Strategic measures in optimal control problems for stochastic sequences

Controlled discrete–time stochastic processes axe studied using the convex–analytic approach. Some new properties of strategic measures spaces are established, particular Markov models are considered. The meaningful example is presented.     

A new proof of the stable manifold theorem for hyperbolic fixed points on surfaces

We introduce a new technique for proving the classical stable manifold theorem for hyperbolic fixed points. This method is much more geometrical than the standard approaches which rely on abstract fixed point theorems. It is based on the convergence of a canonical sequence of “finite time local stable manifolds” which are related to the dynamics of a finite number of iterations.     

t-Spread strongly stable monomial ideals*

We introduce the concept of t-spread monomials and t-spread strongly stable ideals. These concepts are a natural generalization of strongly stable and squarefree strongly stable ideals. For the study of this class of ideals we use the t-fold stretching operator. It is shown that t-spread strongly stable ideals are componentwise linear. Their height, their graded Betti numbers and their generic initial ideal are determined. We also consider the toric rings whose generators come from t-spread principal Borel ideals.     

A note on the disjunctive index of joined a-perfect graphs

In this paper we present a lower bound of the disjunctive rank of the facets describing the stable set polytope of joined a-perfect graphs. This class contains near-bipartite, t-perfect, h-perfect and complement of fuzzy interval graphs, among others. The stable set polytope of joined a-perfect graphs is described by means of full rank constraints of its node induced prime antiwebs. As a first step, we completely determine the disjunctive rank of all these constraints. Using this result we obtain a lower bound of the disjunctive index of joined a-perfect graphs and prove that this bound can be achieved. In addition, we completely determine the disjunctive index of every antiweb and observe that it does not always coincide with the disjunctive rank of its full rank constraint.     

Pseudoprocesses on a circle and related Poisson kernels

Pseudoprocesses, constructed by means of the solutions of higher-order heat-type equations, have been developed by several authors and many related functionals have been analysed by applying the Feynman–Kac functional or by means of the Spitzer identity. We here examine pseudoprocesses wrapped up on circles and derive their explicit signed density measures. By composing the circular pseudoprocesses with positively skewed stable processes, we arrive at genuine circular processes whose distribution is obtained in the form of Poisson kernels. The distribution of circular even-order pseudoprocesses is similar to the Von Mises (or Fisher) circular normal law and to the wrapped up law of Brownian motion. Time-fractional and space-fractional equations related to processes and pseudoprocesses on the unit radius circumference are introduced and analysed.     

Necessary conditions for optimality for a diffusion with a non-smooth drift

The purpose of this paper is to establish the necessary conditions for optimality of a controlled stochastic differential system without differentiability assumptions on the drift. We use an approximation argument in order to obtain a sequence of smooth control problems, and we apply Ekeland's variational principle to derive the associated adjoint processes. Passing at the Limit with respect to the stable convergence, we obtain a weak adjoint process and the inequality between Hamiltonians. This result is a generalisation of Kushner's maximum principle     

The Topoligical Sphere Theorem for Complete Submanifolds

A topological sphere theorem is obtained from the point of view of submanifold geometry. An important scalar is defined by the mean curvature and the squared norm of the second fundamental form of an oriented complete submanifold Mn in a space form of nonnegative sectional curvature. If the infimum of this scalar is negative, we then prove that the Ricci curvature of Mn has a positive lower bound. Making use of the Lawson–Simons formula for the nonexistence of stable k-currents, we eliminate Hk (Mn, Z) for all 1 ` k ` n – 1.We then observe that the fundamental group of Mn is trivial. It should be emphasized that our result is optimal.