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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.
Podinovskiy V. V., Нелюбин А. П., Автоматика и телемеханика 2026 № 8 С. 110–123
Для многокритериальных задач принятия решений по аналогии с качественной вероятностью введены понятия полной и частичной качественной важности как бинарных отношений, обладающих постулируемыми
свойствами. Предложено новое определение отношения нестрогого предпочтения на множестве вариантов решений, порождаемое качественной
важностью. Исследованы его свойства. Указаны аналитические правила,
позволяющие попарно сравнивать варианты по предпочтительности. Проведено сравнение новых отношений предпочтения с разработанными ранее для задач, ...
Added: September 9, 2026
Podinovskiy V. V., Нелюбин А. П., Автоматика и телемеханика 2026 № 7 С. 113–126
Рассматриваются задачи принятия решений, когда предпочтения оцениваются в порядковой шкале, а возможности реализации значений
неопределенного фактора описываются качественной вероятностью (полной или только частичной). Вводятся определения отношений предпочтения и безразличий на множестве стратегий. Предлагаются простые
решающие правила, позволяющие сравнивать стратегии по предпочтительности, и приводятся иллюстративные примеры. ...
Added: September 9, 2026
Chemical Papers 2026
Benzenoid hydrocarbons are structurally regular aromatic compounds, which makes them well suited for quantitative structure–property relationship (QSPR) studies. This study presents a QSPR analysis of nineteen benzenoid hydrocarbon species using degree-based topological co-indices. We developed a Python program to compute eleven degree-based topological co-indices from molecular graphs and evaluated their ability to explain variations in ...
Added: September 8, 2026
Glutsyuk A., / Series arXiv "math". 2026.
B.Josephson (Nobel Prize, 1973) predicted a tunnelling effect for a system of two superconductors separated by a narrow dielectric (such a system is called Josephson junction): existence of a supercurrent through it and equations governing it. The overdamped Josephson junction is modeled by the family of differential equations on the 2-torus, dθdτ=1ω(cosθ+B+Acosτ), which is known as ...
Added: September 8, 2026
Glutsyuk A., / Series arXiv "math". 2026.
A planar dual billiard is a planar curve γ equipped with a family (σP)|P∈γ of projective involutions of the projective lines LP tangent to γ at P that fix P. A dual billiard is called rationally integrable, if there exists a rational function R(x,y) of two variables (called first integral) whose restriction to each tangent ...
Added: September 8, 2026
Alexandrov A., Glutsyuk A., Journal of Differential Equations 2026 Vol. 465 Article 114178
The overdamped Josephson junction in superconductivity theory can be modeled by the family of dynamical systems on the torus, which is known as the RSJ model. This family admits an equivalent description by a family of second-order differential equations: special double confluent Heun equations. In the present paper, we construct two new families of dynamical systems on ...
Added: September 8, 2026
Glutsyuk A., Inventiones Mathematicae 2026 Vol. 245 P. 977–1058
A caustic of a strictly convex planar bounded billiard is a smooth curve whose tangent lines are reflected from the billiard boundary to its tangent lines. The famous Birkhoff Conjecture, studied by many mathematicians, states that if the billiard boundary has an inner neighborhood foliated by closed caustics, then it is an ellipse. In the paper we study ...
Added: September 8, 2026
Prikhodko Artem, Kubrak D., Compositio Mathematica 2026 Vol. 162 No. 6 P. 1377–1438
In this follow-up paper we show that smooth Hodge-proper stacks over O𝐾 are ℚ𝑝-locally acyclic: namely the natural map between étale ℚ𝑝-cohomology of the algebraic and Raynaud generic fibers is an equivalence. This establishes the ℚ𝑝-case of general conjectures made in D. Kubrak and A. Prikhodko [p-adic Hodge theory for Artin stacks, Mem. Amer. Math. ...
Added: September 7, 2026
Ismailov A., Constructive Approximation 2026
The measure of the positivity set {x ∈ [0; 2π] | f (x) > 0} of a trigonometric polynomial f is bounded from below by the Motzkin density.
We generalize the bound to polynomials in several variables and almost periodic functions.
We then use these generalizations to extend known results on Taikov’s problem. ...
Added: September 7, 2026
Kucheryavyy P., Математические заметки 2026 Т. 2026 № 120 С. 380–401
В работе изучаются перестановки, возникающие при упорядочивании по возрастанию дробных долей произведений элементов фиксированной целочисленной последовательности на вещественный параметр. Исследуется количество различных перестановок, которые можно получить таким образом при изменении этого параметра от нуля до единицы. ...
Added: September 7, 2026
Осипов Д.В., Математический сборник 2026 Т. 217 № 9 С. 130–146
Изучаются законы взаимности, связанные с комплексными линейными расслоениями на расслоениях на ориентируемые окружности. В частности, доказывается следующий закон взаимности. Пусть B – комплексное многообразие и πi:Mi→B – расслоение на ориентируемые окружности, где индекс i пробегает конечное множество. Пусть Li и Ni – комплексные линейные расслоения на каждом многообразии Mi. Закон взаимности утверждает, что сумма всех элементов (πi)∗(c1(Li)∪c1(Ni)), где (πi)∗ – ...
Added: September 3, 2026
Basalaev A., Rarovskii A., Journal of Singularities 2026 Vol. 30 P. 61–80
Saito theory associates to an isolated singularity rich structure that plays an important role in mirror symmetry. In this note we construct Saito theory for A and D type Landau-Ginzburg orbifolds. Namely, for the pairs (f,G), where f defines an isolated singularity of A and D type and G is a group of symmetries of ...
Added: September 1, 2026
Rybakov M., Shkatov D., Journal of Logic and Computation 2026 Vol. 36 No. 6 Article exag026
We prove Pi-1-1-hardness, and thus lack of recursive axiomatizability, of constant-domain modal predicate logics defined by a class of Dedekind complete linear Kripke frames containing a frame with an infinitely increasing chain of worlds. The result holds even for the language with one unary predicate letter, one propositional letter, and two individual variables. ...
Added: September 1, 2026
Селянин Ф. И., Moscow Mathematical Journal 2026 Vol. 26 No. 2 P. 167–187
Minkowski mixed volume of n subpolytopes D1,…,Dn of a polytope P⊂Rn clearly does not exceed the normalized volume n!Vol(P). Equality holds if and only if the subpolytopes are interlaced, i.e., each proper face F⊊P intersects at least dim(F)+1 of the polytopes Di. Efficiently computing mixed volumes for more general collections of subpolytopes is crucial for estimating the complexity of numerically solving polynomial systems.
Motivated by relaxing the bound dim(F)+1 to dim(F), we ...
Added: August 31, 2026
Kazaryan M., Dunin-Barkowski P., Bychkov B. et al., International Mathematics Research Notices 2026 Vol. 14 Article rnag146
We prove a recent conjecture of the fourth named author with P. Norbury that states a system of universal polynomial relations among the kappa classes on the moduli spaces of algebraic curves. The proof involves localization and materialization analysis of the spin Gromov–Witten theory of the projective line and is dictated by Z 2 -equivariant ...
Added: August 31, 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
Morozova E., Panov V., / Series arXiv.org "q-fin.ST". 2022. No. 2210.13824.
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 Lévy processes and is able to realistically reproduce the jump-type dynamics of the considered time series. We focus on the low-frequency setup, which ...
Added: October 26, 2022
Semion A., Presnova A., , in: 16th International Conference on Stability and Oscillations of Nonlinear Control Systems (Pyatnitskiy's Conference) (STAB).: IEEE, 2022. Ch. 60 P. 1–4.
In this paper algorithm of control synthesis for car active suspension with delays is examined. The problem is formulated in terms of differential games. External perturbation such as road surface unevenness is considered as actions of some opponent. The commonly known model of quarter car active suspension system will be expanded with delays under 0.5s ...
Added: September 13, 2022