In this paper, a distributed average tracking problem is studied for Lipschitz-type nonlinear dynamical systems. The objective is to design distributed average tracking algorithms for locally interactive agents to track the average of multiple reference signals. Here, in both the agents’ and the reference signals’ dynamics, there is a nonlinear term satisfying the Lipschitz-type condition. Thre...

Optimal control problems with convex costs, for which Hamiltonians have Lipschitz continuous gradients, are considered. Examples of such problems, including extensions of the linear-quadratic regulator with hard and possibly state-dependent control constraints, and piecewise linear-quadratic penalties are given. Lipschitz continuous differentiability and strong convexity of the terminal cost ar...

We prove that the regular n × n square grid of points in the integer lattice Z2 cannot be recovered from an arbitrary n2-element subset of Z2 via a mapping with prescribed Lipschitz constant (independent of n). This answers negatively a question of Feige from 2002. Our resolution of Feige’s question takes place largely in a continuous setting and is based on some new results for Lipschitz mappi...

The -pseudospectrum of a square matrix A is the set of eigenvalues attainable when A is perturbed by matrices of spectral norm not greater than . The pseudospectral abscissa is the largest real part of such an eigenvalue, and the pseudospectral radius is the largest absolute value of such an eigenvalue. We find conditions for the pseudospectrum to be Lipschitz continuous in the setvalued sense ...

It is well-known that a stochastic differential equation (SDE) on a Euclidean space driven by a Brownian motion with Lipschitz coefficients generates a stochastic flow of homeomorphisms. When the coefficients are only locally Lipschitz, then a maximal continuous flow still exists but explosion in finite time may occur. If – in addition – the coefficients grow at most linearly, then this flow ha...

We prove limiting imbeddings of spaces with dominating mixed derivatives into the spaces of almost Lipschitz continuous functions.

The present paper is concerned with Lipschitz properties of convex mappings. One considers the general context of mappings defined on an open convex subset Ω of a locally convex space X and taking values in a locally convex space Y ordered by a normal cone. One proves also equi-Lipschitz properties for pointwise bounded families of continuous convex mappings, provided the source space X is barr...

We consider stochastic multi-armed bandit problems where the expected reward is a Lipschitz function of the arm, and where the set of arms is either discrete or continuous. For discrete Lipschitz bandits, we derive asymptotic problem specific lower bounds for the regret satisfied by any algorithm, and propose OSLB and CKL-UCB, two algorithms that efficiently exploit the Lipschitz structure of t...

We provide a Poincaré inequality for families of Lipschitz continuous vector fields satisfying a Hörmander-type condition of step two.

If a constrained minimization problem, under Lipschitz or uniformly continuous hypotheses on the functions, has a strict local minimum, then a small perturbation of the functions leads to a minimum of the perturbed problem, close to the unperturbed minimum. Conditions are given for the perturbed minimum point to be a Lipschitz function of a perturbation parameter. This is used to study converge...