Bensoussan , Bohan Li , Sheung Chi Phillip Yam

A fundamental open question asking whether all real-valued strongly quasiconvex functions defined on $\mathbb R^n$ are necessarily continuous, akin to their convex counterparts, is answered in detail in this paper. Among other things, we…

Optimization and Control · Mathematics 2025-12-04 Nguyen Thi Van Hang , Felipe Lara , Nguyen Dong Yen

When a parameter of interest is defined to be a nondifferentiable transform of a regular parameter, the parameter does not have an influence function, rendering the existing theory of semiparametric efficient estimation inapplicable.…

Statistics Theory · Mathematics 2022-01-06 Kyungchul Song

We study the long-time behavior of spatially periodic solutions of the Navier-Stokes equations in the three-dimensional space. The body force is assumed to possess an asymptotic expansion or, resp., finite asymptotic approximation, in…

Analysis of PDEs · Mathematics 2017-11-22 Luan T. Hoang , Vincent R. Martinez

In this paper, a proof of asymptotic stability for the combined system-optimizer dynamics associated with a class of real-time methods for equality constrained nonlinear model predictive control is presented. General Q-linearly convergent…

Optimization and Control · Mathematics 2020-05-13 Andrea Zanelli , Quoc Tran-Dinh , Moritz Diehl
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