8 resultados para Value Functions

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by L-1-functions. We verify that the value function is locally Lipschitz. The equivalence between dynamic programming inequalities and Hamilton-Jacobi-Bellman (HJB) inequalities for proximal sub (super) gradients is proven. Using this result we show that the value function is a Dini solution of the HJB equation. We obtain a verification result for the class of Dini sub-solutions of the HJB equation and also prove a minimax property of the value function with respect to the sets of Dini semi-solutions of the HJB equation. We introduce the concept of viscosity solutions of the HJB equation in infinite horizon and prove the equivalence between this and the concept of Dini solutions. In the Appendix we provide an existence theorem. (c) 2006 Elsevier B.V. All rights reserved.

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The results in this paper are motivated by two analogies. First, m-harmonic functions in R(n) are extensions of the univariate algebraic polynomials of odd degree 2m-1. Second, Gauss' and Pizzetti's mean value formulae are natural multivariate analogues of the rectangular and Taylor's quadrature formulae, respectively. This point of view suggests that some theorems concerning quadrature rules could be generalized to results about integration of polyharmonic functions. This is done for the Tchakaloff-Obrechkoff quadrature formula and for the Gaussian quadrature with two nodes.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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We calculate three- and four-point functions in super Liouville theory coupled to a super Coulomb gas on world sheets with spherical topology. We first integrate over the zero mode and assume that a parameter takes an integer value. We find the amplitudes, give plausibility arguments in favor of the result, and formally continue the parameter to an arbitrary real number. Remarkably the result is completely parallel to the bosonic case.

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We discuss the relation between correlation functions of twist-two large spin operators and expectation values of Wilson loops along light-like trajectories. After presenting some heuristic field theoretical arguments suggesting this relation, we compute the divergent part of the correlator in the limit of large 't Hooft coupling and large spins, using a semi-classical world-sheet which asymptotically looks like a GKP rotating string. We show this diverges as expected from the expectation value of a null Wilson loop, namely, as (ln mu(-2))(2). mu being a cut-off of the theory. (C) 2012 Elsevier B.V. All rights reserved.

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We discuss the one-sided Green's function, associated with an initial value problem and the two-sided Green's function related to a boundary value problem. We present a specific calculation associated with a differential equation with constant coefficients. For both problems, we also present the Laplace integral transform as another methodology to calculate these Green's functions and conclude which is the most convenient one. An incursion in the so-called fractional Green's function is also presented. As an example, we discuss the isotropic harmonic oscillator.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)