相关论文: Variational problems of Herglotz type with time de…
For a class of stochastic delay evolution equations driven by cylindrical $Q$-Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal control problem. The delays are given as moving averages with…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush-Kuhn-Tucker form. Weak…
We consider the Sommerfeld problem of diffraction by an opaque half-plane with a real wavenumber interpreting it as the limiting case, as time tends to infinity, of the corresponding time-dependent diffraction problem. We prove that the…
This paper establishes a stochastic maximum principle for optimal control problems governed by time-changed forward-backward stochastic differential equations with L\'evy noise. The system incorporates a random, non-decreasing operational…
We study optimality conditions for various types of control problems like the standard optimal control problem, optimal multiprocesses, problems with infinite horizon or the control of Volterra integral equations. To derive necessary…
We develop an extension of the fast method of angles for hyperbolicity verification in chaotic systems with an arbitrary number of time-delay feedback loops. The adopted method is based on the theory of covariant Lyapunov vectors and…
In this paper, it is shown why Lorentz Transformation implies the general case where observed events are not necessarily in the inertia frame of any observer but assumes a special scenario when determining the length contraction and time…
We consider a family of optimal control problems where the control variable is given by a boundary condition of Neumann type. This family is governed by parabolic variational inequalities of the second kind. We prove the strong convergence…
We study the cubic weakly nonlinear Schr\"odinger equation with randomized spatially quasi-periodic initial data in higher dimensions. Under a polynomial decay assumption in Fourier space, we establish a {\em Large Deviations Principle} for…
We give a new stability estimate for the problem of determining the time-dependent zero order coefficient in a parabolic equation from a partial parabolic Dirichlet-to-Neumann map. The novelty of our result is that, contrary to the previous…
We consider a class of closed loop stochastic optimal control problems in finite time horizon, in which the cost is an expectation conditional on the event that the process has not exited a given bounded domain. An important difficulty is…
Invariant conditions for conformable fractional problems of the calculus of variations under the presence of external forces in the dynamics are studied. Depending on the type of transformations considered, different necessary conditions of…
In this work there is established an optimal existence and regularity theory for second order linear parabolic differential equations on a large class of noncompact Riemannian manifolds. Then it is shown that it provides a general unifying…
In the framework of Potential Theory we prove existence or the Perron-Weiner-Brelot-Bauer solution to the Dirichlet problem related to a family of totally degenerate, in the sense of Bony, differential operators. We also state and prove a…
Solution of Helmholtz equation with impedance boundary condition on finite interval is equivalently reformulated as steady state of initial boundary value problem for first order hyperbolic system of partial differential equations.…
In the paper, we offer a method for studying an extremal in the classical calculus of variation in the presence of various degenerations. This method is based on introduction of Weierstrass type variations characterized by a numerical…
We consider a singular limit problem from the damped wave equation with a power type nonlinearity to the corresponding heat equation. We call our singular limit problem non-delay limit. Our proofs are based on the argument for…
The first and second Noether theorems are formulated in a general case of reducible degenerate Grassmann-graded Lagrangian theory of even and odd variables on graded bundles. Such Lagrangian theory is characterized by a hierarchy of…
In the present paper we derive Liouville type results and existence of periodic solutions for $\chi^{(2)}$ type systems with non-homogeneous nonlinearities. Moreover, we prove both universal bounds as well as singularity and decay estimates…