相关论文: Gradient and Lipschitz estimates for tug-of-war ty…
We develop a higher regularity theory for general quasilinear elliptic equations and systems in divergence form with random coefficients. The main result is a large-scale $L^\infty$-type estimate for the gradient of a solution. The estimate…
We prove in this paper the global Lorentz estimate in term of fractional-maximal function for gradient of weak solutions to a class of p-Laplace elliptic equations containing a non-negative Schr\"odinger potential which belongs to reverse…
We consider the long-term dynamics of the vanishing stepsize subgradient method in the case when the objective function is neither smooth nor convex. We assume that this function is locally Lipschitz and path differentiable, i.e., admits a…
In this paper we show how to use a Tug-of-War game to obtain existence of a viscosity solution to the infinity laplacian with non-homogeneous mixed boundary conditions. For a Lipschitz and positive function $g$ there exists a viscosity…
We investigate the resolution of second-order, potential, and monotone mean field games with the generalized conditional gradient algorithm, an extension of the Frank-Wolfe algorithm. We show that the method is equivalent to the fictitious…
We establish Trudinger-type inequality in the context of fractional boundary Hardy-type inequality for the case $sp=d$, where $p>1, ~ s \in (0,1)$ on a bounded Lipschitz domain $\Omega \subset \mathbb{R}^d$. In particular, we establish…
We consider first-order methods with constant step size for minimizing locally Lipschitz coercive functions that are tame in an o-minimal structure on the real field. We prove that if the method is approximated by subgradient trajectories,…
We study subgradient sequences of locally Lipschitz functions definable in a polynomially bounded o-minimal structure. We show that the diameter of any subgradient sequence is related to the variation in function values, with error terms…
Stability and robustness are critical for deploying Transformers in safety-sensitive settings. A principled way to enforce such behavior is to constrain the model's Lipschitz constant. However, approximation-theoretic guarantees for…
We study a version of the stochastic "tug-of-war" game, played on graphs and smooth domains, with the empty set of terminal states. We prove that, when the running payoff function is shifted by an appropriate constant, the values of the…
Local and global weighted norm estimates involving Muckenhoupt weights are obtained for gradient of solutions to linear elliptic Dirichlet boundary value problems in divergence form over a Lipschitz domain $\Omega$. The gradient estimates…
We deal with homogeneous Dirichlet and Neumann boundary-value problems for anisotropic elliptic operators of p-Laplace type. They emerge as Euler-Lagrange equations of integral functionals of the Calculus of Variations built upon possibly…
We present a modified version of the two-player "tug-of-war" game introduced by Peres, Schramm, Sheffield, and Wilson. This new tug-of-war game is identical to the original except near the boundary of the domain $\partial \Omega$, but its…
Let u, v be two harmonic functions in the disk of radius two which have exactly the same set Z of zeros. We observe that the gradient of \log |u/v| is bounded in the unit disk by a constant which depends on Z only. In case Z is empty this…
Gradient descent (GD) is a collection of continuous optimization methods that have achieved immeasurable success in practice. Owing to data science applications, GD with diminishing step sizes has become a prominent variant. While this…
A grounded M-Lipschitz function on a rooted d-ary tree is an integer-valued map on the vertices that changes by at most along edges and attains the value zero on the leaves. We study the behavior of such functions, specifically, their…
In decision-dependent games, multiple players optimize their decisions under a data distribution that shifts with their joint actions, creating complex dynamics in applications like market pricing. A practical consequence of these dynamics…
We develop an option pricing model based on a tug-of-war game. This two-player zero-sum stochastic differential game is formulated in the context of a multi-dimensional financial market. The issuer and the holder try to manipulate asset…
A theoretical, and potentially also practical, problem with stochastic gradient descent is that trajectories may escape to infinity. In this note, we investigate uniform boundedness properties of iterates and function values along the…
We analyze the constant step size subgradient method on nonsmooth, nonconvex functions. We identify geometric assumptions on the objective function under which i) its domain admits a partition (stratification) into smooth manifolds (strata)…