相关论文: Bellman partial differential equation and the hill…

The control of relaxation-type systems of ordinary differential equations is investigated using the Hamilton-Jacobi-Bellman equation. First, we recast the model as a singularly perturbed dynamics which we embed in a family of controlled…

Controlling systems of ordinary differential equations (ODEs) is ubiquitous in science and engineering. For finding an optimal feedback controller, the value function and associated fundamental equations such as the Bellman equation and the…

This paper proposes two algorithms for solving stochastic control problems with deep learning, with a focus on the utility maximisation problem. The first algorithm solves Markovian problems via the Hamilton Jacobi Bellman (HJB) equation.…

This paper presents a PDE-based approach to finding an optimal canonical basis with which to represent a nearly integrable Hamiltonian. The idea behind the method is to continuously deform the initial canonical basis in such a way that the…

We present the proof of several inequalities using the technique introduced by Alexandroff, Bakelman, and Pucci to establish their ABP estimate. First, we give a new and simple proof of a lower bound of Berestycki, Nirenberg, and Varadhan…

We present a brief overview of integrability of nonlinear ordinary and partial differential equations with a focus on the Painleve property: an ODE of second order has the Painleve property if the only movable singularities connected to…

We extend the generic Bell inequalities suggested by Son, Lee, and Kim [Phys. Rev. Lett. 96, 060406 (2006)] to incorporate multiple observables for tripartite systems and introduce a geometric methodology for calculating classical upper…

We identify a class of left-invariant pseudo-Riemannian metrics on Lie groups for which the Laplace-Beltrami equation reduces to a first-order PDE and admits exact solutions. The defining condition is the existence of a commutative ideal…

In the last paper \cite{R7}, it was studied Hilbert, Poincare and Neumann boundary-value problems with arbitrary measurable data for generalized analytic functions and generalized harmonic functions with applications to the relevant…

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial…

We review a method to obtain optimal Poincar\'e-Hardy-type inequalities on the hyperbolic spaces, and discuss briefly generalisations to certain classes of Riemannian manifolds. Afterwards, we recall a corresponding result on homogeneous…

We consider the nonlinear Neumann problem for fully nonlinear elliptic PDEs on a quadrant. We establish a comparison theorem for viscosity sub and supersolutions of the nonlinear Neumann problem. The crucial argument in the proof of the…

Motivared by Carleman's proof of the isoperimetric inequality in the plane, we study some sharp integral inequalities for harmonic functions on the upper halfspace. We also derive the regularity for nonnegative solutions of the associated…

Nonlocality shapes quantum correlations, revealed through the violation of Bell inequalities. The intersection of all valid Bell inequalities is the so-called local polytope. In multipartite systems, characterizing the local polytope…

Bell inequalities reveal the fundamentally nonlocal character of quantum mechanics. In this regard, one of the interesting problems is to explore all possible Bell inequalities that demonstrate a gap between local and nonlocal quantum…

Motivated by recent interest on Kirchhoff-type equations, in this short note we utilize a classical, yet very powerful, tool of nonlinear functional analysis in order to investigate the existence of positive eigenvalues of systems of…

We obtain weighted uniform estimates for the gradient of the solutions to a class of linear parabolic Cauchy problems with unbounded coefficients. Such estimates are then used to prove existence and uniqueness of the mild solution to a…

In this paper, we consider a problem in calculus of variations motivated by a quantitative isoperimetric inequality in the plane. More precisely, the aim of this article is the computation of the minimum of the variational problem…

In this paper we study sharp pointwise inequalities for maximal operators. In particular, we strengthen DeVore's inequality for the moduli of smoothness and a logarithmic variant of Bennett--DeVore--Sharpley's inequality for rearrangements.…

We develop an existence, regularity and potential theory for nonlinear integrodifferential equations involving measure data. The nonlocal elliptic operators considered are possibly degenerate and cover the case of the fractional…