Dadush, Daniel; Koh, Zhuan Khye; Natura, Bento; Végh, László A. An accelerated Newton-Dinkelbach method and its application to two variables per inequality systems. (English) Zbl 07811848 Math. Oper. Res. 48, No. 4, 1934-1958 (2023). MSC: 90C32 90C05 90C27 90C40 68W40 49M15 PDFBibTeX XMLCite \textit{D. Dadush} et al., Math. Oper. Res. 48, No. 4, 1934--1958 (2023; Zbl 07811848) Full Text: DOI
Li, Haoya; Gupta, Samarth; Yu, Hsiangfu; Ying, Lexing; Dhillon, Inderjit Approximate Newton policy gradient algorithms. (English) Zbl 1523.90313 SIAM J. Sci. Comput. 45, No. 5, A2585-A2609 (2023). MSC: 90C40 65K10 49M15 90C06 90C53 68T07 PDFBibTeX XMLCite \textit{H. Li} et al., SIAM J. Sci. Comput. 45, No. 5, A2585--A2609 (2023; Zbl 1523.90313) Full Text: DOI arXiv
Attouch, Hedy; Chbani, Zaki; Riahi, Hassan Fast proximal methods via time scaling of damped inertial dynamics. (English) Zbl 07105235 SIAM J. Optim. 29, No. 3, 2227-2256 (2019). MSC: 65-XX 46N10 49M30 65K05 65K10 90B50 90C25 PDFBibTeX XMLCite \textit{H. Attouch} et al., SIAM J. Optim. 29, No. 3, 2227--2256 (2019; Zbl 07105235) Full Text: DOI
Zhang, Shuhua; Wang, Xinyu; Li, Hua Modeling and computation of water management by real options. (English) Zbl 1412.49010 J. Ind. Manag. Optim. 14, No. 1, 81-103 (2018). MSC: 49J20 65M08 91B06 PDFBibTeX XMLCite \textit{S. Zhang} et al., J. Ind. Manag. Optim. 14, No. 1, 81--103 (2018; Zbl 1412.49010) Full Text: DOI
Attouch, Hedy; Cabot, Alexandre Asymptotic stabilization of inertial gradient dynamics with time-dependent viscosity. (English) Zbl 1405.37092 J. Differ. Equations 263, No. 9, 5412-5458 (2017). MSC: 37N40 46N10 49M30 65K05 65K10 90B50 90C25 34C10 34D10 34H15 PDFBibTeX XMLCite \textit{H. Attouch} and \textit{A. Cabot}, J. Differ. Equations 263, No. 9, 5412--5458 (2017; Zbl 1405.37092) Full Text: DOI
García, Yofre H.; González-Hernández, Juan Discrete-time Markov control processes with recursive discount rates. (English) Zbl 1357.49110 Kybernetika 52, No. 3, 403-426 (2016). MSC: 49L20 90C40 90C39 93E20 PDFBibTeX XMLCite \textit{Y. H. García} and \textit{J. González-Hernández}, Kybernetika 52, No. 3, 403--426 (2016; Zbl 1357.49110) Full Text: DOI Link
Cheng, Kang; Zhang, Kanjian; Fei, Shumin; Wei, Haikun Potential-based least-squares policy iteration for a parameterized feedback control system. (English) Zbl 1342.49047 J. Optim. Theory Appl. 169, No. 2, 692-704 (2016). MSC: 49M30 49K45 49N35 93E20 93B52 90C40 93C55 PDFBibTeX XMLCite \textit{K. Cheng} et al., J. Optim. Theory Appl. 169, No. 2, 692--704 (2016; Zbl 1342.49047) Full Text: DOI
Cao, Ping; Xie, Jingui Optimal control of a multiclass queueing system when customers can change types. (English) Zbl 1341.60110 Queueing Syst. 82, No. 3-4, 285-313 (2016). MSC: 60K25 90C40 49J55 93E20 90B22 68M20 PDFBibTeX XMLCite \textit{P. Cao} and \textit{J. Xie}, Queueing Syst. 82, No. 3--4, 285--313 (2016; Zbl 1341.60110) Full Text: DOI
Abbas, Boushra; Attouch, Hédy Dynamical systems and forward-backward algorithms associated with the sum of a convex subdifferential and a monotone cocoercive operator. (English) Zbl 1345.34115 Optimization 64, No. 10, 2223-2252 (2015). Reviewer: Ovidiu Cârjă (Iaşi) MSC: 34G25 47J25 49M37 90C53 PDFBibTeX XMLCite \textit{B. Abbas} and \textit{H. Attouch}, Optimization 64, No. 10, 2223--2252 (2015; Zbl 1345.34115) Full Text: DOI arXiv
Ruszczyński, Andrzej Erratum to “Risk-averse dynamic programming for Markov decision processes”. (English) Zbl 1291.49019 Math. Program. 145, No. 1-2 (A), 601-604 (2014). MSC: 49L20 90C40 91B30 91A25 93E20 49M15 PDFBibTeX XMLCite \textit{A. Ruszczyński}, Math. Program. 145, No. 1--2 (A), 601--604 (2014; Zbl 1291.49019) Full Text: DOI
Horiguchi, Masayuki; Piunovskiy, Alexey B. Optimal stopping model with unknown transition probabilities. (English) Zbl 1318.93102 Control Cybern. 42, No. 3, 593-612 (2013). MSC: 93E20 60J10 93C55 49L20 PDFBibTeX XMLCite \textit{M. Horiguchi} and \textit{A. B. Piunovskiy}, Control Cybern. 42, No. 3, 593--612 (2013; Zbl 1318.93102)
Ruszczyński, Andrzej Risk-averse dynamic programming for Markov decision processes. (English) Zbl 1207.49032 Math. Program. 125, No. 2 (B), 235-261 (2010); erratum ibid. 145, No. 1-2 (A), 601-604 (2014). MSC: 49L20 90C40 91B30 91A25 93E20 49M15 PDFBibTeX XMLCite \textit{A. Ruszczyński}, Math. Program. 125, No. 2 (B), 235--261 (2010; Zbl 1207.49032) Full Text: DOI
Attouch, H.; Soueycatt, M. Augmented Lagrangian and proximal alternating direction methods of multipliers in Hilbert spaces. Applications to games, PDE’s and control. (English) Zbl 1161.65332 Pac. J. Optim. 5, No. 1, 17-37 (2009). MSC: 65K05 65K10 46N10 49J40 49M27 90B50 90C25 PDFBibTeX XMLCite \textit{H. Attouch} and \textit{M. Soueycatt}, Pac. J. Optim. 5, No. 1, 17--37 (2009; Zbl 1161.65332)
Bertsekas, Dimitri P.; Yu, Huizhen Projected equation methods for approximate solution of large linear systems. (English) Zbl 1165.65010 J. Comput. Appl. Math. 227, No. 1, 27-50 (2009). Reviewer: Jiri Náprstek (Praha) MSC: 65F10 65F30 65C05 65C40 60J20 49L20 60J22 65F20 PDFBibTeX XMLCite \textit{D. P. Bertsekas} and \textit{H. Yu}, J. Comput. Appl. Math. 227, No. 1, 27--50 (2009; Zbl 1165.65010) Full Text: DOI
Vladimirsky, Alexander Label-setting methods for multimode stochastic shortest path problems on graphs. (English) Zbl 1218.90205 Math. Oper. Res. 33, No. 4, 821-838 (2008). MSC: 90C39 90C40 49L20 65N22 35Q93 93E20 65K05 49L25 PDFBibTeX XMLCite \textit{A. Vladimirsky}, Math. Oper. Res. 33, No. 4, 821--838 (2008; Zbl 1218.90205) Full Text: DOI arXiv
Cruz, Pedro A. F.; Torres, Delfim F. M. Evolution strategies in optimization problems. (English) Zbl 1137.65002 Proc. Est. Acad. Sci., Phys. Math. 56, No. 4, 299-309 (2007). MSC: 65C05 49J05 62C05 62P10 68T05 92D15 PDFBibTeX XMLCite \textit{P. A. F. Cruz} and \textit{D. F. M. Torres}, Proc. Est. Acad. Sci., Phys. Math. 56, No. 4, 299--309 (2007; Zbl 1137.65002) Full Text: arXiv Link
Chen, Lihua An optimally utility value method with majority equilibrium for public facility allocation. (English) Zbl 1131.49026 Pac. J. Optim. 3, No. 2, 227-234 (2007). MSC: 49N90 49L20 91A10 91A25 91A65 91A35 PDFBibTeX XMLCite \textit{L. Chen}, Pac. J. Optim. 3, No. 2, 227--234 (2007; Zbl 1131.49026)
Azaron, Amir; Kianfar, Farhad A multi-objective lead time control problem in multistage assembly systems using an interactive method. (English) Zbl 1093.65067 Appl. Math. Comput. 176, No. 2, 609-620 (2006). MSC: 65K10 90B50 90B30 90C29 49J15 PDFBibTeX XMLCite \textit{A. Azaron} and \textit{F. Kianfar}, Appl. Math. Comput. 176, No. 2, 609--620 (2006; Zbl 1093.65067) Full Text: DOI
Glazebrook, K. D.; Kirkbride, C.; Ruiz-Hernandez, D. Spinning plates and squad systems: policies for bi-directional restless bandits. (English) Zbl 1105.90103 Adv. Appl. Probab. 38, No. 1, 95-115 (2006). MSC: 90C40 49L20 90C39 49M20 PDFBibTeX XMLCite \textit{K. D. Glazebrook} et al., Adv. Appl. Probab. 38, No. 1, 95--115 (2006; Zbl 1105.90103) Full Text: DOI
Ostrovskii, G. M.; Volin, Yu. M. Multicriteria optimization of chemical processes under uncertainty conditions. (Russian) Zbl 1108.90354 Dokl. Akad. Nauk, Ross. Akad. Nauk 400, No. 2, 210-212 (2005). Reviewer: Andrei Zemskov (Moskva) MSC: 90C90 49N90 92E20 PDFBibTeX XMLCite \textit{G. M. Ostrovskii} and \textit{Yu. M. Volin}, Dokl. Akad. Nauk, Ross. Akad. Nauk 400, No. 2, 210--212 (2005; Zbl 1108.90354)
Dangl, Thomas; Wirl, Franz Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically. (English) Zbl 1200.91277 J. Econ. Dyn. Control 28, No. 7, 1437-1460 (2004). MSC: 91G10 49L25 91B06 PDFBibTeX XMLCite \textit{T. Dangl} and \textit{F. Wirl}, J. Econ. Dyn. Control 28, No. 7, 1437--1460 (2004; Zbl 1200.91277) Full Text: DOI
Santos, Manuel S.; Rust, John Convergence properties of policy iteration. (English) Zbl 1134.90530 SIAM J. Control Optim. 42, No. 6, 2094-2115 (2004). MSC: 90C40 49M15 65K05 90C30 93B40 PDFBibTeX XMLCite \textit{M. S. Santos} and \textit{J. Rust}, SIAM J. Control Optim. 42, No. 6, 2094--2115 (2004; Zbl 1134.90530) Full Text: DOI
Mastroeni, G. Application of an extremization method to a linear integral of a statistical decision problem. (English) Zbl 1001.49009 J. Optimization Theory Appl. 109, No. 3, 539-555 (2001). MSC: 49J40 49K05 49N90 62C20 62H15 49N05 PDFBibTeX XMLCite \textit{G. Mastroeni}, J. Optim. Theory Appl. 109, No. 3, 539--555 (2001; Zbl 1001.49009) Full Text: DOI
Novikova, N. M.; Pospelova, I. I.; Semovskaya, A. S. Multistage vector minimax. (English. Russian original) Zbl 0998.90070 Comput. Math. Math. Phys. 40, No. 10, 1391-1403 (2000); translation from Zh. Vychisl. Mat. Mat. Fiz. 40, No. 10, 1451-1463 (2000). Reviewer: Alexey Tret’yakov (Siedlce) MSC: 90C29 49J35 PDFBibTeX XMLCite \textit{N. M. Novikova} et al., Comput. Math. Math. Phys. 40, No. 10, 1391--1403 (2000; Zbl 0998.90070); translation from Zh. Vychisl. Mat. Mat. Fiz. 40, No. 10, 1451--1463 (2000)
Mittelmann, Hans D.; Maurer, Helmut Solving elliptic control problems with interior point and SQP methods: Control and state constraints. (English) Zbl 0959.65081 J. Comput. Appl. Math. 120, No. 1-2, 175-195 (2000). Reviewer: Yves Cherruault (Paris) MSC: 65K10 49J20 49J30 49M37 PDFBibTeX XMLCite \textit{H. D. Mittelmann} and \textit{H. Maurer}, J. Comput. Appl. Math. 120, No. 1--2, 175--195 (2000; Zbl 0959.65081) Full Text: DOI
Myshkov, S. K.; Potekhin, G. S.; Shalberov, S. M. A mini-max method for solving a problem of selection of technology. (Russian) Zbl 0965.93077 Dem’yanov, V. F. (ed.), Mathematical questions of the analysis of nonsmooth models. Sankt-Peterburg: Izdatel’stvo S.-Peterburgskogo Universiteta. Vopr. Mekh. Protsessov Upr. 16, 233-238 (1995). Reviewer: E.Ya.Gorelova (Samara) MSC: 93C95 49K35 90B50 90C47 93A30 PDFBibTeX XMLCite \textit{S. K. Myshkov} et al., in: Matematicheskie voprosy analiza negladkikh modelej. Sankt-Peterburg: Izdatel'stvo S.-Peterburgskogo Universiteta. 233--238 (1995; Zbl 0965.93077)
Liu, Xiaoping; Zhang, Siying Three-level Stackelberg strategies in linear-quadratic singular systems. (English) Zbl 0906.90189 Informatica, Vilnius 2, No. 3, 414-433 (1991). MSC: 91A65 93C15 49N10 PDFBibTeX XMLCite \textit{X. Liu} and \textit{S. Zhang}, Informatica, Vilnius 2, No. 3, 414--433 (1991; Zbl 0906.90189)
Sakawa, Masatoshi; Yano, Hitoshi An interactive fuzzy satisficing method for multiobjective linear fractional programming problems. (English) Zbl 0654.90089 Fuzzy Sets Syst. 28, No. 2, 129-144 (1988). MSC: 90C32 90C31 90B50 90C05 03E72 49J35 PDFBibTeX XMLCite \textit{M. Sakawa} and \textit{H. Yano}, Fuzzy Sets Syst. 28, No. 2, 129--144 (1988; Zbl 0654.90089) Full Text: DOI
Erickson, Ranel E. Optimality of stationary halting policies and finite termination of successive approximations. (English) Zbl 0646.90089 Math. Oper. Res. 13, No. 1, 90-98 (1988). Reviewer: Y.Ohtsubo MSC: 90C40 49L20 60G40 90C39 PDFBibTeX XMLCite \textit{R. E. Erickson}, Math. Oper. Res. 13, No. 1, 90--98 (1988; Zbl 0646.90089) Full Text: DOI
Sakawa, Masatoshi; Yumine, Toru; Yano, Hitoshi An interactive fuzzy satisficing method for multiobjective nonlinear programming problems. (English) Zbl 0654.90087 Analysis of fuzzy information, Vol. 3: Appl. Eng. Sci., 273-283 (1987). MSC: 90C31 90B50 49J35 03E72 PDFBibTeX XML
König, Heinz (ed.) [Frommholz, H.; Franz, W.; Kempf, T.; Kräger, H.; Wolters, J.] Kontrolltheoretische Ansätze in makro-ökonometrischen Modellen. (English) Zbl 0669.90001 Staatliche Allokationspolitik im marktwirtschaftlichen System, Bd. 18. Frankfurt am Main - Bern - New York: Verlag Peter Lang. 170 S.; SFr. 37.00 (1985). Reviewer: M.Luptačik MSC: 91B62 49L20 90-02 62P20 90C39 90C20 93B50 93C95 90C90 93C40 PDFBibTeX XML
Sawaragi, Yoshikazu; Nakayama, Hirotaka; Tanino, Tetsuzo Theory of multiobjective optimization. (English) Zbl 0566.90053 Mathematics in Science and Engineering, Vol. 176. Orlando etc.: Academic Press, Inc. (Harcourt Brace Jovanovich, Publishers). XIII, 296 p. $ 48.00; £42.00 (1985). Reviewer: V.Ya.Kreĭnovich MSC: 90C31 90B50 91A80 91B16 49-02 90-02 90C90 91B08 91B10 PDFBibTeX XML
Jo, Kyung Y. Continuous-time Markov decision processes with nonzero terminal reward. (English) Zbl 0548.90086 Nav. Res. Logist. Q. 31, 265-274 (1984). MSC: 90C40 49L20 90C39 PDFBibTeX XMLCite \textit{K. Y. Jo}, Nav. Res. Logist. Q. 31, 265--274 (1984; Zbl 0548.90086) Full Text: DOI
Franke, Dieter; Ester, Jochen Ein hierarchisches Verfahren zur Berechnung von Polyoptimalsteuerungen. (German) Zbl 0547.90068 Wiss. Z. Tech. Hochsch. Karl-Marx-Stadt 25, 724-731 (1983). MSC: 90C06 49M27 93C15 90B50 90C31 PDFBibTeX XMLCite \textit{D. Franke} and \textit{J. Ester}, Wiss. Z. Tech. Hochsch. Karl-Marx-Stadt 25, 724--731 (1983; Zbl 0547.90068)
Giannessi, F. Mathematical programming methods: Linear and nonlinear problems. (Metodi matematici della programmazione. Problemi lineari e non lineari.) (Italian) Zbl 0518.90044 Quaderni dell’Unione Matematica Italiana, 23. Bologna: Pitagora Editrice. viii, 616 p. (1982). Reviewer: Alfonso G. Azpeitia (Boston) MSC: 90Cxx 90-01 65-01 49-01 49N15 49M37 90C52 49M29 49M15 65K10 90C05 90C39 49M20 90C99 65K05 91A05 90B10 90B50 91Gxx PDFBibTeX XML
Shimizu, Kiyotaka; Aiyoshi, Eitaro A new solution to optimization-satisfaction problems by a penalty method. (English) Zbl 0468.49021 Automatica 18, 37-46 (1982). MSC: 49M37 49K30 49M30 49K40 93B40 62C99 PDFBibTeX XMLCite \textit{K. Shimizu} and \textit{E. Aiyoshi}, Automatica 18, 37--46 (1982; Zbl 0468.49021) Full Text: DOI
Bellman, Richard A new method for treating a class of nonlinear partial differential equations. (English) Zbl 0425.35008 Nonlinear Anal., Theory Methods Appl. 3, 721-722 (1979). MSC: 35A25 35A35 35G25 90C39 49L20 PDFBibTeX XMLCite \textit{R. Bellman}, Nonlinear Anal., Theory Methods Appl. 3, 721--722 (1979; Zbl 0425.35008) Full Text: DOI
Puterman, Martin L.; Brumelle, Shelby L. On the convergence of policy iteration in stationary dynamic programming. (English) Zbl 0411.90072 Math. Oper. Res. 4, 60-69 (1979). MSC: 90C40 90C39 90C48 41A25 49M15 46B99 90C47 PDFBibTeX XMLCite \textit{M. L. Puterman} and \textit{S. L. Brumelle}, Math. Oper. Res. 4, 60--69 (1979; Zbl 0411.90072) Full Text: DOI