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Contemporary Mathematics 741. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-4841-7/pbk; 978-1-4704-5388-6/ebook). x, 197 p. (2020).

MSC: 05-06 05C80 60H15 60J10 81Q10 81Q15 82B20 82B44 82C10 82C20 82C22 90B15 00B25

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Borkar, Vivek; Miclo, Laurent

On the fastest finite Markov processes. (English) Zbl 1477.60118

J. Math. Anal. Appl. 481, No. 2, Article ID 123488, 43 p. (2020).

MSC: 60J27 60J10 15B51 90C39

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Dai, Meifeng; He, Jiaojiao; Wu, Huiling; Wu, Xianbin

Spectra analysis and network coherence for weighted folded hypercube. (English) Zbl 1427.90071

Int. J. Mod. Phys. B 33, No. 11, Article ID 1950094, 14 p. (2019).

MSC: 90B15 34L15

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Vega-Amaya, Óscar; López-Borbón, Joaquín

A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs. (English) Zbl 1449.90356

Kybernetika 55, No. 1, 81-113 (2019).

MSC: 90C40 90C59 93E20

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Blanc, Pablo; Rossi, Julio Daniel

Game theory and partial differential equations. (English) Zbl 1430.91001

De Gruyter Series in Nonlinear Analysis and Applications 31. Berlin: De Gruyter (ISBN 978-3-11-061925-6/hbk; 978-3-11-062179-2/ebook). xvii, 215 p. (2019).

Reviewer: Samir Kumar Neogy (New Delhi)

MSC: 91-01 35-01 91A15 35Q91 35K92 60G50 90C39 49L25

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Rockafellar, R. Tyrrell; Sun, Jie

Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. (English) Zbl 1421.90100

Math. Program. 174, No. 1-2 (B), 453-471 (2019).

MSC: 90C15 49J20 47H05

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Combettes, Patrick L.; Pesquet, Jean-Christophe

Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping. II: Mean-square and linear convergence. (English) Zbl 1469.65109

Math. Program. 174, No. 1-2 (B), 433-451 (2019).

MSC: 65K10 90C15 47J25 46M10

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Andor, Mark A.; Parmeter, Christopher; Sommer, Stephan

Combining uncertainty with uncertainty to get certainty? Efficiency analysis for regulation purposes. (English) Zbl 1430.90310

Eur. J. Oper. Res. 274, No. 1, 240-252 (2019).

MSC: 90B50 90C08

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Dai, Meifeng; He, Jiaojiao; Zong, Yue; Ju, Tingting; Sun, Yu; Su, Weiyi

Laplacian spectrum and coherence analysis of weighted hypercube network. (English) Zbl 1418.90067

Chaos Solitons Fractals 115, 29-34 (2018).

MSC: 90B15 34L15

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Annunziato, Mario; Borzì, Alfio

A Fokker-Planck control framework for stochastic systems. (English) Zbl 1406.93383

EMS Surv. Math. Sci. 5, No. 1-2, 65-98 (2018).

MSC: 93E20 60K15 49K45 35F21 35K57 35Q84 49J20 49L20 65C20 65H10 60H25 65K15 90C39

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Xu, Jinming; Zhu, Shanying; Soh, Yeng Chai; Xie, Lihua

A Bregman splitting scheme for distributed optimization over networks. (English) Zbl 1423.90194

IEEE Trans. Autom. Control 63, No. 11, 3809-3824 (2018).

MSC: 90C25 47J25 65K05 90B15

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Abada, Ibrahim; de Maere d’Aertrycke, Gauthier; Smeers, Yves

On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach. (English) Zbl 06808199

Math. Program. 165, No. 1 (B), 5-69 (2017).

MSC: 47H11 90C33 90B50 90C15 90C25 91A10 91A15 91G50 91B25 91B30

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Rosasco, Lorenzo; Villa, Silvia; Vũ, Bang Công

A first-order stochastic primal-dual algorithm with correction step. (English) Zbl 1369.47074

Numer. Funct. Anal. Optim. 38, No. 5, 602-626 (2017).

MSC: 47J25 47H05 49M29 49M27 90C25 47J22

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Ma, ShiQian; Yang, JunFeng

Applications of gauge duality in robust principal component analysis and semidefinite programming. (English) Zbl 1380.65106

Sci. China, Math. 59, No. 8, 1579-1592 (2016).

Reviewer: Przemysław Stpiczyński (Lublin)

MSC: 65K05 90C25 90C22 60H25

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Combettes, Patrick L.; Pesquet, Jean-Christophe

Stochastic approximations and perturbations in forward-backward splitting for monotone operators. (English) Zbl 1377.90109

Pure Appl. Funct. Anal. 1, No. 1, 13-37 (2016).

MSC: 90C48 46N10 90C15 65K10

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Rosasco, Lorenzo; Villa, Silvia; Vũ, Bang Công

Stochastic forward-backward splitting for monotone inclusions. (English) Zbl 06586792

J. Optim. Theory Appl. 169, No. 2, 388-406 (2016).

MSC: 47H05 90C15 65K10 90C25

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Haskell, William B.; Jain, Rahul; Kalathil, Dileep

Empirical dynamic programming. (English) Zbl 1338.49055

Math. Oper. Res. 41, No. 2, 402-429 (2016).

MSC: 49L20 90C39 93E20 90C40 60H25 62C12 90C15 65K05 47B80 37M05 37H99

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Kleptsyn, Victor; Triestino, Michele

Cut-off method for endogeny of recursive tree processes. arXiv:1610.06946

Preprint, arXiv:1610.06946 [math.PR] (2016).

MSC: 60E05 60B10 60E15 81T20 82B44 90C27

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Mao, Yong Hua; Xia, Liang Hui

Spectral gap for open Jackson networks. (English) Zbl 1336.60178

Acta Math. Sin., Engl. Ser. 31, No. 12, 1879-1894 (2015).

MSC: 60K25 60J27 60J28 90B22 90B15 47A75

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Pesquet, Jean-Christophe; Repetti, Audrey

A class of randomized primal-dual algorithms for distributed optimization. (English) Zbl 1336.65113

J. Nonlinear Convex Anal. 16, No. 12, 2453-2490 (2015).

MSC: 65K10 90C25 47H05 49M29 49M27

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Daniele, Patrizia; Giuffrè, Sofia

Random variational inequalities and the random traffic equilibrium problem. (English) Zbl 1329.49015

J. Optim. Theory Appl. 167, No. 1, 363-381 (2015).

MSC: 49J40 49J55 60H25 90B20

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Hess, Christian; Seri, Raffaello; Choirat, Christine

Essential intersection and approximation results for robust optimization. (English) Zbl 1316.90031

J. Nonlinear Convex Anal. 15, No. 5, 979-1002 (2014).

Reviewer: Jitka Dupačová (Praha)

MSC: 90C15 37A30 52A22 52A41 60F15 90C59

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Huang, Haiping; Raymond, Jack; Wong, K. Y. Michael

The network source location problem: ground state energy, entropy and effects of freezing. (English) Zbl 1298.82032

J. Stat. Phys. 156, No. 2, 301-335 (2014).

MSC: 82B44 90C35 90C57 82D30 82-08 90C15 90B15 90B06

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Boţ, Radu Ioan; Heinrich, André; Wanka, Gert

Employing different loss functions for the classification of images via supervised learning. (English) Zbl 1305.49044

Cent. Eur. J. Math. 12, No. 2, 381-394 (2014).

Reviewer: Maxim Ivanov Todorov (San Andres Cholula)

MSC: 49N15 47A52 90C25 62H30 93E35 68T05 68U10

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Rosasco, Lorenzo; Villa, Silvia; Vũ, Bang Công

A Stochastic forward-backward splitting method for solving monotone inclusions in Hilbert spaces. arXiv:1403.7999

Preprint, arXiv:1403.7999 [math.OC] (2014).

MSC: 47H05 90C15 65K10 90C25

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Pál, Jeno; Stachurski, John

Fitted value function iteration with probability one contractions. (English) Zbl 1345.65043

J. Econ. Dyn. Control 37, No. 1, 251-264 (2013).

MSC: 65J15 90C39 90C15 65K05

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Möller, Marco; Drossel, Barbara

The formation of the frozen core in critical Boolean networks. (English) Zbl 1451.90035

New J. Phys. 14, No. 2, Article ID 023051, 14 p. (2012).

MSC: 90B15 82B44 92C42 92B20

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Mao, Yong Hua; Xia, Liang Hui

The spectral gap for quasi-birth and death processes. (English) Zbl 1271.60100

Acta Math. Sin., Engl. Ser. 28, No. 5, 1075-1090 (2012).

MSC: 60K25 90B15 47A75 60J22

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Kukurba, V. R.; Yarka, U. B.

Convergence of one-dimensional stochastic optimization procedures in semi-Markov environments. (Ukrainian. English summary) Zbl 1264.62093

Prykl. Stat., Aktuarna Finans. Mat. 2012, No. 1, 64-69 (2012).

MSC: 62M99 90C15

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Gabour, Manal; Reich, Simeon

The expected retraction method in Banach spaces. (English) Zbl 1261.46069

Reich, Simeon (ed.) et al., Optimization theory and related topics. A workshop in memory of Dan Butnariu, Haifa, Israel, January 11–14, 2010. Providence, RI: American Mathematical Society (AMS); Ramat Gan: Bar-Ilan University (ISBN 978-0-8218-6908-6/pbk; 978-0-8218-8778-3/ebook). Contemporary Mathematics 568. Israel Mathematical Conference Proceedings, 69-75 (2012).

Reviewer: Srinivasa Swaminathan (Halifax)

MSC: 46N10 47H09 47H10 47H30 47J25 90C30

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Juditsky, Anatoli B.; Nemirovski, Arkadi S.; Tauvel, Claire

Solving variational inequalities with stochastic mirror-prox algorithm. (English) Zbl 1291.49006

Stoch. Syst. 1, No. 1, 17-58 (2011).

MSC: 49J40 65K10 90C33

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Moré, Jorge J.; Wild, Stefan M.

Estimating computational noise. (English) Zbl 1243.65016

SIAM J. Sci. Comput. 33, No. 3, 1292-1314 (2011).

Reviewer: Gong Guanglu (Beijing)

MSC: 65C50 65F10 65G50 90C56 60H25

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Yip, Tsz Leung; Sun, Xin Yu; Liu, John J.

Group and individual heterogeneity in a stochastic frontier model: container terminal operators. (English) Zbl 1218.90031

Eur. J. Oper. Res. 213, No. 3, 517-525 (2011).

MSC: 90B05 90B06

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Zhang, Xiaowei; Glynn, Peter W.

On the dynamics of a finite buffer queue conditioned on the amount of loss. (English) Zbl 1210.60104

Queueing Syst. 67, No. 2, 91-110 (2011).

MSC: 60K25 60F10 60J55 60J65 60F05 34L99 90B15

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Xie, Yajun; Ma, Changfeng

A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem. (English) Zbl 1217.65114

Appl. Math. Comput. 217, No. 9, 4459-4472 (2011).

Reviewer: Berwin A. Turlach (Crawley)

MSC: 65K05 90C15 90C33 60H25

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de A. Araújo, Ricardo

Swarm-based translation-invariant morphological prediction method for financial time series forecasting. (English) Zbl 1237.91241

Inf. Sci. 180, No. 24, 4784-4805 (2010).

MSC: 91G70 62M10 62M20 90C59

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Mu, Caihong; Jiao, Licheng; Liu, Yi

An \(M\)-elite coevolutionary algorithm for numerical optimization. (Chinese. English summary) Zbl 1212.65230

J. Softw. 20, No. 11, 2925-2938 (2009).

MSC: 65K05 68T20 90C30 90C15

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Rocca, P.; Benedetti, M.; Donelli, M.; Franceschini, D.; Massa, A.

Evolutionary optimization as applied to inverse scattering problems. (English) Zbl 1181.93091

Inverse Probl. 25, No. 12, Article ID 123003, 41 p. (2009).

MSC: 93E20 49M37 90C59 93E25 90C15

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Kim, Jong Kyu; Lan, Heng-you.; Nam, Young Man

A class of random strongly nonlinear multi-valued variational inequalities. (English) Zbl 1188.49012

Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 16, No. 5, 623-636 (2009).

MSC: 49J40 60H25 49J55 90C33

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Che, Ada; Chu, Chengbin

Optimal scheduling of material handling devices in a PCB production line: problem formulation and a polynomial algorithm. (English) Zbl 1152.78004

Math. Probl. Eng. 2008, Article ID 364279, 21 p. (2008).

MSC: 78A55 68M20 90B35 60H25 78M99

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Full Text: DOI EuDML

Yang, Weiqiang; Shi, Yufeng; Gu, Yangling

Reflected Solutions of Backward Doubly Stochastic Differential Equations. arXiv:0806.0917

Preprint, arXiv:0806.0917 [math.PR] (2008).

MSC: 60H10 60H30 35K85 90A09

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Bandala, Magdalena; Osorio-Lama, María A.

Genetic operators for the multiobjective flowshop problem. (English) Zbl 1212.65220

Rev. Invest. Oper. 28, No. 2, 96-106 (2007).

Reviewer: Carlos Narciso Bouza Herrera (Habana)

MSC: 65K05 90C15 92D10 90C29

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Klüppelberg, Claudia; Pergamenchtchikov, Serguei

Extremal behaviour of models with multivariate random recurrence representation. (English) Zbl 1118.60060

Stochastic Processes Appl. 117, No. 4, 432-456 (2007).

Reviewer: Ryszard Doman (Poznan)

MSC: 60J05 60H25 60G70 90B05 91B84

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Del Moral, Pierre; Miclo, Laurent

Dynamic annealing of Feynman-Kac type: accurate results and conjectures. (Dynamiques recuites de type Feynman-Kac: résultats précis et conjectures.) (French) Zbl 1183.37010

ESAIM, Probab. Stat. 10, 76-140 (2006).

MSC: 37A30 46E39 47D08 60F10 60J10 70K20 90C59 68T05

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Full Text: DOI Numdam EuDML

Shi, Mingxia; Shen, Jianjing

A kind of hybrid genetic algorithm based on pure numerical function optimization. (Chinese. English summary) Zbl 1125.65323

J. Xinyang Norm. Univ., Nat. Sci. 19, No. 4, 438-441 (2006).

MSC: 65K05 90C15

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Audestad, Jan-Arild; Gaivoronski, Alexei A.; Werner, Adrian

Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector. (English) Zbl 1101.90035

Ann. Oper. Res. 142, 19-39 (2006).

MSC: 90B50 90C15 90B90 91A40

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Liang, Yong; Leung, Kwong-Sak

Evolution strategies with exclusion-based selection operators and a Fourier series auxiliary function. (English) Zbl 1090.65075

Appl. Math. Comput. 174, No. 2, 1080-1109 (2006).

MSC: 65K05 90C30 90C15

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de Sanctis, Luca

Random multi-overlap structures for optimization problems. (English) Zbl 1111.82024

J. Math. Phys. 46, No. 11, 113302, 8 p. (2005).

MSC: 82B44 82D30 90C15

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Chang, S. S.; Lee, H. W. J.; Wu, D. P.

A class of random complementarity problems in Hilbert spaces. (English) Zbl 1089.90053

Math. Commun. 10, No. 1, 95-100 (2005).

Reviewer: Rita Pini (Milano)

MSC: 90C33 47H40 47H10 60H25

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Bedford, Tim; Lindqvist, Bo H.

The identifiability problem for repairable systems subject to competing risks. (English) Zbl 1105.90016

Adv. Appl. Probab. 36, No. 3, 774-790 (2004).

MSC: 90B25 60J27 60G35 37A30 60K10

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Pennanen, Teemu

A splitting method for composite mappings. (English) Zbl 1054.49022

Numer. Funct. Anal. Optimization 23, No. 7-8, 875-890 (2002).

MSC: 49J53 49J40 47J25 90C15 35A35

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Sugianto, Ly Fie

Management of data uncertainty in dynamic programming. (English) Zbl 0993.90092

Yoshida, Yuji (ed.), Dynamical aspects in fuzzy decision making. Heidelberg: Physica-Verlag. Stud. Fuzziness Soft Comput. 73, 53-78 (2001).

MSC: 90C39 90C70 90B50 90C15

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Bufé, Marc; Fischer, Tim; Gubbels, Holger; Häcker, Claudius; Hasprich, Oliver; Scheibel, Christian; Weicker, Karsten; Weicker, Nicole; Wenig, Michael; Wolfangel, Christian

Automated solution of a highly constrained school timetabling problem – preliminary results. (English) Zbl 0982.90501

Boers, Egbert J. W. (ed.), Applications of evolutionary computing. Evo Workshops 2001: EvoCOP, EvoFlight, EvoIASP, EvoLearn, and EvoSTIM, Como, Italy, April 18-20, 2001. Proceedings. Berlin: Springer. Lect. Notes Comput. Sci. 2037, 431-440 (2001).

MSC: 90C59 90B36

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Cho, Y. J.; Kim, J. H.; Kang, S. M.; Huang, N. J.

Generalized random strongly nonlinear complementarity problems for random fuzzy mappings. (English) Zbl 0986.90084

J. Fuzzy Math. 8, No. 4, 937-951 (2000).

Reviewer: Dan Butnariu (Haifa)

MSC: 90C70 90C33 60H25

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Rosswog, S.; Wagner, P.

“Car-SPH”: A Lagrangian particle scheme for the solution of the macroscopic traffic flow equations. (English) Zbl 0996.90030

Helbing, D. (ed.) et al., Traffic and granular flow ’99. Social traffic, and granular dynamics. 3rd conference, Stuttgart, Germany, September 1999. Berlin: Springer. 401-406 (2000).

MSC: 90B20 34L30 82C31

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Di Crescenzo, Antonio

A probabilistic analogue of the mean value theorem and its applications to reliability theory. (English) Zbl 0952.60083

J. Appl. Probab. 36, No. 3, 706-719 (1999).

Reviewer: M.Shaked (Tucson)

MSC: 60K10 90B25 60H25

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Patriksson, Michael; Wynter, Laura

Stochastic mathematical programs with equilibrium constraints. (English) Zbl 0937.90076

Oper. Res. Lett. 25, No. 4, 159-167 (1999).

MSC: 90C15 47J20 49J40

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Behera, A.; Panda, G. K.

Nonlinear random variational inequality and complementarity problems in Banach spaces. (English) Zbl 0897.47052

Indian J. Math. 38(1996), No. 1, 27-37 (1997).

MSC: 47J20 47H40 60H25 90C33

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Hernandez-Lerma, O.; Lasserre, J. B.

Cone-constrained linear equations in Banach spaces. (English) Zbl 0886.47008

J. Convex Anal. 4, No. 1, 149-164 (1997).

Reviewer: B.D.Craven (Parkville)

MSC: 47A50 47G10 47A53 28A33 60B10 60J05 90C05 90C48

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Full Text: EuDML EMIS

Behera, A.; Panda, G. K.

On nonlinear random variational inequality problem of mathematical programming in Banach spaces. (English) Zbl 0864.47044

Bull. Inst. Math., Acad. Sin. 24, No. 3, 211-219 (1996).

MSC: 47H40 47J20 60H25 90C33 47H05

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Butnariu, Dan; Flåm, Sjur Didrik

Strong convergence of expected-projection methods in Hilbert spaces. (English) Zbl 0834.65041

Numer. Funct. Anal. Optimization 16, No. 5-6, 601-636 (1995).

Reviewer: V.Berinde (Baia Mare)

MSC: 65J05 65K05 47H40 90C15 41A50 92C55

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Huang, Nanjing

Random general setvalued strongly nonlinear quasivariational inequalities. (Chinese. English summary) Zbl 0836.47046

J. Sichuan Univ., Nat. Sci. Ed. 31, No. 4, 420-425 (1994).

MSC: 47J20 90C33 60H25

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Flåm, Sjur D.; Seeger, Alberto

Solving cone-constrained convex programs by differential inclusions. (English) Zbl 0823.90098

Math. Program. 65, No. 1 (A), 107-121 (1994).

Reviewer: J.-E.Martínez-Legaz (Barcelona)

MSC: 90C25 34A60 90C15 90C48

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McLean, Richard P.

Approximation theory for stochastic variational and Ky Fan inequalities in finite dimensions. (English) Zbl 0804.90098

Ann. Oper. Res. 44, No. 1-4, 43-61 (1993).

Reviewer: E.Bertsch (Ludwigsburg)

MSC: 90C15 91B28

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Truffert, A.

Conditional expectation of integrands and random sets. (English) Zbl 0754.49010

Ann. Oper. Res. 30, 117-156 (1991).

Reviewer: J.-P.Lepeltier (Le Mans)

MSC: 49J52 49J55 90C15 49J22

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Soner, H. M.; Shreve, S. E.

A free boundary problem related to singular stochastic control: The parabolic case. (English) Zbl 0746.35058

Commun. Partial Differ. Equations 16, No. 2-3, 373-424 (1991).

Reviewer: S.Lenhart (Knoxville)

MSC: 35R35 93E20 35K85 35B37 90C39

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Chuyan, Olga R.; Sukharev, Aleksei G.

On adaptive and non-adaptive stochastic and deterministic algorithms. (English) Zbl 0712.90074

J. Complexity 6, No. 1, 119-127 (1990).

Reviewer: C.Vârsan

MSC: 90C30 90-08 47A58 90C15 90C90

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Nikonov, O. I.

On many-valued Lagrange functions in problems of control-estimation. (Russian) Zbl 0808.47049

Gusev, M. I. (ed.) et al., Dynamic estimation problems under conditions of uncertainty. Collection of scientific works. Sverdlovsk: Ural’skoe Otdelenie AN SSSR, 77-85 (1989).

Reviewer: A.Vaněček (Praha)

MSC: 47J20 93E10 90C05

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Rust, John

Maximum likelihood estimation of discrete control processes. (English) Zbl 0671.93060

SIAM J. Control Optimization 26, No. 5, 1006-1024 (1988).

MSC: 93E10 93E20 62M05 65J15 90C40

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Kaniovskij, Yu. M.

Sufficient conditions for the convergence of the method of successive approximations with discontinuous functions. (English. Russian original) Zbl 0671.65040

U.S.S.R. Comput. Math. Math. Phys. 28, No. 2, 1-6 (1988); translation from Zh. Vychisl. Mat. Mat. Fiz. 28, No. 3, 307-315 (1988).

MSC: 65J15 65K10 65C99 90C15 91A12 49K45 93B40 93E25

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Gong, Wei-Bo; Ho, Yu-Chi

Smoothed (conditional) perturbation analysis of discrete event dynamical systems. (English) Zbl 0634.93076

IEEE Trans. Autom. Control 32, 858-866 (1987).

MSC: 93E14 60G17 93E10 47A55 62L20 60K25 90B22 93B35

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Fujita, Yasuhiro; Nisio, Makiko

Nonlinear semigroups associated with optimal stopping of controlled diffusions under partial observation. (English) Zbl 0614.93068

Comput. Math. Appl., Part A 12, 749-760 (1986).

Reviewer: P.Lions

MSC: 93E20 49L20 60G40 47H20 60J60 90C39

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Found 121 Documents (Results 1–100)

Signal recognition without state space expansion based on observations containing a singular interference: the case of nonlinear parameters of basis functions. (English. Russian original) Zbl 07890207

On probabilistic mean value theorem and covariance identities. (English) Zbl 1543.60022

The existence of random solutions to random optimization problems. (English) Zbl 07864359

Modified stochastic extragradient methods for stochastic variational inequality. (English) Zbl 07806678

An accelerated stochastic subgradient extragradient-like method for solving constrained stochastic variational inequality problem. (English) Zbl 07806278

Conditional mean embedding and optimal feature selection via positive definite kernels. (English) Zbl 07770138

On Policy Evaluation Algorithms in Distributional Reinforcement Learning. arXiv:2407.14175

Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space. (English) Zbl 07739023

Consistency of Monte Carlo estimators for risk-neutral PDE-constrained optimization. (English) Zbl 1512.65095

Michael selections and Castaing representations with càdlàg functions. (English) Zbl 07676065

A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games. (English) Zbl 1521.47103

Large-scale convex optimization. Algorithms & analyses via monotone operators. (English) Zbl 1519.90178

Solving Optimization Problems Using Reinforcement Learning, with Applications to Inverse Problems. arXiv:2310.06711

Consistency of sample-based stationary points for infinite-dimensional stochastic optimization. arXiv:2306.17032

Porosity-based methods for solving stochastic feasibility problems. (English) Zbl 07858046

Matrix concentration for products. (English) Zbl 1505.60013

Optimization and learning with nonlocal calculus. (English) Zbl 1496.65072

Analyzing approximate value iteration algorithms. (English) Zbl 1501.90106

Management strategies for run-of-river hydropower plants: an optimal switching approach. (English) Zbl 1504.35596

Control and numerical approximation of fractional diffusion equations. (English) Zbl 1496.65155

A performance measure analysis for traffic networks with random data and general monotone cost functions. (English) Zbl 1494.90022

Consistency of statistical estimators of solutions to stochastic optimization problems. (English) Zbl 1495.90117

Inertial stochastic PALM and applications in machine learning. (English) Zbl 1487.65065

Random activations in primal-dual splittings for monotone inclusions with a priori information. (English) Zbl 1490.65119

Projecting onto rectangular matrices with prescribed row and column sums. (English) Zbl 07525627

Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem. (English) Zbl 1473.35338

Subregular recourse in nonlinear multistage stochastic optimization. (English) Zbl 1477.90045

Optimal road maintenance investment in traffic networks with random demands. (English) Zbl 1472.90026

Analytic trends in mathematical physics. Arizona school of analysis and mathematical physics, University of Arizona, Tucson, AZ, USA, March 5–9, 2018. (English) Zbl 1435.05002

On the fastest finite Markov processes. (English) Zbl 1477.60118

Spectra analysis and network coherence for weighted folded hypercube. (English) Zbl 1427.90071

A perturbation approach to approximate value iteration for average cost Markov decision processes with Borel spaces and bounded costs. (English) Zbl 1449.90356

Game theory and partial differential equations. (English) Zbl 1430.91001

Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. (English) Zbl 1421.90100

Stochastic quasi-Fejér block-coordinate fixed point iterations with random sweeping. II: Mean-square and linear convergence. (English) Zbl 1469.65109

Combining uncertainty with uncertainty to get certainty? Efficiency analysis for regulation purposes. (English) Zbl 1430.90310

Laplacian spectrum and coherence analysis of weighted hypercube network. (English) Zbl 1418.90067

A Fokker-Planck control framework for stochastic systems. (English) Zbl 1406.93383

A Bregman splitting scheme for distributed optimization over networks. (English) Zbl 1423.90194

On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach. (English) Zbl 06808199

A first-order stochastic primal-dual algorithm with correction step. (English) Zbl 1369.47074

Applications of gauge duality in robust principal component analysis and semidefinite programming. (English) Zbl 1380.65106

Stochastic approximations and perturbations in forward-backward splitting for monotone operators. (English) Zbl 1377.90109

Stochastic forward-backward splitting for monotone inclusions. (English) Zbl 06586792

Empirical dynamic programming. (English) Zbl 1338.49055

Cut-off method for endogeny of recursive tree processes. arXiv:1610.06946

Spectral gap for open Jackson networks. (English) Zbl 1336.60178

A class of randomized primal-dual algorithms for distributed optimization. (English) Zbl 1336.65113

Random variational inequalities and the random traffic equilibrium problem. (English) Zbl 1329.49015

Essential intersection and approximation results for robust optimization. (English) Zbl 1316.90031

The network source location problem: ground state energy, entropy and effects of freezing. (English) Zbl 1298.82032

Employing different loss functions for the classification of images via supervised learning. (English) Zbl 1305.49044

A Stochastic forward-backward splitting method for solving monotone inclusions in Hilbert spaces. arXiv:1403.7999

Fitted value function iteration with probability one contractions. (English) Zbl 1345.65043

The formation of the frozen core in critical Boolean networks. (English) Zbl 1451.90035

The spectral gap for quasi-birth and death processes. (English) Zbl 1271.60100

Convergence of one-dimensional stochastic optimization procedures in semi-Markov environments. (Ukrainian. English summary) Zbl 1264.62093

The expected retraction method in Banach spaces. (English) Zbl 1261.46069

Solving variational inequalities with stochastic mirror-prox algorithm. (English) Zbl 1291.49006

Estimating computational noise. (English) Zbl 1243.65016

Group and individual heterogeneity in a stochastic frontier model: container terminal operators. (English) Zbl 1218.90031

On the dynamics of a finite buffer queue conditioned on the amount of loss. (English) Zbl 1210.60104

A smoothing Levenberg-Marquardt algorithm for solving a class of stochastic linear complementarity problem. (English) Zbl 1217.65114

Swarm-based translation-invariant morphological prediction method for financial time series forecasting. (English) Zbl 1237.91241

An \(M\)-elite coevolutionary algorithm for numerical optimization. (Chinese. English summary) Zbl 1212.65230

Evolutionary optimization as applied to inverse scattering problems. (English) Zbl 1181.93091

A class of random strongly nonlinear multi-valued variational inequalities. (English) Zbl 1188.49012

Optimal scheduling of material handling devices in a PCB production line: problem formulation and a polynomial algorithm. (English) Zbl 1152.78004

Reflected Solutions of Backward Doubly Stochastic Differential Equations. arXiv:0806.0917

Genetic operators for the multiobjective flowshop problem. (English) Zbl 1212.65220

Extremal behaviour of models with multivariate random recurrence representation. (English) Zbl 1118.60060

Dynamic annealing of Feynman-Kac type: accurate results and conjectures. (Dynamiques recuites de type Feynman-Kac: résultats précis et conjectures.) (French) Zbl 1183.37010

A kind of hybrid genetic algorithm based on pure numerical function optimization. (Chinese. English summary) Zbl 1125.65323

Extending the stochastic programming framework for the modeling of several decision makers: pricing and competition in the telecommunication sector. (English) Zbl 1101.90035