Related papers: Extension Condition "violations" and Merge optimal…
We study \emph{online episodic Constrained Markov Decision Processes} (CMDPs) under both stochastic and adversarial constraints. We provide a novel algorithm whose guarantees greatly improve those of the state-of-the-art best-of-both-worlds…
We discuss CP violation in supersymmetric theories and show that CP phenomena can act as a probe of their origins, i.e., compactification and spontaneous supersymmetry breaking. CP violation as a probe of the flavor structure of…
For a general optimal control problem for dynamical systems with hybrid dynamics, we study the dependency of the optimal cost and of the value function on the initial conditions, parameters, and perturbations. We show that upper and lower…
Models based on assumptions of multivariate regular variation and hidden regular variation provide ways to describe a broad range of extremal dependence structures when marginal distributions are heavy tailed. Multivariate regular variation…
The surge of explainable artificial intelligence methods seeks to enhance transparency and explainability in machine learning models. At the same time, there is a growing demand for explaining decisions taken through complex algorithms used…
We analyze an optimal stopping problem with a series of inequality-type and equality-type expectation constraints in a general non-Markovian framework. We show that the optimal stopping problem with expectation constraints (OSEC) in an…
This paper investigates risk measures derived from the expected maximum deficit in a continuous-time framework and develops optimal reserve allocation strategies across multiple lines of business. We formalize the expected maximum deficit…
The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…
In this work, we establish risk bounds for the Empirical Risk Minimization (ERM) with both dependent and heavy-tailed data-generating processes. We do so by extending the seminal works of Mendelson [Men15, Men18] on the analysis of ERM with…
We investigate from an algebraic and topological point of view the minimal prime spectrum of a universal algebra, considering the prime congruences w.r.t. the term condition commutator. Then we use the topological structure of the minimal…
This paper investigates the optimality conditions for characterizing the local minimizers of the constrained optimization problems involving an $\ell_p$ norm ($0<p<1$) of the variables, which may appear in either the objective or the…
A connected graph, on four or more vertices, is matching covered (aka 1-extendable) if every edge is present in some perfect matching. An ear decomposition theorem exists for bipartite matching covered graphs due to Hetyei. From the results…
While traditional distributionally robust optimization (DRO) aims to minimize the maximal risk over a set of distributions, Agarwal and Zhang (2022) recently proposed a variant that replaces risk with excess risk. Compared to DRO, the new…
We introduce the entropic measure transform (EMT) problem for a general process and prove the existence of a unique optimal measure characterizing the solution. The density process of the optimal measure is characterized using a…
The minimal supersymmetric standard model (MSSM) particles can generate loop-level radiative corrections that contribute to the electric dipole moment (EDM) of an electron. The upper bound on the EDM can therefore be used for delineating…
We consider the symmetric FEM-BEM coupling that connects two linear elliptic second order partial differential equations posed in a bounded domain $\Omega$ and its complement, where the exterior problem is restated by an integral equation…
There are many important practical optimization problems whose feasible regions are not known to be nonempty or not, and optimizers of the objective function with the least constraint violation prefer to be found. A natural way for dealing…
We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…
This paper is concerned with the derivation of necessary conditions for the optimal shape of a design problem governed by a non-smooth PDE. The main particularity thereof is the lack of differentiability of the nonlinearity in the state…
This paper deals with the problem of remote estimation of the state of a discrete-time stochastic linear system observed by a sensor with computational capacity to calculate local estimates. We design an event-triggered communication (ETC)…