Related papers: Controlled rough paths: a general Hopf-algebraic s…
The $k$-vertex disjoint paths problem is one of the most studied problems in algorithmic graph theory. In 1994, Schrijver proved that the problem can be solved in polynomial time for every fixed $k$ when restricted to the class of planar…
The paper contains two main parts: in the first part, we analyze the general case of $p\geq 2$ matrices coupled in a chain subject to Cauchy interaction. Similarly to the Itzykson-Zuber interaction model, the eigenvalues of the Cauchy chain…
In this paper, we study the existence of fixed points for mappings defined on complete (compact) metric space (X, d) satisfying a general contractive (contraction) inequality depended on another function. These conditions are analogous to…
The goal of this paper is to establish a general fixed point theorem for compact single-valued continuous mapping in Hausdorff p-vector spaces, and the fixed point theorem for upper semicontinuous set-valued mappings in Hausdorff locally…
We propose and analyze a randomization scheme for a general class of impulse control problems. The solution to this randomized problem is characterized as the fixed point of a compound operator which consists of a regularized nonlocal…
We develop a variant of rough path theory tailor-made for analyzing a class of financial asset price models known as rough volatility models. As an application, we prove a pathwise large deviation principle (LDP) for a certain class of…
In this paper, we prove a theorem on tight paths in convex geometric hypergraphs, which is asymptotically sharp in infinitely many cases. Our geometric theorem is a common generalization of early results of Hopf and Pannwitz, Sutherland,…
For unconstrained control problems, a local convergence rate is established for an $hp$-method based on collocation at the Radau quadrature points in each mesh interval of the discretization. If the continuous problem has a sufficiently…
In the first purpose, we concentrate on the theory of quantum integrable systems underlying the Connes-Kreimer approach. We introduce a new family of Hamiltonian systems depended on the perturbative renormalization process in renormalizable…
In this paper we study regularity estimates for the solution to an obstacle problem arising in stochastic impulse control theory. We prove using elementary methods the known sharp $C_{loc}^{1,1}$ estimate for the solution. The new proof is…
This paper aims to study a family of deterministic optimal control problems in infinite dimensional spaces. The peculiar feature of such problems is the presence of a positivity state constraint, which often arises in economic applications.…
In this work, using a new geometrical approach we study to the existence of the fixed-point of mappings that independence of the smoothness, and also of their single-values or multi-values. This work proved the theorems that generalize in…
In this article, by using several new crucial {\it a priori} estimates which are still absent in the literature, we provide a comprehensive resolution of the first order generic mean field type control problems and also establish the…
We study controllability and constructive synthesis for control-affine systems. We introduce trajectory-dependent Gramian maps that extend the linear time-varying Gramian and yield explicit fixed-point synthesis maps. On feasible coercivity…
We provide a control-theoretic perspective on optimal tensor algorithms for minimizing a convex function in a finite-dimensional Euclidean space. Given a function $\Phi: \mathbb{R}^d \rightarrow \mathbb{R}$ that is convex and twice…
This paper provides new stability results for Action-Dependent Heuristic Dynamic Programming (ADHDP), using a control algorithm that iteratively improves an internal model of the external world in the autonomous system based on its…
We prove a unified and general criterion for the uniqueness of critical points of a functional in the presence of constraints such as positivity, boundedness, or fixed mass. Our method relies on convexity properties along suitable paths and…
In this article, we address the control problem of unicycle path following, using a rigidly attached target point. The initial path following problem has been transformed into a reference trajectory following problem, using saturated…
We consider the stochastic Landau-Lifshitz-Gilbert equation in dimension 1. A control process is added to the effective field. We show the existence of a weak martingale solution for the resulting controlled equation. The proof uses the…
In this paper, we introduce a class of backward stochastic equations (BSEs) that extend classical BSDEs and include many interesting examples of generalized BSDEs as well as semimartingale backward equations. We show that a BSE can be…