?
HJB equations with gradient constraint associated with controlled jump-diffusion processes
SIAM Journal on Control and Optimization. 2019. Vol. 57. No. 3. P. 2185–2213.
In this paper, we guarantee the existence and uniqueness (in the almost everywhere
sense) of the solution to a Hamilton-Jacobi-Bellman (HJB) equation with gradient
constraint and a partial integro-di erential operator whose Levy measure has bounded
variation. This type of equation arises in a singular control problem, where the state
process is a multidimensional jump-di usion with jumps of finite variation and infinite
activity. We verify, by means of "-penalized controls, that the value function associated
with this problem satis es the aforementioned HJB equation.
Aleksei Samarin, Nazarenko A., Nazarenko D. et al., Machine Learning and Knowledge Extraction 2026 Vol. 8 No. 10 Article 330
Automated microscopic image analysis is essential for quantitative microbiology, yet manual acquisition and generic recognition models struggle with morphological variability and scene artifacts. We address both ends of this pipeline. First, we present a low-cost, open-source acquisition system, based on an Arduino UNO R3 microcontroller and NEMA 17 stepper motors, that automates focusing, magnification, and ...
Added: October 14, 2026
Parkhomenko V., Kulikova S., Buzmakov A. V., Lobachevskii Journal of Mathematics 2026 Vol. 47 No. 6 P. 2979–2992
The stability of formal concepts and its generalization as robustness are considered in the paper. We use an approximation of stability in the form of Δ-measure for fast calculations. A computationally efficient method for calculating robustness based on subcontexts is presented. We also present a new method to analytically evaluate the number of preimages for ...
Added: October 14, 2026
Kuznetsov A. P., Sedova Y. V., Sataev I. R. et al., Mathematics and Computers in Simulation 2027 Vol. 2 P. 574–592
Universal bifurcation structures on the parameter plane of nonlinear systems, known as shrimps, are discussed. An overview of numerous examples from various fields of science is given. Shrimps are typical for both maps of different dimensions and flows. The varieties of shrimp are discussed and relevant examples are given. The similarity property on the parameter ...
Added: October 14, 2026
Gusein-Zade S., Campillo A., Delgado F., Mathematische Zeitschrift 2026 Vol. 314 No. 1 P. 1–22
For a subfield $\K$ of the field $\C$ of complex numbers, we consider curve and divisorial valuations on the algebra $\K[[x,y]]$ of formal power series in two variables with the coefficients in $\K$. We compute the semigroup Poincar\'e series and the classical Poincar\'e series of a (discrete, rank one) valuation on it. ...
Added: October 13, 2026
Mishuris G., Meylan M. H., Pelinovsky E., Journal of Fluid Mechanics 2026 Vol. 1045 Article A4
In this paper, we revisit the classic problem of a wave field on a sloping beach of an arbitrary angle and propose a general approach that allows the computation of regular solutions of the problem regardless of the angle. We use the Mellin-transform technique, reducing the problem to singular integral equations with fixed-point singularities of ...
Added: October 12, 2026
Gusein-Zade S., М.: МЦНМО, 2026.
Книга содержит курс лекций по дифференциальной геометрии и топологии, читавшихся автором на механико-математическом факультете МГУ в разные годы. В дополнениях приводятся некоторые сюжеты (связности в расслоениях, теорема Фробениуса, производные Ли и др.), которые были включены в курс в отдельные годы либо содержались в аналогичных курсах лекций в Независимом московском университете.
Для студентов математических и физических специальностей. ...
Added: October 12, 2026
Брычков М. Е., Незнанов А.А., Программирование 2026 № 4 С. 50–66
The matrix profile (MP) quickly became one of the most important time series preprocessing methods when it was introduced in 2016, facilitating the solution of a wide range of time series analysis problems, in particular anomaly and pattern detection problems. The high significance has led to the emergence of various tools for MP calculating, but ...
Added: October 9, 2026
М.: Юрайт, 2026.
The Collection of Olympiad Problems (COP) in Probability Theory and Mathematical Statistics (PTMS) is offered as a teaching aid primarily for university students and faculty as a developmental supplementary resource, expanding the range of problems to be solved in lectures, seminars, and out-of-class independent work with students in various formats, including (as the title suggests) ...
Added: October 9, 2026
Aleskerov F. T., Вайншток А. П., Делахова А. М. et al., Информационные процессы 2026 Т. 26 № 3 С. 895–913
The development and effective management of territorial entities are priority issues for all states, particularly in the context of the digital transformation of public administration. Over the past decade, the integration of information technologies into municipal and regional planning has significantly altered approaches to strategic development, service delivery, and public engagement. This paper describes the ...
Added: October 9, 2026
Kupavskii A., Noskov F., Forum of Mathematics, Sigma 2026 Vol. 14 Article 124
We call a family of $s$ sets $\{F_1, \ldots, F_s\}$ a sunflower with $s$ petals if, for any distinct $i, j \in [s]$, one has $F_i \cap F_j = \cap_{u = 1}^s F_u$. The set $C = \cap_{u = 1}^s F_u$ is called the {\it core} of the sunflower. It is a classical result of ...
Added: October 8, 2026
Flamarion M. V., Pelinovsky E., Chaos, Solitons and Fractals 2026 Vol. 213 No. 2 Article 119245
This article concerns the study of modulational instability in the rotated-modified Gardner–Whitham (rmGW) equation. This model incorporates both quadratic and cubic nonlinearities, similarly to the Gardner equation, while also retaining the fully dispersive character of the Whitham equation together with a large-scale dispersive term analogous to that in the Ostrovsky equation. Using a classical multiple-scale asymptotic expansion, we ...
Added: October 8, 2026
Люксембург А. А., УРСС, 2005.
Изучается возможность автоматизированного построения математических теорий. Рассматривается дедуктивная система, основанная на языке логики предикатов первого порядка, объектами системы являются математические выражения или формулы, которые описывают математические объекты или их свойства. В дедуктивной системе выводятся математические определения и теоремы. Для доказательства теорем используются методы автоматического доказательства. Разработан алгоритм, выводящий часть формул системы. Для решения задачи используется аппарат математической ...
Added: October 7, 2026
Aleskerov F. T., Chaika E., Дерендяев А. Б. et al., Procedia Computer Science 2026 No. 287 P. 590–595
Under conditions of dynamic socio-economic changes, effective planning and decision-making are key factors in ensuring a high quality of life for the population in territories. This paper presents a decision support system for territorial administrations for the development and implementation of sustainable development strategies, using one of the regions of the Russian Federation – the ...
Added: October 7, 2026
Bernardin C., Gonçalves P., Olla S., Mathematical Physics Analysis and Geometry 2024 Vol. 27 No. 7
We consider the macroscopic limit for the space-time density fluctuations in the open symmetric simple exclusion in the quasi-static scaling limit. We prove that the distribution of these fluctuations converge to a gaussian space-time field that is delta correlated in time but with long-range correlations in space. ...
Added: October 6, 2026
Bernardin C., Chhaibi R., Najnudel J. et al., Probability Theory and Related Fields 2026 Vol. 195 P. 1823–1875
We study the celebrated Shiryaev-Wonham filter (Wonham, W.M., in J. Soc. Ind. Appl. Math. 347–369, 1964) in its historical setup, where the hidden Markov jump process has two states. We are interested in the weak noise regime for the observation equation. Interestingly, this becomes a strong noise regime for the filtering equations. Earlier results of ...
Added: October 5, 2026
Ismailov A., Spiridonov V., Успехи математических наук 2026 Т. 81 № 5 С. 183–184
Получена новая формула для цепной дроби Аски–Вильсона в форме отношения двух q-гипер-геометрических рядов. ...
Added: October 5, 2026
Khalifeh K., Afanasiev V., Мехатроника, автоматизация, управление 2026 № 8 С. 1–18
Theoretically, this work belongs to a fairly broad class of articles and books devoted to solving
control problems for dynamic objects with constraints on control actions and the Bolza functional.
The necessary conditions for the existence of optimal controls for a terminal differential game are
described by a two-point boundary value problem and the condition for choosing the ...
Added: May 19, 2026
Afanasiev V., Гаража И. А., Труды Института системного анализа Российской академии наук 2025 Т. 75 № 3 С. 80–91
The problem of a zero-sum differential stabilization game with a quadratic performance functional is considered. The control plant, subject to uncontrollable disturbances, is described by a nonlinear ordinary differential
equation. It is known that the synthesis of optimal feedback controls leads to the need to solve a scalar Bellman-Isaacs partial differential equation at the system's operating speed. An algebraic ...
Added: September 29, 2025
Afanasiev V., Автоматика и телемеханика 2025 № 10 С. 3–20
The optimal control of a system’s final state is a fundamental problem that constitutes the core of many optimization tasks. Such problems involve describing the dynamic object, specifying constraints on controls and states, and defining a quality functional, typically a Bolza functional. The necessary optimality conditions for synthesizing the corresponding controls are written as a canonical Euler–Lagrange system with specified ...
Added: September 24, 2025
Morozova E., Panov V., Finance Research Letters 2025 Vol. 86 No. A Article 108301
This paper presents a new approach to modeling the Bitcoin prices using the Lévy processes - a class of stochastic processes that are able to realistically capture the jump-type dynamics of financial time series. Our method is inspired by recent research on Bitcoin, which suggests that the prices are closely connected to the media attention ...
Added: September 4, 2025
Morozova E., Panov V., / Series SSRN "ERN: Speculation in Economic Markets". 2025. No. 5222389.
This paper presents a new approach to modeling the Bitcoin prices using the Lévy processes - a class of stochastic processes that are able to realistically capture the jump-type dynamics of financial time series. Our method is inspired by the findings in recent research on Bitcoin, which suggest that the prices are closely connected to ...
Added: May 2, 2025
Скрыпник Д. В., Экономика и математические методы 2019 Т. 55 № 2 С. 24–42
The article shows that actual public expenditure in the period of rapid oil prices growth of the 2000s was
less than the optimal level in Russia. The macroeconomic model of Russian economy is the basis of current
research. The main mechanism of growth in an optimum scenario is associated with the scaling effect
of public expenditure, which increases ...
Added: February 4, 2024
Morozova E., Panov V., Applied Stochastic Models in Business and Industry 2023 Vol. 39 No. 6 P. 772–788
In this paper, we present a new bivariate model for the joint description of the Bitcoin prices and the media attention to Bitcoin. Our model is based on the class of the Levy processes and is able to realistically reproduce the jump-type dynamics of the considered time series. We focus on the lowfrequency setup, which ...
Added: June 29, 2023
M.: Steklov Mathematical Institute, 2022.
This collection of articles contains materials of the talks presented at the International Conference dedicated to the centenary of the birth of Academician Evgenii Frolovich Mishchenko, Moscow, June 7–9, 2022 ...
Added: January 31, 2023