Paper finds unique viscosity solution to complex control problems.
problem Complex stochastic control problems with singular terminal state constraints.
method Establishes existence of unique nonnegative continuous viscosity solution using novel comparison principle.
result Unique viscosity solution to HJB equation for linear-quadratic control problems.
We establish existence, uniqueness and regularity of solution results for a class of backward stochastic partial differential equations with singular terminal condition. The equation describes the value function of non-Markovian stochastic optimal control problem in which the terminal state of the controlled process is…
We provide a probabilistic solution of a not necessarily Markovian control problem with a state constraint by means of a Backward Stochastic Differential Equation (BSDE). The novelty of our solution approach is that the BSDE possesses a singular terminal condition. We prove that a solution of the BSDE exists, thus part…
Proves finite step termination of Kähler-Einstein metric singularity formation.
problem Singularity formation of Kähler-Einstein metrics.
method Finite step termination of bubble trees for singularity formation.
result Finite step termination of Kähler-Einstein metric singularity formation proved in non-collapsing situation.
Proves orbifold singularities for Ricci-flat metrics on certain Kähler varieties.
problem Regularity of singular Ricci-flat Kähler metrics on Kähler varieties with log terminal singularities.
method Analyzes orbifold singularities of metrics restricted to the orbifold locus.
result Singular Ricci-flat Kähler metrics on Kähler varieties with log terminal singularities have orbifold singularities.
Proof of complex geometry theorem for specific singular spaces.
problem Proving a complex geometry theorem for a specific type of singular spaces.
method Self-contained proof of singular Beauville-Bogomolov decomposition theorem.
result Proof of singular Beauville-Bogomolov decomposition theorem for compact Kähler varieties with log terminal singularities and zero first Chern class.
Study optimal liquidation with multiple regimes using BSDEs with singular terminal values.
problem Optimal liquidation with regime switching in dark pools.
method Introduced a system of BSDEs with jumps and singular terminal values.
result Existence and uniqueness results for the BSDE system are obtained.
Researchers find Kähler-Einstein metrics near isolated log terminal singularities.
problem Existence of Kähler-Einstein metrics with positive curvature near isolated log terminal singularities.
method Solving complex Monge-Ampère equations to analyze the existence of metrics.
result Existence of smooth solutions in subcritical regimes, with critical exponent expressed in terms of normalized volume.
Proves finitely generated graded rings for klt singularities.
problem Understanding the structure of klt singularities.
method Analyzes graded rings associated with minimizers of normalized volume functions.
result Graded rings are finitely generated for klt singularities.
We prove that the sum of the α-invariants of two different Kollár components of a Kawamata log terminal singularity is less than 1.
Constructs Kahler-Einstein metrics near isolated log canonical singularities.
problem Constructing metrics near singularities in complex geometry.
method Constructs Kahler-Einstein metrics with negative scalar curvature near isolated log canonical singularities.
result Metrics are complete near the singularity if the underlying space has complex dimension 2 or if the singularity is smoothable.
Study two types of singular Kähler-Einstein metrics on complex varieties.
problem Understanding different types of singular Kähler-Einstein metrics.
method Analyzing Ricci flat Kähler cone metrics and applying to more general spaces.
result A weaker notion of singular Kähler-Einstein metrics is equivalent to a stronger one under certain conditions.
Develops theory for Kähler-Ricci flow on singular varieties.
problem Analyzing Kähler-Ricci flow on varieties with log terminal singularities.
method Parabolic pluripotential theory and complex Monge-Ampère equations.
result Establishes a parabolic theory analogous to Bedford-Taylor's.
The study proves a key inequality for specific types of three-dimensional spaces.
problem Establishing a mathematical inequality for a specific class of three-dimensional spaces.
method Developed the orbifold version of the Bogomolov-Gieseker inequality for stable Q-sheaves on log terminal Kähler threefolds.
result Proved the Bogomolov-Gieseker inequality for log terminal Kähler threefolds.
Proves Kähler-Ricci shrinkers are complex analytic varieties.
problem Characterizing singular Kähler-Ricci shrinkers.
method Analyzes limits of Kähler-Ricci flows and applies algebraic geometry.
result Singular Kähler-Ricci shrinkers are locally algebraic complex-analytic varieties.
We study local, global and local-to-global properties of threefolds with certain singularities. We prove criteria for these threefolds to be rational homology manifolds and conditions for threefolds to satisfy rational Poincaré duality. We relate the topological Euler characteristic of elliptic Calabi-Yau threefolds wi…
New findings on Kähler-Einstein currents dominating Kähler forms on compact spaces.
problem Understanding Kähler-Einstein currents on singular spaces.
method Analyzing currents' properties and applying them to compact spaces with log terminal singularities.
result Kähler-Einstein currents dominate Kähler forms on compact spaces with log terminal singularities.
We study a constrained optimal control problem with possibly degenerate coefficients arising in models of optimal portfolio liquidation under market impact. The coefficients can be random in which case the value function is described by a degenerate backward stochastic partial differential equation (BSPDE) with singula…
Study on singularities of Chern-Ricci flow on complex manifolds.
problem Understanding finite-time singularities of the Chern-Ricci flow.
method Extending Guedj-Lu's approach to establish uniform a priori estimates for degenerate complex Monge-Ampère equations, applied to Chern-Ricci flows on complex log terminal varieties.
result Showed solutions starting from positive currents are smooth outside some analytic subset.
We study an optimal execution problem in illiquid markets with both instantaneous and persistent price impact and stochastic resilience when only absolutely continuous trading strategies are admissible. In our model the value function can be described by a three-dimensional system of backward stochastic differential eq…
We prove the K-moduli space of cubic threefolds is identical to their GIT moduli. More precisely, the K-(semi,poly)-stability of cubic threefolds coincide to the corresponding GIT stabilities, which could be explicitly calculated. In particular, this implies that all smooth cubic threefolds admit Kähler-Einstein metric…
Paper extends Hodge correspondence to singular Kähler spaces.
problem Establishing Hodge correspondence over Kähler spaces with singularities.
method Using equivalence of polystable Higgs bundles and semi-simple flat bundles over regular loci, and descent theorem for semistable Higgs bundles.
result Non-abelian Hodge correspondence established over compact Kähler klt spaces and their regular loci.
The paper discusses polynomial convergence to conical Kähler-Einstein metrics.
problem Understanding the convergence of Kähler-Einstein metrics to conical structures.
method Two-step degeneration theory and algebraic singularity analysis.
result Singular Kähler-Einstein metrics are conical if curvature grows quadratically near a point.
We survey some recent topics on singularities, with a focus on their connection to the minimal model program. This includes the construction and properties of dual complexes, the proof of the ACC conjecture for log canonical thresholds and the recent progress on the `local stability theory' of an arbitrary Kawamata log…
Extends results on smoothability of singular Fano and Calabi-Yau varieties.
problem Smoothability of singular Fano and Calabi-Yau varieties under terminal singularities.
method Generalizes deformation theory results for Calabi-Yau and Fano threefolds to higher dimensions, using higher Du Bois and rational singularities.
result Identifies a class of singularities for which smoothing results hold, including generalized Fano and Calabi-Yau varieties.
Study leader-follower games with terminal state constraints using McKean-Vlasov SDEs.
problem Leader-follower games with terminal state constraints.
method Linear McKean-Vlasov forward-backward SDEs, existence and uniqueness results, convergence results.
result Existence and uniqueness of solutions for leader-follower games with constraints.
The study of projective varieties with nef anticanonical divisors and log terminal singularities.
problem Understanding the structure and properties of projective varieties with specific divisor conditions.
method Analyzing the Albanese map and MRC fibration for klt projective varieties, showing locally constant fibrations and product decompositions.
result Generalization of results for smooth projective varieties to the klt case, including decomposition into rationally connected and projective varieties with trivial canonical divisor.
Develops a learning model predictive controller for competitive racing.
problem Lack of exploration in state space and complexity in obstacle avoidance.
method Explores state space through multiple initializations and develops a new method for convex terminal set selection.
result Yields a richer terminal safe set and maintains convexity.
The paper analyzes and proposes a new stopping criterion for recursive Bayesian classification.
problem Limitations of conventional stopping criteria in recursive Bayesian classification.
method Geometric interpretation of state posterior progression and analysis of conventional criteria.
result Proposes a new stopping criterion to overcome limitations of conventional methods.
We study the existence of a minimal supersolution for backward stochastic differential equations when the terminal data can take the value +∞ with positive probability. We deal with equations on a general filtered probability space and with generators satisfying a general monotonicity assumption. With this minim…
We introduce two simple models of forward-backward stochastic differential equations with a singular terminal condition and we explain how and why they appear naturally as models for the valuation of CO2 emission allowances. Single phase cap-and-trade schemes lead readily to terminal conditions given by indicator funct…
We prove the existence and uniqueness of the weak Kahler-Ricci flow on projective varieties with log terminal singularities. It is also shown that the weak Kahler-Ricci flow can be uniquely continued through divisorial contractions and flips if they exist. We then propose an analytic version of the Minimal Model Progra…
Researchers prove birational invariance of BCOV invariant using motivic integration.
problem Proving the birational invariance of BCOV invariant for Calabi-Yau manifolds and varieties.
method Motivic integration theory applied to Calabi-Yau varieties with Kawamata log terminal singularities.
result Birational Calabi-Yau manifolds have the same BCOV invariant.
A new algorithm LONR learns without terminal states or perfect recall.
problem Learning in settings without terminal states or perfect recall.
method Local No-Regret Learning (LONR) using Q-learning-like updates.
result LONR achieves last iterate convergence in challenging settings.
Holomorphic vector fields and anti-canonical divisors on complex manifolds are studied.
problem Existence of non-trivial holomorphic vector fields on compact complex manifolds.
method Vanishing result for measure preserving holomorphic vector fields, Gibbs stability, and log terminal singularities.
result No non-trivial holomorphic vector fields on compact complex manifolds with big anti-canonical line bundle.
Survive method improves model-based RL by avoiding terminal states, reducing sample complexity.
problem High sample complexity in model-free RL methods limits real-world applications.
method Introduces 'survival' concept to model-based RL, focusing on avoiding terminal states instead of maximizing rewards.
result Survive method reduces training effort by focusing on terminal states, improving model-based RL performance.
ETCNN uses neural networks to price American options accurately.
problem Accurately pricing American options with inequality constraints.
method ETCNN framework solving BSM equations with exact terminal condition.
result ETCNN achieves high accuracy and robustness across various scenarios.
New reward function improves GAIL performance in task-based environments.
problem Reward bias in adversarial imitation learning.
method Proposed a new reward function to overcome existing biases.
result New reward function outperforms existing methods in task-based environments.
Paper proposes Terminal Prediction to improve deep RL performance.
problem Sample inefficiency and convergence to locally optimal policies in deep reinforcement learning.
method Introduces a self-supervised auxiliary task, Terminal Prediction, to help representation learning.
result A3C-TP outperforms standard A3C in most domains and provides significant improvement in Pommerman.
Develops parabolic pluripotential theory for complex flows.
problem Complex Monge-Ampère equations in degenerate settings.
method Study of semi-concave envelopes and unique solutions.
result Shows semi-concave envelopes as unique solutions.
Proves stable degeneration preserves symplectic forms and confirms Kaledin's conjecture.
problem Symplectic singularities and their degenerations.
method Combining volume minimization, deformation theory, and rigidity results.
result Kaledin's conjecture confirmed for symplectic singularities.
Paper argues the bear case for Bitcoin is bounded and terminal states are neutral to positive.
problem The identity of Bitcoin's creator and the associated overhang risk.
method Quantitative analysis of Satoshi's 1.148 million BTC position, considering various preference sets.
result The terminal states most consistent with observed behavior are neutral to slightly positive for Bitcoin's effective supply.
Compact RCD spaces derived from singular Kahler metrics on 3D projective varieties.
problem Understanding geometric structures of singular Kahler spaces.
method Proving RCD spaces homeomorphic to 3D projective varieties with bounded Nash entropy and Ricci curvature.
result Compact RCD spaces are equivalent to underlying projective varieties.
We introduce a price impact model which accounts for finite market depth, tightness and resilience. Its coupled bid- and ask-price dynamics induce convex liquidity costs. We provide existence of an optimal solution to the classical problem of maximizing expected utility from terminal liquidation wealth at a finite plan…
Optimizes cash management in ATM networks to reduce costs and increase revenue.
problem Minimizing cash costs while ensuring adequate funds in a network of ATMs.
method Developed a discrete optimal control model using forecasting techniques and control theory.
result The proposed model outperforms classical inventory management models, earning 30% more revenue.
Multiscale stochastic volatility models have been developed as an efficient way to capture the principle effects on derivative pricing and portfolio optimization of randomly varying volatility. The recent book Fouque, Papanicolaou, Sircar and Sølna (2011, CUP) analyzes models in which the volatility of the underlying i…
We consider the stochastic control problem of a financial trader that needs to unwind a large asset portfolio within a short period of time. The trader can simultaneously submit active orders to a primary market and passive orders to a dark pool. Our framework is flexible enough to allow for price-dependent impact func…
The paper proves ACC for local volumes under boundedness conditions.
problem Proving the ACC conjecture for local volumes of klt singularities.
method Analyzing klt singularities with bounded ambient germs.
result ACC conjecture for local volumes holds under bounded conditions.