The State-Dependent Riccati Equation in Nonlinear Optimal Control: Analysis, Error Estimation and Numerical Approximation

This paper analyzes the theoretical foundations, error bounds, and numerical approximations of the State-Dependent Riccati Equation (SDRE) approach for nonlinear optimal control, introducing a residual-minimizing decomposition strategy and demonstrating through numerical experiments that the Newton-Kleinman iterative method offers superior stability and cost-effectiveness compared to the offline-online approach.

Luca SaluzziTue, 10 Ma🔢 math

Scenario Reduction for Distributionally Robust Optimization

This paper introduces a general scenario reduction method for distributionally robust optimization that projects the original ambiguity set onto a reduced set of scenarios, providing theoretical quality bounds and demonstrating significant computational efficiency with minimal loss in solution accuracy across discrete and continuous distributions.

Kevin-Martin Aigner, Sebastian Denzler, Frauke Liers, Sebastian Pokutta, Kartikey SharmaTue, 10 Ma🔢 math

On the DJ+\mathcal{D}^+_J operator on higher-dimensional almost Kähler manifolds

This paper introduces the DJ+\mathcal{D}^+_J operator on higher-dimensional almost Kähler manifolds to investigate the ˉ\bar{\partial}-problem and establish uniqueness and local existence results for a generalized Monge-Ampère equation, ultimately providing an elliptic system for the operator and reorganizing the work of Tosatti-Weinkove-Yau.

Qiang Tan, Hongyu Wang, Ken Wang, Zuyi ZhangTue, 10 Ma🔢 math

Big Ramsey degrees and the two-branching pseudotree

This paper establishes that finite chains within the two-branching countable ultrahomogeneous pseudotree possess finite big Ramsey degrees, specifically determining the degree for chains of length two to be seven, thereby presenting the first example of a countable ultrahomogeneous structure in a finite language where some finite substructures have finite big Ramsey degrees while others have infinite ones.

David Chodounský, Natasha Dobrinen, Thilo WeinertTue, 10 Ma🔢 math

Construction and classification of differential symmetry breaking operators for principal series representations of the pair (SO0(4,1),SO0(3,1))(SO_0(4,1), SO_0(3,1)) for special parameters

This paper constructs and provides a complete classification of all differential symmetry breaking operators between specific vector and line bundles over the 3-sphere and 2-sphere, respectively, in the special case where the rank parameter NN equals the absolute value of the integer mm.

Víctor Pérez-ValdésTue, 10 Ma🔢 math

An Operator Splitting Method for Large-Scale CVaR-Constrained Quadratic Programs

This paper introduces CVQP, an open-source operator splitting method that efficiently solves large-scale quadratic programs with Conditional Value-at-Risk (CVaR) constraints by combining a specialized O(mlogm)O(m\log m) projection algorithm with parallel computations, achieving performance orders of magnitude faster than general-purpose solvers for problems involving millions of scenarios.

Eric Luxenberg, David Pérez-Piñeiro, Steven Diamond, Stephen BoydTue, 10 Ma🔢 math