By using an efficient partial order and concept of gH-differentiability oninterval-valued functions, we investigate some new variants of Gronwall typeinequalities on time scales, which provide explicit bounds on unknownfunctions. Our results not only unify and extend some continuousinequalities, but also in discrete case, all are new.

We consider the single-leg airline revenue management problem in continuous time with Poisson arrivals. Earlier work on this problem generally uses the Hamilton-Jacobi-Bellman equation to find an optimal policy whenever the value function is differentiable and is a solution to this equation. In this paper, we employ a different probabilistic approach, which do not rely on the smoothness of the ...

Let Kn be the Lorentz/second-order cone in R. For any function f from R to R, one can define a corresponding function f soc(x) on R by applying f to the spectral values of the spectral decomposition of x ∈ R with respect to Kn. We show that this vector-valued function inherits from f the properties of continuity, (local) Lipschitz continuity, directional differentiability, Fréchet differentiabi...

For any function f from R to R, one can define a corresponding function on the space of n × n (block-diagonal) real symmetric matrices by applying f to the eigenvalues of the spectral decomposition. We show that this matrix-valued function inherits from f the properties of continuity, (local) Lipschitz continuity, directional differentiability, Fréchet differentiability, continuous differentiab...

We give a characterization of K-weakly precompact sets in terms of uniform Gateaux differentiability of certain continuous convex functions.

A new formula for continuum percolation on the Euclidean space R (d ≥ 2), which is analogous to Russo’s formula for bond or site percolation, is proved. Using this formula, we prove the equivalence between uniqueness of the infinite cluster and continuous differentiability of the mean number of clusters per Poisson point (or free energy). This yields a new proof for uniqueness of the infinite c...

In this work we investigate gradient estimation for a class of contracting stochastic systems on a continuous state space. We find conditions on the one-step transitions, namely differentiability and contraction in a Wasserstein distance, that guarantee differentiability of stationary costs. Then we show how to estimate the derivatives, deriving an estimator that can be seen as a generalization...

New elements of calculus on a complete real closed non-Archimedean field extension F of the real numbers R will be presented. It is known that the total disconnectedness of F in the topology induced by the order makes the usual (topological) notions of continuity and differentiability too weak to extend real calculus results to F . In this paper, we introduce new stronger concepts of continuity...