An optimal reciprocally convex inequality and an augmented Lyapunov–Krasovskii functional for stability of linear systems with time-varying delay

This classical stochastic control problem and its relation with Hamilton- Jacobi-Bellman equations has been generalized by Peng in [11]: He characterizes the value function V (t, x)

We show that (i) under openness to trade, the source of the externality (consumption or production) matters for redistribution, while it is not the case in autarky; (ii) whether

The problem of convex aggregation is to construct a procedure having a risk as close as possible to the minimal risk over conv(F).. Consider the bounded regression model with respect

We consider a different L p -Minkowski combination of compact sets in R n than the one introduced by Firey and we prove an L p -Brunn- Minkowski inequality, p ∈ [0, 1], for a

For general convex holding cost we derive properties of the index value in limiting regimes: we consider the behavior of the index (i) as the number of customers in a class grows

In this paper, using the derivative operator, a different method is pro- posed to consider augmented time-varying delay systems and then to provide new delay dependent

Indeed, due to the time varying nature of the delay, partitioning the delay and introducing an augmented state variable do not generally induce a good description of the

Motivated by a long-standing conjecture of P´ olya and Szeg¨ o about the Newtonian capacity of convex bodies, we discuss the role of concavity inequalities in shape optimization, and