The paper is devoted to a certain problem in the theory of synthesis of optimal control. The fundamental results of research in the synthesis of optimal control for second order systems are given in [1], [2], [5], [10]. In particular, in [2] and [5] some specific nonlinear systems are investigated, namely the systems related with the differential equations of the forms̈ + F(s,ṡ) = u or s̈ + F(s,ṡ,u) = 0where u is a control parameter in the interval [—1,1]. Some results concerning third...

We consider the optimal stopping problem for a discrete-time Markov process on a Borel state space $X$. It is supposed that an unknown transition probability $p(·|x)$, $x\in X$, is approximated by the transition probability $\tilde{p}(·|x)$, $x\in X$, and the stopping rule ${\tilde{\tau }}_{*}$, optimal for $\tilde{p}$, is applied to the process governed by $p$. We found an upper bound for the difference between the total expected cost, resulting when applying ${\tilde{\tau }}_{*}$, and the minimal total expected cost. The bound given is a constant times ${\displaystyle {sup}_{x\in X}\parallel p(·|x)-\tilde{p}(·|x)\parallel }$, where $\parallel ·\parallel$ is the...

The aim of the paper is to provide a linearization approach to the ${𝕃}^{\infty }$See PDF-control problems. We begin by proving a semigroup-type behaviour of the set of constraints appearing in the linearized formulation of (standard) control problems. As a byproduct we obtain a linear formulation of the dynamic programming principle. Then, we use the ${𝕃}^p$See PDF approach and the associated linear formulations. This seems to be the most appropriate tool for treating ${𝕃}^{\infty }$See PDF problems in continuous and...

We consider two dimensional diagonal elliptic systems $\mathrm{\Delta }u+au=H(x,u,\nabla u)$ which arise from stochastic differential games with discount control. The Hamiltonians $H$ have quadratic growth in $\nabla u$ and a special structure which has notyet been covered by regularity theory. Without smallness condition on $H$, the existence of a regular solution is established.

In this paper we establish a decoupling feature of the random interlacement process ${ℐ}^u\subset {\mathbb{Z}}^d$ at level $u$, $d\ge 3$. Roughly speaking, we show that observations of ${ℐ}^u$ restricted to two disjoint subsets $A_1$ and $A_2$ of ${\mathbb{Z}}^d$ are approximately independent, once we add a sprinkling to the process ${ℐ}^u$ by slightly increasing the parameter $u$. Our results differ from previous ones in that we allow the mutual distance between the sets $A_1$ and $A_2$ to be much smaller than their diameters. We then provide an important application...

In this paper, we consider the linear and circular consecutive $k$-out-of-$n$ systems consisting of arbitrarily dependent components. Under the condition that at least $n-r+1$ components ($r\le n$) of the system are working at time $t$, we study the reliability properties of the residual lifetime of such systems. Also, we present some stochastic ordering properties of residual lifetime of consecutive $k$-out-of-$n$ systems. In the following, we investigate the inactivity time of the component with lifetime...

Recently it was proved for 1 < p < ∞ that ${\omega }^m{(f,t)}_p$, a modulus of smoothness on the unit sphere, and $K̃ₘ{(f,t^m)}_p$, a K-functional involving the Laplace-Beltrami operator, are equivalent. It will be shown that the range 1 < p < ∞ is optimal; that is, the equivalence ${\omega }^m{(f,t)}_p\approx K̃ₘ{(f,t^r)}_p$ does not hold either for p = ∞ or for p = 1.

For a multidimensional control problem ${\left(P\right)}_K$ involving controls $u\in L_{\infty }$, we construct a dual problem ${\left(D\right)}_K$ in which the variables ν to be paired with u are taken from the measure space rca (Ω,) instead of $\left(L_{\infty }\right)*$. For this purpose, we add to ${\left(P\right)}_K$ a Baire class restriction for the representatives of the controls u. As main results, we prove a strong duality theorem and saddle-point conditions.

We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $\alpha$ with drift and diffusion coefficients $b$, $\sigma$. When $\alpha \in (1,2)$, we investigate pathwise uniqueness for this equation. When $\alpha \in (0,1)$, we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness holds under much weaker conditions. We obtain various results, depending on whether $\alpha \in (0,1)$ or $\alpha \in (1,2)$ and on whether the driving stable process is symmetric or not. Our...

A notion of a wide-sense Markov process $X_t$ of order k ≥ 1, $X_t\sim WM\left(k\right)$, is introduced as a direct generalization of Doob’s notion of wide-sense Markov process (of order k=1 in our terminology). A base for investigation of the covariance structure of $X_t$ is the k-dimensional process $x_t=(X_{t-k+1},...,X_t)$. The covariance structure of $X_t\sim WM\left(k\right)$ is considered in the general case and in the periodic case. In the general case it is shown that $X_t\sim WM\left(k\right)$ iff $x_t$ is a k-dimensional WM(1) process and iff the covariance function of $x_t$ has the triangular...

For $\left(P_k\right)$ being Rademacher, Fermion or q-Gaussian (-1 ≤ q ≤ 0) operators, we find the optimal constants $C_{2n}$, n∈ ℕ, in the inequality $\parallel {\sum }_{k=1}^N{A}_k\otimes P_k{\parallel }_{2n}\le {\left[C_{2n}\right]}^{1/2n}max{\parallel ({\sum }_{k=1}^{N}A{*}_k{A}_k}^{1/2}{\parallel }_{L_{2n}},\parallel ({\sum }_{k=1}^N{A}_{k}A{*}_k$1/2∥L2n$,$valid for all finite sequences of operators $\left(A_k\right)$ in the non-commutative $L_{2n}$ space related to a semifinite von Neumann algebra with trace. In particular, $C_{2n}=(2nr-1)!!$ for the Rademacher and Fermion sequences.

We consider “nonconventional” averaging setup in the form $\frac{\mathrm{d}{X}^{\epsilon }\left(t\right)}{\mathrm{d}t}=\epsilon B(X^{\epsilon }\left(t\right)$, $𝛯\left(q_1\left(t\right)\right),𝛯\left(q_2\left(t\right)\right),...,𝛯\left(q_{\ell }\left(t\right)\right))$ where $𝛯\left(t\right)$, $t\ge 0$ is either a stochastic process or a dynamical system with sufficiently fast mixing while $q_j\left(t\right)={\alpha }_{j}t$, ${\alpha }_{1}lt;{\alpha }_{2}lt;\cdots lt;{\alpha }_k$ and $q_j$, $j=k+1,...,\ell$ grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

We consider random walk on a discrete torus $E$ of side-length $N$, in sufficiently high dimension $d$. We investigate the percolative properties of the vacant set corresponding to the collection of sites which have not been visited by the walk up to time $u{N}^d$. We show that when $u$ is chosen small, as $N$ tends to infinity, there is with overwhelming probability a unique connected component in the vacant set which contains segments of length const $logN$. Moreover, this connected component occupies a...

We prove some results in the context of isoperimetric inequalities with quantitative terms. In the $2$-dimensional case, our main contribution is a method for determining the optimal coefficients $c_1,...,c_m$ in the inequality $\delta P\left(E\right)\ge {\sum }_{k=1}^m{c}_k\alpha {\left(E\right)}^k+o\left(\alpha {\left(E\right)}^m\right)$, valid for each Borel set $E$ with positive and finite area, with $\delta P\left(E\right)$ and $\alpha \left(E\right)$ being, respectively, the $\mathrm{𝑖𝑠𝑜𝑝𝑒𝑟𝑖𝑚𝑒𝑡𝑟𝑖𝑐𝑑𝑒𝑓𝑖𝑐𝑖𝑡}$ and the $\mathrm{𝐹𝑟𝑎𝑒𝑛𝑘𝑒𝑙𝑎𝑠𝑦𝑚𝑚𝑒𝑡𝑟𝑦}$ of $E$. In $n$ dimensions, besides proving existence and regularity properties of minimizers for a wide class of $\mathrm{𝑞𝑢𝑎𝑛𝑡𝑖𝑡𝑎𝑡𝑖𝑣𝑒𝑖𝑠𝑜𝑝𝑒𝑟𝑖𝑚𝑒𝑡𝑟𝑖𝑐𝑞𝑢𝑜𝑡𝑖𝑒𝑛𝑡𝑠}$ including the lower semicontinuous extension of $\frac{\delta P\left(E\right)}{\alpha {\left(E\right)}^2}$, we...

Let $X$ be a $\mu$-symmetric Hunt process on a LCCB space $𝙴$. For an open set $𝙶\subseteq 𝙴$, let ${\tau }_{𝙶}$ be the exit time of $X$ from $𝙶$ and $A^{𝙶}$ be the generator of the process killed when it leaves $𝙶$. Let $r:[0,\infty [\to [0,\infty [$ and $R\left(t\right)={\int }_0^{t}r\left(s\right)\mathrm{d}s$. We give necessary and sufficient conditions for ${𝔼}_{\mu }R\left({\tau }_{𝙶}\right)lt;\infty$ in terms of the behavior near the origin of the spectral measure of $-A^{𝙶}$. When $r\left(t\right)=t^l$, $l\ge 0$, by means of this condition we derive the Nash inequality for the killed process. In the diffusion case this permits to show that the existence of moments of order $l+1$ for ${\tau }_{𝙶}$...

We will consider the following problem $$-\Delta u-\lambda \frac{u}{{\left|x\right|}^2}={\left|\nabla u\right|}^p+cf,u\&gt;0\text{in}\Omega ,$$ where $\Omega \subset {ℝ}^N$ is a domain such that $0\in \Omega$, $N\ge 3$, $c\&gt;0$ and $\lambda \&gt;0$. The main objective of this note is to study the precise threshold $p_{+}=p_{+}\left(\lambda \right)$ for which there is novery weak supersolutionif $p\ge p_{+}\left(\lambda \right)$. The optimality of $p_{+}\left(\lambda \right)$ is also proved by showing the solvability of the Dirichlet problem when $1\le p\&lt;p_{+}\left(\lambda \right)$, for $c\&gt;0$ small enough and $f\ge 0$ under some hypotheses that we will prescribe.

We consider a family of nonlinear stochastic heat equations of the form ${\partial }_{t}u=ℒu+\sigma \left(u\right)\dot{W}$, where $\dot{W}$ denotes space–time white noise, $ℒ$ the generator of a symmetric Lévy process on $𝐑$, and $\sigma$ is Lipschitz continuous and zero at 0. We show that this stochastic PDE has a random-field solution for every finite initial measure $u_0$. Tight a priori bounds on the moments of the solution are also obtained. In the particular case that $ℒf=c{f}^{\text{'}\text{'}}$ for some $cgt;0$, we prove that if $u_0$ is a finite measure of compact support, then the...

In applying control (or feedback) theory to (mechanic) Lagrangian systems, so far forces have been generally used as values of the control $u(\cdot )$. However these values are those of a Lagrangian co-ordinate in various interesting problems with a scalar control $u=u(\cdot )$, where this control is carried out physically by adding some frictionless constraints. This pushed the author to consider a typical Lagrangian system $\mathrm{\Sigma }$, referred to a system $\chi$ of Lagrangian co-ordinates, and to try and write some handy...

Let $A_{\alpha }f\left(x\right)={\left|B\right(0,\left|x\right|\left)\right|}^{-\alpha /n}{\int }_{B(0,|x\left|\right)}f\left(t\right)dt$ be the n-dimensional fractional Hardy operator, where 0 < α ≤ n. It is well-known that $A_{\alpha }$ is bounded from $L^p$ to $L^{p_{\alpha }}$ with $p_{\alpha }=np/(\alpha p-np+n)$ when n(1-1/p) < α ≤ n. We improve this result within the framework of Banach function spaces, for instance, weighted Lebesgue spaces and Lorentz spaces. We in fact find a ’source’ space $S_{\alpha ,Y}$, which is strictly larger than X, and a ’target’ space $T_Y$, which is strictly smaller than Y, under the assumption that $A_{\alpha }$ is bounded from X into Y and the Hardy-Littlewood...

The space $\mathrm{\mathscr{H}𝒦}$ of Henstock-Kurzweil integrable functions on $[a,b]$ is the uncountable union of Fréchet spaces $\mathrm{\mathscr{H}𝒦}\left(X\right)$. In this paper, on each Fréchet space $\mathrm{\mathscr{H}𝒦}\left(X\right)$, an $F$-norm is defined for a continuous linear operator. Hence, many important results in functional analysis, like the Banach-Steinhaus theorem, the open mapping theorem and the closed graph theorem, hold for the $\mathrm{\mathscr{H}𝒦}\left(X\right)$ space. It is known that every control-convergent sequence in the $\mathrm{\mathscr{H}𝒦}$ space always belongs to a $\mathrm{\mathscr{H}𝒦}\left(X\right)$ space for some $X$. We illustrate how...