Related papers: Invariant Extremal Projections for Operator-Ordere…
Given an Archimedean order unit space (V,V^+,e), we construct a minimal operator system OMIN(V) and a maximal operator system OMAX(V), which are the analogues of the minimal and maximal operator spaces of a normed space. We develop some of…
In this paper, we study a bivariate distributionally robust optimization problem with mean-covariance ambiguity set and half-space support. Under a conventional type of objective function widely adopted in inventory management, option…
The paper deals with the problem of optimization of a guaranteed (worst case) result for a control system described by an ordinary differential equation. The disturbances as functions of time are subject to functional constraints belonging…
This paper explores the fundamental limits of a simple system, inspired by the intermittent Kalman filtering model, where the actuation direction is drawn uniformly from the unit hypersphere. The model allows us to focus on a fundamental…
We consider a damped linear hyperbolic system modelling the propagation of pressure waves in a network of pipes. Well-posedness is established via semi-group theory and the existence of a unique steady state is proven in the absence of…
At the core of optimal control theory is the Pontryagin maximum principle - the celebrated first order necessary optimality condition - whose solutions are called extremals and which are obtained through a function called Hamiltonian, akin…
The extremal dependence structure of a regularly varying $d$-dimensional random vector can be described by its angular measure. The standard nonparametric estimator of this measure is the empirical measure of the observed angles of the $k$…
The Koopman operator enables simplified representations for nonlinear systems in data-driven optimal control, but the accompanying uncertainties inevitably induce deviations in the optimal controller and associated value function. This…
We focus on elliptic quasi-variational inequalities (QVIs) of obstacle type and prove a number of results on the existence of solutions, directional differentiability and optimal control of such QVIs. We give three existence theorems based…
We prove a motivic stabilization result for the cohomology of the local systems on configuration spaces of varieties over $\mathbb{C}$ attached to character polynomials. Our approach interprets the stabilization as a probabilistic…
Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…
We develop a unified theory of designs for controlled experiments that balance baseline covariates a priori (before treatment and before randomization) using the framework of minimax variance and a new method called kernel allocation. We…
We consider eigenvalue problems for general elliptic operators of arbitrary order subject to homogeneous boundary conditions on open subsets of the euclidean N-dimensional space. We prove stability results for the dependence of the…
This note deals with a problem of the probabilistic Ramsey theory in functional analysis. Given a linear operator $T$ on a Hilbert space with an orthogonal basis, we define the isomorphic structure $\Sigma(T)$ as the family of all subsets…
For a continuous map $T$ of a compact metrizable space $X$ with finite topological entropy, the order of accumulation of entropy of $T$ is a countable ordinal that arises in the context of entropy structure and symbolic extensions. We show…
The behavior of many critical phenomena at large distances is expected to be invariant under the full conformal group, rather than only isometries and scale transformations. When studying critical phenomena, approximations are often…
Robustness is a key requirement for widespread deployment of machine learning algorithms, and has received much attention in both statistics and computer science. We study a natural model of robustness for high-dimensional statistical…
We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…
We incorporate inertial terms in the hybrid proximal-extragradient algorithm and investigate the convergence properties of the resulting iterative scheme designed for finding the zeros of a maximally monotone operator in real Hilbert…
We study neutral functional differential equations with stable linear non-autonomous $D$-operator. The operator of convolution $\hat{D}$ transforms $BU$ into $BU$. We show that, if $D$ is stable, then $\hat{D}$ is invertible and, besides,…