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In this paper, we consider a stochastic recursive optimal control problem under model uncertainty. In this framework, the cost function is described by solutions of a family of backward stochastic differential equations. With the help of…

Probability · Mathematics 2020-04-16 Mingshang Hu , Falei Wang

This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and the system is generally under Markovian regime switching.…

Optimization and Control · Mathematics 2025-04-15 Tao Hao , Jiaqiang Wen , Jie Xiong

We study the gauge invariance of physical observables in holographic theories under the local diffeomorphism. We find that gauge invariance is intimately related to the holographic renormalisation: the local counter terms defined in the…

High Energy Physics - Theory · Physics 2015-07-29 Keun-Young Kim , Kyung Kiu Kim , Yunseok Seo , Sang-Jin Sin

Proposed is a new formal approach for solution of extreme multi-criteria problems transforming them into single-criterion mathematical models, without any additional information. Transforming rules are based on comparison standards and…

Optimization and Control · Mathematics 2007-05-23 V. O. Groppen

The renormalization of the effective field theories (EFTs) in many-body systems is the most pressing and challenging problem in modern nuclear ab initio calculation. For general non-relativistic EFTs, we prove that the renormalization group…

Nuclear Theory · Physics 2023-08-29 Bing-Nan Lu , Bao-Ge Deng

Model-driven software engineering is a suitable method for dealing with the ever-increasing complexity of software development processes. Graphs and graph transformations have proven useful for representing such models and changes to them.…

Software Engineering · Computer Science 2023-07-19 Alexander Lauer

In this technical communique we study the maximal robust positively invariant set for state-constrained continuous-time nonlinear systems subjected to a bounded disturbance. Extending results from the theory of barriers, we show that this…

Optimization and Control · Mathematics 2021-03-02 Willem Esterhuizen , Tim Aschenbruck , Stefan Streif

Rigid gauge invariance comprises the symmetry content for physical quantities in a local gauge theory. Its derivation from BRS invariance is thus crucial for determining the physical consequences of the symmetry.

High Energy Physics - Theory · Physics 2007-05-23 Elisabeth Kraus , Klaus Sibold

Robustness is a basic property of any control system. In the context of linear output regulation, it was proved that embedding an internal model of the exogenous signals is necessary and sufficient to achieve tracking of the desired…

Systems and Control · Electrical Eng. & Systems 2021-04-23 Michelangelo Bin , Daniele Astolfi , Lorenzo Marconi

We study a stochastic recursive optimal control problem in which the cost functional is described by the solution of a backward stochastic differential equation driven by G-Brownian motion. Some of the economic and financial optimization…

Optimization and Control · Mathematics 2015-09-01 Mingshang Hu , Shaolin Ji

We derive a supersymmetric renormalization group (RG) equation for the scale-dependent superpotential of the supersymmetric O(N) model in three dimensions. For a supersymmetric optimized regulator function we solve the RG equation for the…

High Energy Physics - Theory · Physics 2013-05-29 Daniel F. Litim , Marianne C. Mastaler , Franziska Synatschke-Czerwonka , Andreas Wipf

The renormalization group (RG) is a powerful theoretical framework developed to consistently transform the description of configurations of systems with many degrees of freedom, along with the associated model parameters and coupling…

Statistical Mechanics · Physics 2026-04-20 Andrea Gabrielli , Diego Garlaschelli , Subodh P. Patil , M. Ángeles Serrano

The Renormalisation Group is a versatile tool for the study of many systems where scale-dependent behaviour is important. Its functional formulation can be cast into the form of an exact flow equation for the scale-dependent effective…

High Energy Physics - Theory · Physics 2015-12-14 Jan M. Pawlowski , Michael M. Scherer , Richard Schmidt , Sebastian J. Wetzel

The requirement that the quantum partition function be invariant under a renormalization group transformation results in a wide class of exact renormalization group equations, differing in the form of the kernel. Physical quantities should…

High Energy Physics - Theory · Physics 2009-11-07 Stefano Arnone , Antonio Gatti , Tim R. Morris

Scale invariant theories are often used to address the hierarchy problem, however the regularization of their quantum corrections introduces a dimensionful coupling (dimensional regularization) or scale (Pauli-Villars, etc) which break this…

High Energy Physics - Phenomenology · Physics 2016-06-06 D. M. Ghilencea

We consider all radiative corrections to the total electron-positron cross section showing how the renormalization group equation can be used to sum the logarithmic contributions in two ways. First of all, one can sum leading-log etc.…

High Energy Physics - Theory · Physics 2015-09-02 D. G. C. McKeon

The Renormalization Group (RG) is a set of methods that have been instrumental in tackling problems involving an infinite number of degrees of freedom. What all these methods have in common -- which is what explains their success -- is that…

Statistical Mechanics · Physics 2020-04-30 Pedro Pessoa , Ariel Caticha

In this paper, the problem of load uncertainty in compliance problems is addressed where the uncertainty is described in the form of a set of finitely many loading scenarios. Computationally more efficient methods are proposed to exactly…

Computational Engineering, Finance, and Science · Computer Science 2021-09-29 Mohamed Tarek , Tapabrata Ray

The Principle of Maximum Conformality (PMC) provides scale-fixed perturbative QCD predictions which are independent of the choice of the renormalization scheme, as well as the choice of the initial renormalization scale. In this article, we…

High Energy Physics - Phenomenology · Physics 2017-08-22 Alexandre Deur , Jian-Ming Shen , Xing-Gang Wu , Stanley J. Brodsky , Guy F. de Teramond

This paper investigates continuity properties of value functions and solutions for parametric optimization problems. These problems are important in operations research, control, and economics because optimality equations are their…

Optimization and Control · Mathematics 2021-09-15 Eugene A. Feinberg , Pavlo O. Kasyanov , David N. Kraemer