Let Pn be a set of n m points that are the vertices of a convex polygon and let Mm be the graph having as vertices all the perfect matchings in the point set Pn whose edges are straight line segments and do not cross and edges joining two perfect matchings M and M if M M a b c d a d b c for some points a b c d of Pn We prove the following results about Mm its diameter is m it is bipartite for e...

In this work, we consider the nonequilibrium thermodynamics of a reaction-diffusion system at a given temperature, using the Master equation. The information potential is defined as the logarithm of the stationary state. We compare the approximations, given by the Fokker–Planck equation and the Wentzel-Kramers-Brillouin method directly applied to the Master equation, and prove that they lead to...

We study a trajectory-planning problem whose solution path evolves by means of a Lie group action and passes near a designated set of target positions at particular times. This is a higher-order variational problem in optimal control, motivated by potential applications in computational anatomy and quantum control. Reduction by symmetry in such problems naturally summons methods from Lie group ...

Daily price limits are adopted by many securities exchanges in countries such as the USA, Canada, Japan and various other countries in Europe and Asia, in order to increase the stability of the financial market. These limits confine the price of the financial asset during all trading stages of any trading day to a range, usually determined based on the previous day’s closing price. In this pape...

We study the stochastic control-stopping problem when data are path-dependent and of polynomial growth. The approach is based on backward differential equations (BSDEs for short). turns into a specific reflected BSDE with Lipschitz coefficient which we show existence uniqueness solution. then establish its relationship value function problem. optimal strategy exhibited. Finally in Markovian fra...

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a linear equation. The transformation is similar to the transformation used to relate the classical Hamilton-Jacobi equation to the Schrödinger equation. As a re...

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a linear equation. The transformation is similar to the transformation used to relate the classical Hamilton-Jacobi equation to the Schrödinger equation. As a re...

Recently, several authors have explored the connections between NP-complete problems for finite objects and the complexity of their analogs for infinite objects. In this paper, we will categorize infinite versions of several problems arising from finite complexity theory in terms of their recursion theoretic complexity and proof theoretic strength. These infinite analogs can behave in a variety...

This paper considers linear-quadratic control of a non-linear dynamical system subject to arbitrary cost. I show that for this class of stochastic control problems the non-linear Hamilton-Jacobi-Bellman equation can be transformed into a linear equation. The transformation is similar to the transformation used to relate the classical Hamilton-Jacobi equation to the Schrödinger equation. As a re...