相关论文: Subgradient evolution of value functions in discre…
This article studies the solutions of time-dependent differential inclusions which is motivated by their utility in the modeling of certain physical systems. The differential inclusion is described by a time-dependent set-valued mapping…
We propose a novel second-order ODE as the continuous-time limit of a Riemannian accelerated gradient-based method on a manifold with curvature bounded from below. This ODE can be seen as a generalization of the ODE derived for Euclidean…
In this work, we consider a system of differential equations modeling the dynamics of some populations of preys and predators, moving in space according to rapidly oscillating time-dependent transport terms, and interacting with each other…
We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…
A two-person zero-sum differential game with unbounded controls is considered. Under proper coercivity conditions, the upper and lower value functions are characterized as the unique viscosity solutions to the corresponding upper and lower…
The hybrid optimal control problem with reach time to a target set is addressed and the continuity and uniqueness of the associated value function is proved. Hybrid systems involves interaction of different types of dynamics: continuous and…
We study the iteration complexity of Lipschitz convex optimization problems satisfying a general error bound. We show that for this class of problems, subgradient descent with either Polyak stepsizes or decaying stepsizes achieves minimax…
We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…
Mirror descent, introduced by Nemirovski and Yudin in the 1970s, is a primal-dual convex optimization method that can be tailored to the geometry of the optimization problem at hand through the choice of a strongly convex potential…
A functional analog of the Klain-Schneider theorem for vector-valued valuations on convex functions is established, providing a classification of continuous, translation covariant, simple valuations. Under additional rotation equivariance…
In this article, we prove the existence of weak solutions as well as the existence and uniqueness of strong solutions for McKean-Vlasov multivalued stochastic differential equations with oblique subgradients (MVMSDEswOS, for short) by means…
We prove the existence of solutions for an evolution quasi-variational inequality with a first order quasilinear operator and a variable convex set, which is characterized by a constraint on the absolute value of the gradient that depends…
In optimal control problems defined on stratified domains, the dynamics and the running cost may have discontinuities on a finite union of submanifolds of RN. In [8, 5], the corresponding value function is characterized as the unique…
Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…
We study a class of zero-sum stochastic games between a stopper and a singular-controller, previously considered in [Bovo and De Angelis (2025)]. The underlying singularly-controlled dynamics takes values in…
This paper deals with a Tikhonov regularized second-order inertial dynamical system that incorporates time scaling, asymptotically vanishing damping and Hessian-driven damping for solving convex optimization problems. Under appropriate…
Gradient-based optimization methods for hyperparameter tuning guarantee theoretical convergence to stationary solutions when for fixed upper-level variable values, the lower level of the bilevel program is strongly convex (LLSC) and smooth…
In this article we study the optimal control problem with quadratic functionals for a linear Volterra integro-differential equation in Hilbert spaces. With the finite history seen as an (additional) initial datum for the evolution,…
The recent results of An, Luan, and Yen [Differential stability in convex optimization via generalized polyhedrality. Vietnam J. Math. https://-doi.org/10.1007/s10013-024-00721-y] on differential stability of parametric optimization…
We introduce a framework for approximate dynamic programming that we apply to discrete time chains on $\mathbb{Z}_+^d$ with countable action sets. Our approach is grounded in the approximation of the (controlled) chain's generator by that…