The field of global optimisation of dynamic systems and differential equations focuses on developing robust mathematical and computational methods to determine best‐case solutions in environments ...

Sufficient conditions are given for the existence, uniqueness and finite-dimensional approximation of the solution to a first-order infinite-dimensional vector differential equation. Given a suitable ...

Dynamic equations and time scale analysis offer a unifying framework for the study of systems evolving over time, whether in continuous, discrete, or hybrid settings. By integrating differential and ...

Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...