Wang, Haoqing; Sun, Qinghe; Wang, Shuaian Data-driven models for optimizing second-hand ship trading strategies under contextual information. (English) Zbl 07983329 Nav. Res. Logist. 72, No. 2, 275-291 (2025). MSC: 91-XX × Cite Format Result Cite Review PDF Full Text: DOI
Hu, Xiaoyin; Xiao, Nachuan; Liu, Xin; Toh, Kim-Chuan Learning-rate-free momentum SGD with reshuffling converges in nonsmooth nonconvex optimization. (English) Zbl 07983287 J. Sci. Comput. 102, No. 3, Paper No. 85, 31 p. (2025). MSC: 65K05 90C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Qiming; Liu, Wenbin An efficient gradient projection method for stochastic optimal control problem with expected integral state constraint. (English) Zbl 07983273 J. Sci. Comput. 102, No. 3, Paper No. 71, 33 p. (2025). MSC: 60H35 60H10 93E20 49K45 65C30 65C05 65K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chekroun, Mickaël D.; Liu, Honghu; McWilliams, James C. Non-Markovian reduced models to unravel transitions in non-equilibrium systems. (English) Zbl 07982502 J. Phys. A, Math. Theor. 58, No. 4, Article ID 045204, 60 p. (2025). MSC: 92-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Danlin; Milz, Johannes Criticality measure-based error estimates for infinite dimensional optimization. (English) Zbl 07981228 SIAM J. Numer. Anal. 63, No. 1, 193-213 (2025). MSC: 90C15 90C60 35Q93 35R60 49M25 49N10 65M60 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Du, Kaixin; Meng, Min; Li, Xiuxian Linear convergence for distributed stochastic optimization with coupled inequality constraints. (English) Zbl 07980470 J. Franklin Inst. 362, No. 1, Article ID 107405, 18 p. (2025). MSC: 90C15 90C25 × Cite Format Result Cite Review PDF Full Text: DOI
de Oliveira, Welington; de Oliveira Souza, João Carlos A progressive decoupling algorithm for minimizing the difference of convex and weakly convex functions. (English) Zbl 07980149 J. Optim. Theory Appl. 204, No. 3, Paper No. 36, 24 p. (2025). MSC: 90C26 49J52 49J53 49K99 × Cite Format Result Cite Review PDF Full Text: DOI
Curtis, Frank E.; Jiang, Xin; Wang, Qi Almost-sure convergence of iterates and multipliers in stochastic sequential quadratic optimization. (English) Zbl 07980142 J. Optim. Theory Appl. 204, No. 2, Paper No. 28, 30 p. (2025). MSC: 90C15 90C20 49M05 49M37 62L20 65K05 68W20 90C26 90C30 90C55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Anel, Marcos Escobar; Fan, Wei Li A new type of CEV model: properties, comparison, and application to portfolio optimization. (English) Zbl 07978345 Stoch. Models 41, No. 1, 85-119 (2025). MSC: 60H30 60H10 91G10 91G80 × Cite Format Result Cite Review PDF Full Text: DOI
Briceño-Arias, Luis; López-Rivera, Sergio; Vilches, Emilio Splitting algorithms for distributionally robust optimization. (English) Zbl 07977293 J. Convex Anal. 32, No. 1, 199-226 (2025). MSC: 47H05 65K05 90C15 90C17 90C25 90C47 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Rockafellar, Ralph Tyrrell Looking back \(\dots\). (English) Zbl 07977282 J. Convex Anal. 32, No. 1, 5-8 (2025). MSC: 01A60 01A61 01A70 46N10 65K10 90C15 × Cite Format Result Cite Review PDF Full Text: Link
Zhang, Mengyuan; Zhou, Qing; Wu, Weixing; Xiao, Weilin Power utility maximization problem under rough stochastic local volatility models with continuous-time Markov chain approximation. (English) Zbl 07976680 Optimization 74, No. 1, 123-163 (2025). MSC: 60H30 60H10 60J27 90C39 91G10 91G80 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Majumdar, Rita; Chatterjee, Monojit; Marathe, Rahul Optimizing power and efficiency of a single spin heat engine. (English) Zbl 07976419 Physica A 658, Article ID 130278, 22 p. (2025). MSC: 82-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chi, Jocelyn T.; Needell, Deanna Linear discriminant analysis with the randomized Kaczmarz method. (English) Zbl 07976354 SIAM J. Matrix Anal. Appl. 46, No. 1, 94-120 (2025). MSC: 65F10 68T10 60H99 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bian, Fengmiao; Liu, Jiulong; Zhang, Xiaoqun; Gao, Hao; Cai, Jian-Feng Flash proton radiation therapy via a stochastic three-operator splitting method. (English) Zbl 07976348 Inverse Probl. 41, No. 2, Article ID 025007, 34 p. (2025). MSC: 90Cxx 65Kxx 49Mxx × Cite Format Result Cite Review PDF Full Text: DOI
Ayissi, Raoul D.; Deugoué, Gabriel; Zangue, J. Ngandjou; Medjo, T. Tachim Existence of optimal and \(\epsilon\)-optimal controls for the stochastic Cahn-Hilliard Navier-Stokes system. (English) Zbl 07976326 J. Convex Anal. 32, No. 4, 1159-1198 (2025). MSC: 76D55 76T06 76M35 35Q30 93E20 93B52 × Cite Format Result Cite Review PDF Full Text: Link
Sato, Kanji; Takeda, Akiko; Kawai, Reiichiro; Suzuki, Taiji Convergence error analysis of reflected gradient Langevin dynamics for non-convex constrained optimization. (English) Zbl 07975342 Japan J. Ind. Appl. Math. 42, No. 1, 127-151 (2025). MSC: 90C26 60J60 82C31 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wu, Lingxiao; Chen, Hao; Yang, Zhouwang A neural network transformation based global optimization algorithm. (English) Zbl 07973012 Inf. Sci. 694, Article ID 121693, 17 p. (2025). MSC: 90Cxx 65-XX × Cite Format Result Cite Review PDF Full Text: DOI
De Vita, Cecilia; Bonder, Julián Fernández; Groisman, Pablo The energy landscape of the Kuramoto model in random geometric graphs in a circle. (English) Zbl 07971539 SIAM J. Appl. Dyn. Syst. 24, No. 1, 1-15 (2025). MSC: 34C15 34D23 34B45 60D99 34D06 05C80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jin, Billy; Scheinberg, Katya; Xie, Miaolan Sample complexity analysis for adaptive optimization algorithms with stochastic oracles. (English) Zbl 07969259 Math. Program. 209, No. 1-2 (A), 651-679 (2025). MSC: 90C15 90C26 90C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Garatti, Simone; Campi, Marco C. Non-convex scenario optimization. (English) Zbl 07969257 Math. Program. 209, No. 1-2 (A), 557-608 (2025). MSC: 90C15 90C26 62C05 91B06 68T05 × Cite Format Result Cite Review PDF Full Text: DOI
Boob, Digvijay; Deng, Qi; Lan, Guanghui Level constrained first order methods for function constrained optimization. (English) Zbl 07969245 Math. Program. 209, No. 1-2 (A), 1-61 (2025). MSC: 90C26 90C30 90C06 90C51 49M37 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Xu, Yuncheng; Liu, Sanyang; Liu, Lixia; Jie, Kewei CVaR stochastic programming model for monotone stochastic tensor complementarity problem by using its penalized sample average approximation algorithm. (English) Zbl 07968730 J. Comput. Appl. Math. 460, Article ID 116427, 12 p. (2025). MSC: 90Cxx 65Kxx 15Axx × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Xuexue; Liu, Sanyang; Zhao, Nannan An accelerated decentralized stochastic optimization algorithm with inexact model. (English) Zbl 07968694 J. Comput. Appl. Math. 459, Article ID 116383, 21 p. (2025). MSC: 90Cxx 65Kxx 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
Stannat, Wilhelm; Vogler, Alexander Approximation of optimal feedback controls for stochastic reaction-diffusion equations. (English) Zbl 07968247 ESAIM, Control Optim. Calc. Var. 31, Paper No. 6, 38 p. (2025). MSC: 93E20 93B52 60H15 65K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bhattarai, Sudhan; Song, Yongjia Multistage stochastic programming for integrated network optimization in hurricane relief logistics and evacuation planning. (English) Zbl 07967673 Networks 85, No. 1, 3-37 (2025). MSC: 90B06 90C15 90B90 × Cite Format Result Cite Review PDF Full Text: DOI
Berahas, Albert S.; Xie, Miaolan; Zhou, Baoyu A sequential quadratic programming method with high-probability complexity bounds for nonlinear equality-constrained stochastic optimization. (English) Zbl 07967000 SIAM J. Optim. 35, No. 1, 240-269 (2025). MSC: 90C15 90C20 90C30 49Mxx 90C55 65K05 65K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Davis, Damek; Drusvyatskiy, Dmitriy; Shi, Zhan Stochastic optimization over proximally smooth sets. (English) Zbl 07966997 SIAM J. Optim. 35, No. 1, 157-179 (2025). MSC: 65K10 90C15 90C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Yan; Lan, Guanghui Policy mirror descent inherently explores action space. (English) Zbl 07966996 SIAM J. Optim. 35, No. 1, 116-156 (2025). MSC: 90C40 90C15 90C26 68Q25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Milz, Johannes Consistency of sample-based stationary points for infinite-dimensional stochastic optimization. (English) Zbl 07966993 SIAM J. Optim. 35, No. 1, 42-61 (2025). MSC: 65C05 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ernst, Philip A.; Mei, Hongwei The minimax Wiener sequential testing problem. (English) Zbl 07966988 SIAM J. Control Optim. 63, No. 1, 206-226 (2025). MSC: 60J60 60H10 60G40 93E20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Geiersbach, Caroline; Henrion, René; Pérez-Aros, Pedro Numerical solution of an optimal control problem with probabilistic and almost sure state constraints. (English) Zbl 07965912 J. Optim. Theory Appl. 204, No. 1, Paper No. 7, 30 p. (2025). MSC: 65K10 49K20 49K45 35Q93 49J52 90C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Parsons, Tyler; Seo, Jaho; Livesey, Dan Municipal street-sweeping area generation with route optimization. (English) Zbl 07964260 Int. Trans. Oper. Res. 32, No. 3, 1375-1399 (2025). MSC: 90-XX × Cite Format Result Cite Review PDF Full Text: DOI
Bergou, Elhoucine; Chada, Neil K.; Diouane, Youssef A stochastic iteratively regularized Gauss-Newton method. (English) Zbl 07964132 Inverse Probl. 41, No. 1, Article ID 015005, 21 p. (2025). MSC: 65K05 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Syed, Shahbaz P. Qadri; Bai, He Approximate constrained stochastic optimal control via parameterized input inference. (English) Zbl 07963786 Automatica 171, Article ID 111978, 7 p. (2025). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
Krishnan, Vishaal; Martínez, Sonia Distributed online optimization for multi-agent optimal transport. (English) Zbl 07963703 Automatica 171, Article ID 111880, 8 p. (2025). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Shuzhen; Yuan, Yuan; Tao, Youming; Wang, Tianzhu; Cai, Zhipeng; Yu, Dongxiao Adaptive pruning-based Newton’s method for distributed learning. (English) Zbl 07963023 Theor. Comput. Sci. 1026, Article ID 114987, 14 p. (2025). MSC: 68Qxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Visconti, Piero Optimality conditions for parabolic stochastic optimal control problems with boundary controls. (English) Zbl 07962325 Appl. Math. Optim. 91, No. 1, Paper No. 4, 43 p. (2025). MSC: 49J50 49J53 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Mengxiang; Li, Shengjie A proximal stochastic quasi-Newton algorithm with dynamical sampling and stochastic line search. (English) Zbl 07960912 J. Sci. Comput. 102, No. 1, Paper No. 23, 36 p. (2025). MSC: 47N10 49J52 65K10 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Yi; Lu, Yunfan; Liu, Fengxia; Li, Cheng; Gong, Zixian; Hu, Zhe; Xu, Qun Privacy-preserving and communication-efficient stochastic alternating direction method of multipliers for federated learning. (English) Zbl 07958761 Inf. Sci. 691, Article ID 121641, 18 p. (2025). MSC: 68T05 68P25 68P27 90C15 × Cite Format Result Cite Review PDF Full Text: DOI
Osipenko, K. Yu. Optimal recovery of linear operators from information of random functions. (English) Zbl 07955058 J. Complexity 86, Article ID 101903, 15 p. (2025). MSC: 41A65 41A46 49N30 60G35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hong, Yusu; Lin, Junhong High probability bounds on AdaGrad for constrained weakly convex optimization. (English) Zbl 07955050 J. Complexity 86, Article ID 101889, 30 p. (2025). MSC: 90Cxx 68Txx 65Kxx × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Chuanqi; Wu, Jin-Long Neural dynamical operator: continuous spatial-temporal model with gradient-based and derivative-free optimization methods. (English) Zbl 07953973 J. Comput. Phys. 520, Article ID 113480, 24 p. (2025). MSC: 68Txx 65Nxx 65Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Qiao, Jinghui; Qiao, Jiayu; Gao, Peng; Bai, Zhe; Xiong, Ningkang Fuzzy serial-parallel stochastic configuration networks based on nonconvex dynamic membership function optimization. (English) Zbl 07950743 Inf. Sci. 690, Article ID 121501, 15 p. (2025). MSC: 93C42 93E03 93B70 90C26 × Cite Format Result Cite Review PDF Full Text: DOI
Hongler, Max-Olivier; Rivier, Renaud An exact bandit model for the risk-volatility tradeoff. (English) Zbl 07949242 J. Dyn. Games 12, No. 1, 48-63 (2025). MSC: 60H30 60H10 60J60 60G40 93E20 91G80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Blanchard, Moïse; Jaffe, Adam Quinn Fréchet mean set estimation in the Hausdorff metric, via relaxation. (English) Zbl 07938574 Bernoulli 31, No. 1, 432-456 (2025). MSC: 62Hxx 62Gxx 60Fxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Cénac, Peggy; Godichon-Baggioni, Antoine; Portier, Bruno An efficient averaged stochastic Gauss-Newton algorithm for estimating parameters of nonlinear regressions models. (English) Zbl 07938557 Bernoulli 31, No. 1, 1-29 (2025). MSC: 62Jxx 62Gxx 62Lxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Song, Haiming; Wang, Hao; Wu, Jiageng; Yang, Jinda An efficient ADAM-type algorithm with finite elements discretization technique for random elliptic optimal control problems. (English) Zbl 07901831 J. Comput. Appl. Math. 454, Article ID 116199, 16 p. (2025). MSC: 49K20 65K10 65M60 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Furmans, Kai Material handling and production systems modelling – based on queuing models (to appear). (English) Zbl 1269.90003 Berlin: Springer (ISBN 978-3-540-31774-6/hbk; 978-3-540-31777-7/ebook). 150 p. (2023). MSC: 90-02 37N40 90B22 90B30 90B05 90B15 × Cite Format Result Cite Review PDF
Anstreicher, Kurt M.; Puges, Diane Extended Triangle Inequalities for Nonconvex Box-Constrained Quadratic Programming. arXiv:2501.09150 Preprint, arXiv:2501.09150 [math.OC] (2025). MSC: 90C20 90C26 90C15 × Cite Format Result Cite Full Text: arXiv OA License
Faenza, Yuri; Foussoul, Ayoub; He, Chengyue Two-stage stochastic stable matching. (English) Zbl 07981437 Vygen, Jens (ed.) et al., Integer programming and combinatorial optimization. 25th international conference, IPCO 2024, Wrocław, Poland, July 3–5, 2024. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 14679, 154-167 (2024). MSC: 90C10 90C27 × Cite Format Result Cite Review PDF Full Text: DOI
Spitzer, Victor; Gicquel, Céline; Gurevsky, Evgeny; Sanson, François Day-ahead lot-sizing under uncertainty: an application to green hydrogen production. (English) Zbl 07981226 Basu, Amitabh (ed.) et al., Combinatorial optimization. 8th international symposium, ISCO 2024, La Laguna, Tenerife, Spain, May 22–24, 2024. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 14594, 402-416 (2024). MSC: 90C27 × Cite Format Result Cite Review PDF Full Text: DOI
te Rietmole, Puck; Uetz, Marc Sequencing stochastic jobs with a single sample. (English) Zbl 07981214 Basu, Amitabh (ed.) et al., Combinatorial optimization. 8th international symposium, ISCO 2024, La Laguna, Tenerife, Spain, May 22–24, 2024. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 14594, 235-247 (2024). MSC: 90C27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fleten, Kristine Klock; Aasgård, Ellen Krohn; Xing, Liyuan; Grøttum, Hanne Høie; Fleten, Stein-Erik; Gundersen, Odd Erik Applying and benchmarking a stochastic programming-based bidding strategy for day-ahead hydropower scheduling. (English) Zbl 07981026 Comput. Manag. Sci. 21, No. 2, Paper No. 44, 24 p. (2024). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Ke-Xin; Wu, Zhong-Ming; Wan, Neng A general framework for nonconvex sparse mean-CVaR portfolio optimization via ADMM. (English) Zbl 07977974 J. Oper. Res. Soc. China 12, No. 4, 1022-1047 (2024). MSC: 91G10 65K05 90C15 90C26 91G70 × Cite Format Result Cite Review PDF Full Text: DOI
Bensoussan, Alain; Liu, John J.; Yuan, Jiguang A splitting method for band control of Brownian motion: with application to mutual reserve optimization. (English) Zbl 07976716 Oper. Res. 72, No. 6, 2665-2676 (2024). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI
He, Shengyi; Jiang, Guangxin; Lam, Henry; Fu, Michael C. Adaptive importance sampling for efficient stochastic root finding and quantile estimation. (English) Zbl 07976714 Oper. Res. 72, No. 6, 2612-2630 (2024). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, You-Lin; Na, Sen; Kolar, Mladen Convergence analysis of accelerated stochastic gradient descent under the growth condition. (English) Zbl 07975721 Math. Oper. Res. 49, No. 4, 2492-2526 (2024). MSC: 90-08 90C06 90C15 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Berahas, Albert S.; Curtis, Frank E.; O’Neill, Michael J.; Robinson, Daniel P. A stochastic sequential quadratic optimization algorithm for nonlinear-equality-constrained optimization with rank-deficient Jacobians. (English) Zbl 07975709 Math. Oper. Res. 49, No. 4, 2212-2248 (2024). MSC: 90C20 65K05 65K10 90C15 90C30 90C55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hayashi, Koyo; Hirai, Hiroshi; Sakabe, Keiya Finding Hall blockers by matrix scaling. (English) Zbl 07975707 Math. Oper. Res. 49, No. 4, 2166-2179 (2024). MSC: 05C85 05C50 05C70 15B48 15B51 90C27 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Leimkuhler, Benedict (ed.); Tsai, Richard (ed.); Vilmart, Gilles (ed.); Ward, Rachel (ed.) Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26–31, 2024. (English) Zbl 07975108 Oberwolfach Rep. 21, No. 2, 1445-1516 (2024). MSC: 65-06 00B05 00B25 37M05 37M15 58J65 65L05 49-XX 62Dxx 65Kxx × Cite Format Result Cite Review PDF Full Text: DOI
Pareschi, Lorenzo Optimization by linear kinetic equations and mean-field Langevin dynamics. (English) Zbl 07973570 Math. Models Methods Appl. Sci. 34, No. 12, 2191-2216 (2024). MSC: 65K10 62D05 82C40 35Q20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Takeda, Kota; Sakajo, Takashi Uniform error bounds of the ensemble transform Kalman filter for chaotic dynamics with multiplicative covariance inflation. (English) Zbl 07973167 SIAM/ASA J. Uncertain. Quantif. 12, 1315-1335 (2024). MSC: 65C05 35R30 35Q93 62M20 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Graziani, Carlo; Ngom, Marieme Targeted adaptive design. (English) Zbl 07973166 SIAM/ASA J. Uncertain. Quantif. 12, 1273-1314 (2024). MSC: 62L05 62M20 93E35 62F15 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Xun-Jian; Li, Shuang; Tian, Guo-Liang A new MM algorithm for root-finding problems. (English) Zbl 07972520 Stat. Neerl. 78, No. 4, 692-701 (2024). MSC: 62Nxx 65Cxx 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Mengütürk, Levent Ali; Mengütürk, Murat Cahit From Loewner-captive Hermitian diffusions to risk-captive efficient frontiers. (English) Zbl 07969953 Stoch. Dyn. 24, No. 7, Article ID 2450051, 31 p. (2024). MSC: 60J60 60H10 93E20 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Yongxin; Han, Deren Several kinds of acceleration techniques for unconstrained optimization first-order algorithms. (Chinese. English summary) Zbl 07969227 Math. Numer. Sin. 46, No. 2, 213-231 (2024). MSC: 90C15 90C25 90C30 65K05 × Cite Format Result Cite Review PDF Full Text: DOI
Frangella, Zachary; Rathore, Pratik; Zhao, Shipu; Udell, Madeleine SketchySGD: reliable stochastic optimization via randomized curvature estimates. (English) Zbl 07968340 SIAM J. Math. Data Sci. 6, No. 4, 1173-1204 (2024). MSC: 90C15 90C25 90C53 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Akeju, A. O.; Ayoola, E. O. Computation of the Greeks delta and gamma of Asian option: a Malliavin calculus approach. (English) Zbl 07965496 J. Niger. Math. Soc. 43, No. 2, 163-181 (2024). MSC: 91Bxx 91Gxx 49Q12 60H30 62P05 × Cite Format Result Cite Review PDF Full Text: Link
Carlon, André Gustavo; Espath, Luis; Tempone, Raúl Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization. (English) Zbl 07965418 Optim. Methods Softw. 39, No. 6, 1352-1382 (2024). MSC: 65K10 90C15 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Alderman, Seth J.; Luikart, Roan W.; Marshall, Nicholas F. Randomized Kaczmarz with geometrically smoothed momentum. (English) Zbl 07964152 SIAM J. Matrix Anal. Appl. 45, No. 4, 2287-2313 (2024). MSC: 65F05 37H05 65K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ding, Zhiyan; Guerra, Martin; Li, Qin; Tadmor, Eitan Swarm-based gradient descent meets simulated annealing. (English) Zbl 07963014 SIAM J. Numer. Anal. 62, No. 6, 2745-2781 (2024). MSC: 90C26 65K10 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ye, Lintao; Chi, Ming; Liao, Ruiquan; Gupta, Vijay Learning decentralized linear quadratic regulators with \(\sqrt{T}\) regret. (English) Zbl 07962972 SIAM J. Control Optim. 62, No. 6, 3341-3368 (2024). MSC: 93A14 93E35 49N10 49N05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jiang, Haoyu; Xu, Jason The stochastic proximal distance algorithm. (English) Zbl 07962608 Stat. Comput. 34, No. 6, Paper No. 210, 23 p. (2024). MSC: 62-08 65K05 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Alvares Maffra, Sergio; Pennanen, Teemu Cashflow-driven investment beyond expectations. (English) Zbl 07961711 Scand. Actuar. J. 2024, No. 10, 1093-1118 (2024). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Gorbunov, Eduard; Danilova, Marina; Shibaev, Innokentiy; Dvurechensky, Pavel; Gasnikov, Alexander High-probability complexity bounds for non-smooth stochastic convex optimization with heavy-tailed noise. (English) Zbl 07960848 J. Optim. Theory Appl. 203, No. 3, 2679-2738 (2024). MSC: 90C25 90C15 68Q25 65Y20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Min; Nie, Tianyang; Wang, Shujun; Yan, Ke Incomplete information mean-field games and related Riccati equations. (English) Zbl 07960842 J. Optim. Theory Appl. 203, No. 3, 2487-2508 (2024). MSC: 90Cxx 49-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lobanov, Aleksandr; Bashirov, Nail; Gasnikov, Alexander The “black-box” optimization problem: zero-order accelerated stochastic method via kernel approximation. (English) Zbl 07960841 J. Optim. Theory Appl. 203, No. 3, 2451-2486 (2024). MSC: 65K05 90C15 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Karandikar, Rajeeva Laxman; Vidyasagar, Mathukumalli Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications. (English) Zbl 07960840 J. Optim. Theory Appl. 203, No. 3, 2412-2450 (2024). MSC: 62L20 60G17 93D05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Li; He, Long; Zhou, Yangfang (Helen) An exponential cone programming approach for managing electric vehicle charging. (English) Zbl 07960304 Oper. Res. 72, No. 5, 2215-2240 (2024). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Sutter, Tobias; Van Parys, Bart P. G.; Kuhn, Daniel A Pareto dominance principle for data-driven optimization. (English) Zbl 07960291 Oper. Res. 72, No. 5, 1976-1999 (2024). MSC: 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
van Ackooij, Wim; Oudjane, Nadia On supply and network investment in power systems. (English) Zbl 07960255 4OR 22, No. 4, 465-481 (2024). MSC: 90C15 90C25 × Cite Format Result Cite Review PDF Full Text: DOI
Ghosh, Soumyadip; Lu, Yingdong; Nowicki, Tomasz Polynomial convergence of iterations of certain random operators in Hilbert space. (English) Zbl 07959838 J. Appl. Anal. 30, No. 2, 239-249 (2024). MSC: 46N10 47B80 60B10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Suttle, Wesley A.; Koppel, Alec; Liu, Ji Occupancy information ratio: infinite-horizon, information-directed, parameterized policy search. (English) Zbl 07957555 SIAM J. Control Optim. 62, No. 6, 3145-3171 (2024). MSC: 93E03 93E20 93E35 90-08 65K05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Zhang, Ying; Chen, Bei Sliding mode control for Markovian jump systems under a switched scheduling protocol. (English) Zbl 07957389 Int. J. Adapt. Control Signal Process. 38, No. 5, 1744-1761 (2024). MSC: 93E03 93B12 93E15 94C12 × Cite Format Result Cite Review PDF Full Text: DOI
Miller, Jared; Smith, Roy S. Peak estimation of rational systems using convex optimization. (English) Zbl 07957358 Eur. J. Control 80, Article ID 101088, 9 p. (2024). MSC: 93E10 90C23 28A35 93C10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Menelaou, C.; Timotheou, S.; Kolios, P.; Panayiotou, C. G. Efficient demand management for the on-time arrival problem: a convexified multi-objective approach assuming macroscopic traffic dynamics. (English) Zbl 07957344 Eur. J. Control 80, Article ID 101057, 8 p. (2024). MSC: 90B06 90B20 90B15 × Cite Format Result Cite Review PDF Full Text: DOI
Martin, Andrea; Furieri, Luca; Dörfler, Florian; Lygeros, John; Ferrari-Trecate, Giancarlo Regret optimal control for uncertain stochastic systems. (English) Zbl 07957338 Eur. J. Control 80, Article ID 101051, 8 p. (2024). MSC: 93E20 93C41 93C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chen, Xi; Lai, Zehua; Li, He; Zhang, Yichen Online statistical inference for stochastic optimization via Kiefer-Wolfowitz methods. (English) Zbl 07956503 J. Am. Stat. Assoc. 119, No. 548, 2972-2982 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Borisov, A. V.; Ivanov, A. V. Stochastic models for the time complexity of computing tasks. I: Development principles, statistical data mining, and identification problems. (English) Zbl 07954384 J. Comput. Syst. Sci. Int. 63, No. 1, 19-30 (2024). MSC: 68M20 62P30 × Cite Format Result Cite Review PDF Full Text: DOI
Pradhan, Somnath; Yüksel, Serdar Near optimality of Lipschitz and smooth policies in controlled diffusions. (English) Zbl 07954054 Syst. Control Lett. 193, Article ID 105943, 6 p. (2024). MSC: 93-XX 60J60 93E20 35Q93 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Shelud’ko, Anton Sergeevich Application of particle swarm optimization for parameter estimation of the logistic map. (English) Zbl 07953940 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 17, No. 3, 102-111 (2024). MSC: 93E12 × Cite Format Result Cite Review PDF Full Text: DOI MNR
Kimiaei, Morteza; Neumaier, Arnold Effective matrix adaptation strategy for noisy derivative-free optimization. (English) Zbl 07951596 Math. Program. Comput. 16, No. 3, 459-501 (2024). MSC: 90C15 90C30 90C56 × Cite Format Result Cite Review PDF Full Text: DOI
Christensen, Sören; Thomsen, Asbjørn Holk; Trottner, Lukas Data-driven rules for multidimensional reflection problems. (English) Zbl 07950873 SIAM/ASA J. Uncertain. Quantif. 12, 1240-1272 (2024). MSC: 93E20 68T05 49Q10 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Curtis, Frank E.; Robinson, Daniel P.; Zhou, Baoyu Sequential quadratic optimization for stochastic optimization with deterministic nonlinear inequality and equality constraints. (English) Zbl 07950591 SIAM J. Optim. 34, No. 4, 3592-3622 (2024). MSC: 90C20 65K05 65K10 90C15 90C30 90C55 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Keyvandarian, Ali; Saif, Ahmed An adaptive distributionally robust optimization approach for optimal sizing of hybrid renewable energy systems. (English) Zbl 07950140 J. Optim. Theory Appl. 203, No. 2, 2055-2082 (2024). MSC: 90Cxx 49-XX × Cite Format Result Cite Review PDF Full Text: DOI
Almen, Aray; Dentcheva, Darinka On risk evaluation and control of distributed multi-agent systems. (English) Zbl 07950139 J. Optim. Theory Appl. 203, No. 2, 2025-2054 (2024). MSC: 90C15 91G70 90-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Traoré, Cheik; Apidopoulos, Vassilis; Salzo, Saverio; Villa, Silvia Variance reduction techniques for stochastic proximal point algorithms. (English) Zbl 07950135 J. Optim. Theory Appl. 203, No. 2, 1910-1939 (2024). MSC: 65K05 90C25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Chemetov, Nikolai; Cipriano, Fernanda A boundary control problem for stochastic 2D-Navier-Stokes equations. (English) Zbl 07950133 J. Optim. Theory Appl. 203, No. 2, 1847-1879 (2024). Reviewer: Piotr Biler (Wrocław) MSC: 35Q30 76D55 60H15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Archbold, Thomas A.; Kazlauskaite, Ieva; Cirak, Fehmi Variational Bayesian surrogate modelling with application to robust design optimisation. (English) Zbl 07949581 Comput. Methods Appl. Mech. Eng. 432, Part B, Article ID 117423, 23 p. (2024). MSC: 74P99 62P35 74S60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv