相关论文: Filtration-Consistent Dynamic Operator with a Floo…

We develop a dynamical systems approach to prioritizing and selecting multiple recurring tasks with the aim of conferring a degree of deliberative goal selection to a mobile robot confronted with competing objectives. We take navigation as…

We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary…

This paper studies the equivalence between differentiable and non-differentiable dynamics in Rn. Filippov's theory of discontinuous differential equations allows us to find flow solutions of dynamical systems whose vector fields undergo…

We study boundary regularity for the inhomogeneous Dirichlet problem for $2s$-stable operators in generalized H\"older spaces. Moreover, we provide explicit counterexamples that showcase the sharpness of our results. Our approach directly…

We study a version of the functional Hodrick-Prescott filter where the associated operator is not necessarily compact, but merely closed and densely defined with closed range. We show that the associated optimal smoothing operator preserves…

Differential operators usually result in derivatives expressed as a ratio of differentials. For all but the simplest derivatives, these ratios are typically not algebraically manipulable, but must be held together as a unit in order to…

In this paper, we study four-strategy conservative replicator dynamics induced by constant payoff matrices. We establish necessary and sufficient conditions for permanence to occur by associating the payoff matrix with its digraph,…

This paper investigates recurrence properties of dynamical systems under the restriction that control is available only through inputs and outputs. We introduce the concept of ``coarse non-wandering'', a generalization of the classical…

We define a class of discrete operators acting on infinite, finite or periodic sequences mimicking the standard properties of pseudo-differential operators. In particular we can define the notion of order and regularity, and we recover the…

A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…

We introduce the framework of performative reinforcement learning where the policy chosen by the learner affects the underlying reward and transition dynamics of the environment. Following the recent literature on performative…

Recent years have bore witness to the proliferation of distributed filtering techniques, where a collection of agents communicating over an ad-hoc network aim to collaboratively estimate and track the state of a system. These techniques…

In this paper we study existence, nonexistence and classification of radial positive solutions of some weighted fully nonlinear equations involving Pucci extremal operators. Our results are entirely based on the analysis of the dynamics…

A system of dynamically consistent nonlinear evaluation (${\cal{F}}$-evaluation) provides an ideal characterization for the dynamical behaviors of risk measures and the pricing of contingent claims. The purpose of this paper is to study the…

We present FilterDDP, a differential dynamic programming algorithm for solving discrete-time, optimal control problems (OCPs) with nonlinear equality constraints. Unlike prior methods based on merit functions or the augmented Lagrangian…

In this note we study the structure of shift-preserving operators acting on a finitely generated shift-invariant space. We define a new notion of diagonalization for these operators, which we call s-diagonalization. We give necessary and…

The paper deals with systems of ordinary differential equations containing in the right-hand side controls which are discontinuous in phase variables. These controls cause the occurrence of sliding modes. If one uses one of the well-known…

In this paper, we consider filtration-consistent nonlinear expectations which satisfy a general domination condition (dominated by ${\cal{E}}^{\phi}$). We show that this kind of nonlinear expectations can be represented by $g$-expectations…

This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

It is well known that the solutions of a (relaxed) commutant lifting problem can be described via a linear fractional representation of the Redheffer type. The coefficients of such Redheffer representations are analytic operator-valued…