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For two-person dynamic zero-sum games (both discrete and continuous settings), we investigate the limit of value functions of finite horizon games with long run average cost as the time horizon tends to infinity and the limit of value…

最优化与控制 · 数学 2017-09-26 Dmitry Khlopin

This paper is aimed to prove the strong duality theorem for continuous-time linear programming problems in which the coefficients are assumed to be piecewise continuous functions. The previous paper proved the strong duality theorem for the…

最优化与控制 · 数学 2014-11-03 Hsien-Chung Wu

We present and analyze a natural hierarchy of weak theories, develop analysis in them, and show that they are interpretable in bounded quantifier arithmetic $\text{I}\Delta_0$ (and hence in Robinson arithmetic Q). The strongest theories…

逻辑 · 数学 2016-12-20 Dmytro Taranovsky

We develop a duality theory for the problem of maximising expected lifetime utility from inter-temporal wealth over an infinite horizon, under the minimal no-arbitrage assumption of No Unbounded Profit with Bounded Risk (NUPBR). We use only…

投资组合管理 · 定量金融 2020-10-13 Michael Monoyios

We analyze the periodicity of optimal long products of matrices. A set of matrices is said to have the finiteness property if the maximal rate of growth of long products of matrices taken from the set can be obtained by a periodic product.…

动力系统 · 数学 2007-05-23 Raphael M. Jungers , Vincent D. Blondel

We revisit the question of existence and regularity of minimizers to weighted least gradient problems on a fixed bounded domain, subject to a Dirichlet boundary condition, in the case where the boundary data is continuous and the weight…

偏微分方程分析 · 数学 2019-01-23 Andres Zuniga

For R(z, w) rational with complex coefficients, of degree at least 2 in w, we show that the number of rational functions f(z) solving the difference equation f(z+1)=R(z, f(z)) is finite and bounded just in terms of the degrees of R in the…

数论 · 数学 2021-01-25 Patrick Ingram

In recent years, significant progress has been made on algorithms for learning optimal decision trees, primarily in the context of binary features. Extending these methods to continuous features remains substantially more challenging due to…

机器学习 · 计算机科学 2026-01-22 Harold Kiossou , Pierre Schaus , Siegfried Nijssen

A run of all failures, a run of all successes, or complete separation in a logistic regression each tempts the analyst to declare a probability of exactly zero or one. The central message of this paper is that all three phenomena share a…

统计方法学 · 统计学 2026-05-05 Yuan-chin Ivan Chang

We derive B\'ezout identities for the minimal polynomials of a finite sequence and use them to prove a theorem of Wang and Massey on binary sequences with a perfect linear complexity profile. We give a new proof of Rueppel's conjecture and…

信息论 · 计算机科学 2011-08-24 Graham H. Norton

Motivated by a constrained minimization problem, it is studied the gradient flows with respect to Hessian Riemannian metrics induced by convex functions of Legendre type. The first result characterizes Hessian Riemannian structures on…

最优化与控制 · 数学 2018-11-27 Felipe Alvarez , Jérôme Bolte , Olivier Brahic

This paper is concerned with the initial-boundary value problem for an evolutionary variational inequality complying with three intrinsic properties: complete irreversibility, unilateral equilibrium of an energy and an energy conservation…

偏微分方程分析 · 数学 2023-05-11 Goro Akagi , Kotaro Sato

Boyer and Moore have discussed a recursive function that puts conditional expressions into normal form [1]. It is difficult to prove that this function terminates on all inputs. Three termination proofs are compared: (1) using a measure…

计算机科学中的逻辑 · 计算机科学 2009-09-25 Lawrence C. Paulson

It is studied the Cauchy problem for the equations of Burgers' type but with bounded dissipation flux. Such equations degenerate to hyperbolic ones as the velocity gradient tends to infinity. Thus the discontinuous solutions are permitted.…

偏微分方程分析 · 数学 2007-05-23 Yuri G. Rykov

We provide a general theoretical framework allowing us to extend the classical Lie theory for partial differential equations to the case of equations of fractional order. We propose a general prolongation formula for the study of Lie…

偏微分方程分析 · 数学 2017-02-15 Rosario Antonio Leo , Gabriele Sicuro , Piergiulio Tempesta

All parallel algorithms for directed reachability and shortest paths crucially rely on efficient shortcut constructions. These constructions find directed paths and shortcut them by adding edges, with the goal to reduce the diameter of the…

数据结构与算法 · 计算机科学 2026-05-06 Bernhard Haeupler , Antti Roeyskoe , Zhijun Zhang

Solomonoff's general theory of inference and the Minimum Description Length principle formalize Occam's razor, and hold that a good model of data is a model that is good at losslessly compressing the data, including the cost of describing…

机器学习 · 计算机科学 2019-01-29 Léonard Blier , Yann Ollivier

A simple local proof of Noether's Second Theorem is given. This proof immediately leads to a generalization of the theorem, yielding conservation laws and/or explicit relationships between the Euler--Lagrange equations of any variational…

数学物理 · 物理学 2015-05-27 Peter E. Hydon , Elizabeth L. Mansfield

Towards the Lang--Vojta conjecture, we prove results on finiteness and Zariski degeneracy of $S$-integral points of varieties over number fields $k$, including many cases with geometrically irreducible boundary divisors. Our approach builds…

We illustrate with several new applications the power and elegance of the Bendixson Dulac theorem to obtain upper bounds of the number of limit cycles for several families of planar vector fields. In some cases we propose to use a function…

经典分析与常微分方程 · 数学 2021-01-12 Armengol Gasull , Hector Giacomini