Suchergebnisse - MSC code: 90C39, Nonlinear programming

Distributed quasi-Newton derivative-free optimization method for optimization problems with multiple local optima.

Autoren: Gao, Guohua Wang, Yixuan Vink, Jeroen C. et al.

Quelle: Computational Geosciences. Aug2022, Vol. 26 Issue 4, p847-863. 17p.

Schlagwörter: *QUASI-Newton methods, *NONLINEAR programming, *TEST methods

CONTINUITY OF FILTERS FOR DISCRETE-TIME CONTROL PROBLEMS DEFINED BY EXPLICIT EQUATIONS.

Autoren: FEINBERG, EUGENE A. ISHIZAWA, SAYAKA KASYANOV, PAVLO O. et al.

Quelle: SIAM Journal on Control & Optimization; 2025, Vol. 63 Issue 3, p1709-1735, 27p

Schlagwörter: MARKOV processes, DYNAMIC programming, SIEVES, STABILITY theory, RANDOM variables, DIGITAL control systems

DYNAMIC SYSTEMS COUPLED WITH SOLUTIONS OF STOCHASTIC NONSMOOTH CONVEX OPTIMIZATION.

Autoren: LUO, JIANFENG CHEN, XIAOJUN

Quelle: SIAM Journal on Control & Optimization; 2025, Vol. 63 Issue 3, p1686-1708, 23p

Schlagwörter: DYNAMICAL systems, NONSMOOTH optimization, APPROXIMATION algorithms, NUMERICAL analysis, STABILITY theory, ORDINARY differential equations, STOCHASTIC programming, MATHEMATICAL regularization

ALESQP: AN AUGMENTED LAGRANGIAN EQUALITY-CONSTRAINED SQP METHOD FOR OPTIMIZATION WITH GENERAL CONSTRAINTS.

Autoren: ANTIL, HARBIR KOURI, DREW P. RIDZAL, DENIS

Quelle: SIAM Journal on Optimization; 2023, Vol. 33 Issue 1, p237-266, 30p

Schlagwörter: CONSTRAINED optimization, QUADRATIC programming, NONLINEAR equations

FEEDBACK AND OPEN-LOOP NASH EQUILIBRIA FOR LQ INFINITE-HORIZON DISCRETE-TIME DYNAMIC GAMES.

Autoren: MONTI, ANDREA NORTMANN, BENITA MYLVAGANAM, THULASI et al.

Quelle: SIAM Journal on Control & Optimization; 2024, Vol. 62 Issue 3, p1417-1436, 20p

Schlagwörter: PONTRYAGIN'S minimum principle, NASH equilibrium, HORIZON, DYNAMIC programming

Total Generalized Variation on a Tree.

Autoren: Kuric, Muhamed Ahmetspahic, Jan Pock, Thomas

Quelle: SIAM Journal on Imaging Sciences; 2024, Vol. 17 Issue 2, p1040-1077, 38p

Schlagwörter: TIME complexity, INVERSE problems, COST shifting, DYNAMIC programming, PROBLEM solving

Time-Consistent Reinforcement Learning for Optimal Consumption Under Epstein–Zin Preferences.

Autoren: Dixon, Matthew Gvozdanovic, Ivan O'Kane, Dominic

Quelle: SIAM Journal on Financial Mathematics; 2025, Vol. 16 Issue 3, p1139-1175, 37p

DATA-DRIVEN APPROXIMATION OF CONTEXTUAL CHANCE-CONSTRAINED STOCHASTIC PROGRAMS.

Autoren: RAHIMIAN, HAMED PAGNONCELLI, BERNARDO

Quelle: SIAM Journal on Optimization; 2023, Vol. 33 Issue 3, p2248-2274, 27p

Schlagwörter: STOCHASTIC programming, STOCHASTIC models, RANDOM variables, STOCHASTIC convergence, LARGE deviations (Mathematics)

DUAL ASCENT AND PRIMAL-DUAL ALGORITHMS FOR INFINITE-HORIZON NONSTATIONARY MARKOV DECISION PROCESSES.

Autoren: GHATE, ARCHIS

Quelle: SIAM Journal on Optimization; 2023, Vol. 33 Issue 3, p1391-1415, 25p

Schlagwörter: MARKOV processes, DECISION making, SIMPLEX algorithm, LINEAR programming, ALGORITHMS, HAMILTON-Jacobi-Bellman equation

DYNAMIC STOCHASTIC VARIATIONAL INEQUALITIES AND CONVERGENCE OF DISCRETE APPROXIMATION.

Autoren: XIAOJUN CHEN JINGLAI SHEN

Quelle: SIAM Journal on Optimization; 2022, Vol. 32 Issue 4, p2909-2937, 29p

Schlagwörter: TRAFFIC assignment, ASSIGNMENT problems (Programming), FUNCTION spaces, DIFFERENTIABLE functions, DYNAMIC models, EQUILIBRIUM

AN ALGORITHM TO CONSTRUCT SUBSOLUTIONS OF CONVEX OPTIMAL CONTROL PROBLEMS.

Autoren: BET, GIANMARCO FISCHER, MARKUS

Quelle: SIAM Journal on Control & Optimization; 2022, Vol. 60 Issue 5, p2902-2926, 25p

Schlagwörter: STOCHASTIC control theory, DYNAMIC programming, MARKOV processes

BLACKWELL OPTIMALITY AND POLICY STABILITY FOR LONG-RUN RISK-SENSITIVE STOCHASTIC CONTROL.

Autoren: BÄUERLE, NICOLE PITERA, MARCIN STETTNER, ŁUKASZ

Quelle: SIAM Journal on Control & Optimization; 2024, Vol. 62 Issue 6, p3172-3194, 23p

Schlagwörter: MARKOV processes, TIME perspective

Minimal Kullback–Leibler Divergence for Constrained Lévy–Itô Processes.

Autoren: JAIMUNGAL, SEBASTIAN PESENTI, SILVANA M. SÁNCHEZ-BETANCOURT, LEANDRO

Quelle: SIAM Journal on Control & Optimization; 2024, Vol. 62 Issue 2, p982-1005, 24p

Schlagwörter: PROBABILITY measures, BROWNIAN motion, STOCHASTIC processes, WIENER processes, RANDOM measures, VALUE at risk

Robust Control Problems of BSDEs Coupled with Value Functions.

Autoren: Zhou Yang Jing Zhang Chao Zhou

Quelle: SIAM Journal on Financial Mathematics; 2023, Vol. 14 Issue 3, p721-750, 30p

Numerical Approximation by Quantization for Optimization Problems in Finance under Partial Observations.

Autoren: PHAM, Huyên

Quelle: Stochastic Processes & Applications To Mathematical Finance - Proceedings of the 6th Ritsumeikan International Conference; 2007, p275-296, 22p

Schlagwörter: MARKET volatility, STOCHASTIC processes, NUMERICAL analysis, APPROXIMATION theory, DYNAMIC programming, PROBABILITY theory, MATHEMATICAL optimization

Comparison of Multistage Stochastic Programs with Recourse and Stochastic Dynamic Programs with Discrete Time.

Autoren: Dupacová, J. Sladky, K.

Quelle: ZAMM -- Journal of Applied Mathematics & Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik; Nov2002, Vol. 82 Issue 11/12, p753-765, 13p, 1 Diagram

Schlagwörter: STOCHASTIC programming, DISCRETE-time systems, DYNAMIC programming, MARKOV processes, COMPUTER engineering

Statistics with Julia : Fundamentals for Data Science, Machine Learning and Artificial Intelligence

Autoren: Yoni Nazarathy Hayden Klok

Resource Type: eBook.

Schlagworte: Julia (Computer program language), Statistics--Data processing, Probabilities--Data processing

Categories: COMPUTERS / Mathematical & Statistical Software, BUSINESS & ECONOMICS / Statistics, COMPUTERS / Computer Science, COMPUTERS / Database Administration & Management, COMPUTERS / Information Theory, MATHEMATICS / Probability & Statistics / General

Numerical Control: Part A

Autoren: Emmanuel Trélat Enrique Zuazua

Resource Type: eBook.

Schlagworte: Control theory, Automatic control--Mathematics

Categories: MATHEMATICS / Mathematical Analysis, MATHEMATICS / Numerical Analysis

Modeling and Optimization: Theory and Applications

Autoren: János D. Pintér Tamás Terlaky

Resource Type: eBook.

Schlagworte: Operations research, Management science, Mathematical optimization

Categories: BUSINESS & ECONOMICS / Operations Research, BUSINESS & ECONOMICS / Management Science, MATHEMATICS / Optimization

Encyclopedia of Optimization

Autoren: Christodoulos A. Floudas Panos M. Pardalos

Resource Type: eBook.

Schlagworte: Mathematical optimization--Encyclopedias

Categories: MATHEMATICS / Optimization, COMPUTERS / Programming / Algorithms, MATHEMATICS / Applied