Liao, Wei; Liang, Taotao; Wei, Xiaohui; Yin, Qiaozhi Probabilistic reach-avoid problems in nondeterministic systems with time-varying targets and obstacles. (English) Zbl 07529355 Appl. Math. Comput. 425, Article ID 127054, 13 p. (2022). MSC: 93Bxx 93Cxx 93Exx PDF BibTeX XML Cite \textit{W. Liao} et al., Appl. Math. Comput. 425, Article ID 127054, 13 p. (2022; Zbl 07529355) Full Text: DOI OpenURL
Khlebnikov, M. V. Sparse filtering under bounded exogenous disturbances. (English. Russian original) Zbl 07528548 Autom. Remote Control 83, No. 2, 191-203 (2022); translation from Avtom. Telemekh. 2022, No. 2, 35-50 (2022). MSC: 93E11 93C73 93B53 90C22 PDF BibTeX XML Cite \textit{M. V. Khlebnikov}, Autom. Remote Control 83, No. 2, 191--203 (2022; Zbl 07528548); translation from Avtom. Telemekh. 2022, No. 2, 35--50 (2022) Full Text: DOI OpenURL
Ivanova, Anastasiya; Dvurechensky, Pavel; Vorontsova, Evgeniya; Pasechnyuk, Dmitry; Gasnikov, Alexander; Dvinskikh, Darina; Tyurin, Alexander Oracle complexity separation in convex optimization. (English) Zbl 07528357 J. Optim. Theory Appl. 193, No. 1-3, 462-490 (2022). MSC: 90C25 65K05 PDF BibTeX XML Cite \textit{A. Ivanova} et al., J. Optim. Theory Appl. 193, No. 1--3, 462--490 (2022; Zbl 07528357) Full Text: DOI OpenURL
Fargetta, Georgia; Maugeri, Antonino; Scrimali, Laura A stochastic Nash equilibrium problem for medical supply competition. (English) Zbl 07528353 J. Optim. Theory Appl. 193, No. 1-3, 354-380 (2022). MSC: 90C15 92Cxx 90C46 90B15 49S05 49J40 PDF BibTeX XML Cite \textit{G. Fargetta} et al., J. Optim. Theory Appl. 193, No. 1--3, 354--380 (2022; Zbl 07528353) Full Text: DOI OpenURL
Jalilzadeh, Afrooz; Nedić, Angelia; Shanbhag, Uday V.; Yousefian, Farzad A variable sample-size stochastic quasi-Newton method for smooth and nonsmooth stochastic convex optimization. (English) Zbl 07528006 Math. Oper. Res. 47, No. 1, 690-719 (2022). MSC: 90C15 90C25 90C53 PDF BibTeX XML Cite \textit{A. Jalilzadeh} et al., Math. Oper. Res. 47, No. 1, 690--719 (2022; Zbl 07528006) Full Text: DOI OpenURL
Feinstein, Zachary; Rudloff, Birgit; Zhang, Jianfeng Dynamic set values for nonzero-sum games with multiple equilibriums. (English) Zbl 07528003 Math. Oper. Res. 47, No. 1, 616-642 (2022). MSC: 91A25 91A15 91A06 49L20 PDF BibTeX XML Cite \textit{Z. Feinstein} et al., Math. Oper. Res. 47, No. 1, 616--642 (2022; Zbl 07528003) Full Text: DOI OpenURL
Lim, Tongseok; McCann, Robert J. Geometrical bounds for variance and recentered moments. (English) Zbl 07527989 Math. Oper. Res. 47, No. 1, 286-296 (2022). MSC: 62H05 49N15 52A40 60E15 90C46 PDF BibTeX XML Cite \textit{T. Lim} and \textit{R. J. McCann}, Math. Oper. Res. 47, No. 1, 286--296 (2022; Zbl 07527989) Full Text: DOI OpenURL
Davis, Damek; Drusvyatskiy, Dmitriy Graphical convergence of subgradients in nonconvex optimization and learning. (English) Zbl 07527986 Math. Oper. Res. 47, No. 1, 209-231 (2022). MSC: 90C15 68Q32 65K10 PDF BibTeX XML Cite \textit{D. Davis} and \textit{D. Drusvyatskiy}, Math. Oper. Res. 47, No. 1, 209--231 (2022; Zbl 07527986) Full Text: DOI OpenURL
Chatterjee, Krishnendu; Saona, Raimundo; Ziliotto, Bruno Finite-memory strategies in POMDPs with long-run average objectives. (English) Zbl 07527982 Math. Oper. Res. 47, No. 1, 100-119 (2022). MSC: 90C39 90C40 37A50 03D15 PDF BibTeX XML Cite \textit{K. Chatterjee} et al., Math. Oper. Res. 47, No. 1, 100--119 (2022; Zbl 07527982) Full Text: DOI OpenURL
Horváth, Samuel; Lei, Lihua; Richtárik, Peter; Jordan, Michael I. Adaptivity of stochastic gradient methods for nonconvex optimization. (English) Zbl 07527964 SIAM J. Math. Data Sci. 4, No. 2, 634-648 (2022). MSC: 90C06 90C15 90C26 PDF BibTeX XML Cite \textit{S. Horváth} et al., SIAM J. Math. Data Sci. 4, No. 2, 634--648 (2022; Zbl 07527964) Full Text: DOI OpenURL
Zhao, Yunpeng An optimal uniform concentration inequality for discrete entropies on finite alphabets in the high-dimensional setting. (English) Zbl 07526610 Bernoulli 28, No. 3, 1892-1911 (2022). MSC: 60E15 94A17 94A29 90C26 PDF BibTeX XML Cite \textit{Y. Zhao}, Bernoulli 28, No. 3, 1892--1911 (2022; Zbl 07526610) Full Text: DOI Link OpenURL
Roy, Abhishek; Shen, Lingqing; Balasubramanian, Krishnakumar; Ghadimi, Saeed Stochastic zeroth-order discretizations of Langevin diffusions for Bayesian inference. (English) Zbl 07526607 Bernoulli 28, No. 3, 1810-1834 (2022). MSC: 62F15 65Cxx 90Cxx PDF BibTeX XML Cite \textit{A. Roy} et al., Bernoulli 28, No. 3, 1810--1834 (2022; Zbl 07526607) Full Text: DOI Link OpenURL
Beltrán, Felipe; Finardi, Erlon C.; Fredo, Guilherme M.; de Oliveira, Welington Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers. (English) Zbl 07525348 Optim. Eng. 23, No. 1, 147-168 (2022). MSC: 90Cxx 90Bxx 65Kxx PDF BibTeX XML Cite \textit{F. Beltrán} et al., Optim. Eng. 23, No. 1, 147--168 (2022; Zbl 07525348) Full Text: DOI OpenURL
Lagos, Tomás; Armstrong, Margaret; Homem-de-Mello, Tito; Lagos, Guido; Sauré, Denis A framework for adaptive open-pit mining planning under geological uncertainty. (English) Zbl 07525347 Optim. Eng. 23, No. 1, 111-146 (2022). MSC: 90Cxx 90Bxx 86Axx PDF BibTeX XML Cite \textit{T. Lagos} et al., Optim. Eng. 23, No. 1, 111--146 (2022; Zbl 07525347) Full Text: DOI OpenURL
Menzen, Clara; Kok, Manon; Batselier, Kim Alternating linear scheme in a Bayesian framework for low-rank tensor approximation. (English) Zbl 07525085 SIAM J. Sci. Comput. 44, No. 3, A1116-A1144 (2022). MSC: 15A69 93E24 15A23 90C06 62C10 PDF BibTeX XML Cite \textit{C. Menzen} et al., SIAM J. Sci. Comput. 44, No. 3, A1116--A1144 (2022; Zbl 07525085) Full Text: DOI OpenURL
Ambrosio, Luigi; Goldman, Michael; Trevisan, Dario On the quadratic random matching problem in two-dimensional domains. (English) Zbl 07524200 Electron. J. Probab. 27, Paper No. 54, 35 p. (2022). MSC: 60D05 90C05 39B62 60F25 35J05 49Q22 PDF BibTeX XML Cite \textit{L. Ambrosio} et al., Electron. J. Probab. 27, Paper No. 54, 35 p. (2022; Zbl 07524200) Full Text: DOI OpenURL
Laguel, Yassine; van Ackooij, Wim; Malick, Jérôme; Ramalho, Guilherme Matiussi On the convexity of level-sets of probability functions. (English) Zbl 07523730 J. Convex Anal. 29, No. 2, 411-442 (2022). MSC: 90C15 90C25 PDF BibTeX XML Cite \textit{Y. Laguel} et al., J. Convex Anal. 29, No. 2, 411--442 (2022; Zbl 07523730) Full Text: Link OpenURL
Roos, B. On the accuracy in a combinatorial central limit theorem: the characteristic function method. (English) Zbl 07523563 Theory Probab. Appl. 67, No. 1, 118-139 (2022) and Teor. Veroyatn. Primen. 67, No. 1, 150-175 (2022). MSC: 60-XX 90-XX PDF BibTeX XML Cite \textit{B. Roos}, Theory Probab. Appl. 67, No. 1, 118--139 (2022; Zbl 07523563) Full Text: DOI OpenURL
Bakay, G. A. Characterization of large deviation probabilities for regenerative sequences. (English. Russian original) Zbl 07517598 Proc. Steklov Inst. Math. 316, No. 1, 40-56 (2022); translation from Tr. Mat. Inst. Steklova 316, 47-63 (2022). MSC: 60-XX 90-XX PDF BibTeX XML Cite \textit{G. A. Bakay}, Proc. Steklov Inst. Math. 316, No. 1, 40--56 (2022; Zbl 07517598); translation from Tr. Mat. Inst. Steklova 316, 47--63 (2022) Full Text: DOI OpenURL
Liu, Wei; Sun, Youfa; Chen, Xu Mean-field formulation for mean-variance asset-liability management with cash flow under an uncertain exit time. (English) Zbl 07517537 Open Math. 20, 24-37 (2022). MSC: 90C39 91G10 93E20 PDF BibTeX XML Cite \textit{W. Liu} et al., Open Math. 20, 24--37 (2022; Zbl 07517537) Full Text: DOI OpenURL
Cartis, Coralia; Otemissov, Adilet A dimensionality reduction technique for unconstrained global optimization of functions with low effective dimensionality. (English) Zbl 07517497 Inf. Inference 11, No. 1, 167-201 (2022). MSC: 90C15 PDF BibTeX XML Cite \textit{C. Cartis} and \textit{A. Otemissov}, Inf. Inference 11, No. 1, 167--201 (2022; Zbl 07517497) Full Text: DOI OpenURL
Mortier, Bert; Robbe, Pieterjan; Baelmans, Martine; Samaey, Giovanni Multilevel asymptotic-preserving Monte Carlo for kinetic-diffusive particle simulations of the Boltzmann-BGK equation. (English) Zbl 07517099 J. Comput. Phys. 450, Article ID 110736, 23 p. (2022). MSC: 65Cxx 82Cxx 90Cxx PDF BibTeX XML Cite \textit{B. Mortier} et al., J. Comput. Phys. 450, Article ID 110736, 23 p. (2022; Zbl 07517099) Full Text: DOI OpenURL
Kouri, Drew P.; Surowiec, Thomas M. A primal-dual algorithm for risk minimization. (English) Zbl 07516313 Math. Program. 193, No. 1 (A), 337-363 (2022). MSC: 65K10 90C15 93E20 PDF BibTeX XML Cite \textit{D. P. Kouri} and \textit{T. M. Surowiec}, Math. Program. 193, No. 1 (A), 337--363 (2022; Zbl 07516313) Full Text: DOI OpenURL
Salzo, Saverio; Villa, Silvia Parallel random block-coordinate forward-backward algorithm: a unified convergence analysis. (English) Zbl 07516310 Math. Program. 193, No. 1 (A), 225-269 (2022). MSC: 65K05 90C25 90C06 49M27 PDF BibTeX XML Cite \textit{S. Salzo} and \textit{S. Villa}, Math. Program. 193, No. 1 (A), 225--269 (2022; Zbl 07516310) Full Text: DOI OpenURL
Lei, Jinlong; Shanbhag, Uday V. Distributed variable sample-size gradient-response and best-response schemes for stochastic Nash equilibrium problems. (English) Zbl 07516288 SIAM J. Optim. 32, No. 2, 573-603 (2022). MSC: 65K05 90C06 90C30 90C53 65C99 PDF BibTeX XML Cite \textit{J. Lei} and \textit{U. V. Shanbhag}, SIAM J. Optim. 32, No. 2, 573--603 (2022; Zbl 07516288) Full Text: DOI OpenURL
Balasubramanian, Krishnakumar; Ghadimi, Saeed; Nguyen, Anthony Stochastic multilevel composition optimization algorithms with level-independent convergence rates. (English) Zbl 07516286 SIAM J. Optim. 32, No. 2, 519-544 (2022). MSC: 90C30 90C26 90C15 49M37 PDF BibTeX XML Cite \textit{K. Balasubramanian} et al., SIAM J. Optim. 32, No. 2, 519--544 (2022; Zbl 07516286) Full Text: DOI OpenURL
Járai, Antal A. Asymptotics of the optimum in discrete sequential assignment. (English) Zbl 07515390 Stochastic Processes Appl. 148, 267-277 (2022). MSC: 60K99 90C39 49L20 PDF BibTeX XML Cite \textit{A. A. Járai}, Stochastic Processes Appl. 148, 267--277 (2022; Zbl 07515390) Full Text: DOI OpenURL
Mondal, Prasenjit Discounted semi-Markov games and algorithms for solving two structured classes. (English) Zbl 07514366 Int. Game Theory Rev. 24, No. 1, Article ID 2150006, 25 p. (2022). MSC: 91A15 90C33 PDF BibTeX XML Cite \textit{P. Mondal}, Int. Game Theory Rev. 24, No. 1, Article ID 2150006, 25 p. (2022; Zbl 07514366) Full Text: DOI OpenURL
Mercado, Yessica Andrea; Henao, César Augusto; González, Virginia I. A two-stage stochastic optimization model for the retail multiskilled personnel scheduling problem: a \(k\)-chaining policy with \(k \geq 2\). (English) Zbl 07513195 Math. Biosci. Eng. 19, No. 1, 892-917 (2022). MSC: 90B36 90C15 PDF BibTeX XML Cite \textit{Y. A. Mercado} et al., Math. Biosci. Eng. 19, No. 1, 892--917 (2022; Zbl 07513195) Full Text: DOI OpenURL
Rossit, Diego G.; Nesmachnow, Segio; Toutouh, Jamal; Luna, Francisco Scheduling deferrable electric appliances in smart homes: a bi-objective stochastic optimization approach. (English) Zbl 07513156 Math. Biosci. Eng. 19, No. 1, 34-65 (2022). MSC: 93E20 90B36 90C11 PDF BibTeX XML Cite \textit{D. G. Rossit} et al., Math. Biosci. Eng. 19, No. 1, 34--65 (2022; Zbl 07513156) Full Text: DOI OpenURL
Djete, Mao Fabrice; Possamaï, Dylan; Tan, Xiaolu McKean-Vlasov optimal control: the dynamic programming principle. (English) Zbl 07512877 Ann. Probab. 50, No. 2, 791-833 (2022). MSC: 49L20 93E20 60K35 60H30 90C39 60Jxx PDF BibTeX XML Cite \textit{M. F. Djete} et al., Ann. Probab. 50, No. 2, 791--833 (2022; Zbl 07512877) Full Text: DOI Link OpenURL
Li, Gang; Li, Minghua; Hu, Yaohua Stochastic quasi-subgradient method for stochastic quasi-convex feasibility problems. (English) Zbl 07512199 Discrete Contin. Dyn. Syst., Ser. S 15, No. 4, 713-725 (2022). MSC: 65K05 90C26 49M37 PDF BibTeX XML Cite \textit{G. Li} et al., Discrete Contin. Dyn. Syst., Ser. S 15, No. 4, 713--725 (2022; Zbl 07512199) Full Text: DOI OpenURL
Chen, Peng; Lu, Jianya; Xu, Lihu Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations. (English) Zbl 07511786 Appl. Math. Optim. 85, No. 2, Paper No. 15, 40 p. (2022). MSC: 60H07 60H10 60H30 90C59 PDF BibTeX XML Cite \textit{P. Chen} et al., Appl. Math. Optim. 85, No. 2, Paper No. 15, 40 p. (2022; Zbl 07511786) Full Text: DOI OpenURL
Ankirchner, Stefan; Blanchet-Scalliet, Christophette; Dorobantu, Diana; Gay, Laura First passage time density of an Ornstein-Uhlenbeck process with broken drift. (English) Zbl 07511764 Stoch. Models 38, No. 2, 308-329 (2022). MSC: 60-XX 91-XX 90-XX PDF BibTeX XML Cite \textit{S. Ankirchner} et al., Stoch. Models 38, No. 2, 308--329 (2022; Zbl 07511764) Full Text: DOI OpenURL
Bet, Gianmarco; Selen, Jori; Zocca, Alessandro Weighted Dyck paths and nonstationary queues. (English) Zbl 07511762 Stoch. Models 38, No. 2, 268-287 (2022). MSC: 60-XX 91-XX 90-XX PDF BibTeX XML Cite \textit{G. Bet} et al., Stoch. Models 38, No. 2, 268--287 (2022; Zbl 07511762) Full Text: DOI OpenURL
Chen, Xiaowei; Huang, Fuzhe; Li, Xiufang Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model. (English) Zbl 07511758 Stoch. Models 38, No. 2, 167-189 (2022). MSC: 60-XX 91-XX 90-XX PDF BibTeX XML Cite \textit{X. Chen} et al., Stoch. Models 38, No. 2, 167--189 (2022; Zbl 07511758) Full Text: DOI OpenURL
Vigna, Elena Tail optimality and preferences consistency for intertemporal optimization problems. (English) Zbl 07511192 SIAM J. Financ. Math. 13, No. 1, 295-320 (2022). MSC: 49L20 60G99 60J99 90C39 91G10 PDF BibTeX XML Cite \textit{E. Vigna}, SIAM J. Financ. Math. 13, No. 1, 295--320 (2022; Zbl 07511192) Full Text: DOI OpenURL
Deng, Yunxiao; Sen, Suvrajeet Predictive stochastic programming. (English) Zbl 07510425 Comput. Manag. Sci. 19, No. 1, 65-98 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{Y. Deng} and \textit{S. Sen}, Comput. Manag. Sci. 19, No. 1, 65--98 (2022; Zbl 07510425) Full Text: DOI OpenURL
Kalogerias, Dionysios S.; Powell, Warren B. Zeroth-order stochastic compositional algorithms for risk-aware learning. (English) Zbl 07510408 SIAM J. Optim. 32, No. 2, 386-416 (2022). MSC: 90C15 90-08 90C25 90C59 90C99 PDF BibTeX XML Cite \textit{D. S. Kalogerias} and \textit{W. B. Powell}, SIAM J. Optim. 32, No. 2, 386--416 (2022; Zbl 07510408) Full Text: DOI OpenURL
Xiao, Xuejian; Tian, Li; Alahmadi, Khaled Mohammad; Gu, Xinren Landscape architecture construction using landscape urbanism and dynamic nonlinear system thinking. (English) Zbl 07507563 Fractals 30, No. 2, Article ID 2240079, 13 p. (2022). MSC: 60Gxx 65Fxx 90Cxx PDF BibTeX XML Cite \textit{X. Xiao} et al., Fractals 30, No. 2, Article ID 2240079, 13 p. (2022; Zbl 07507563) Full Text: DOI OpenURL
Kim, Kibaek; Dandurand, Brian Scalable branching on dual decomposition of stochastic mixed-integer programming problems. (English) Zbl 07507320 Math. Program. Comput. 14, No. 1, 1-41 (2022). MSC: 90Cxx 90-08 90C06 90C11 90C15 90C25 90C26 90C30 90C46 PDF BibTeX XML Cite \textit{K. Kim} and \textit{B. Dandurand}, Math. Program. Comput. 14, No. 1, 1--41 (2022; Zbl 07507320) Full Text: DOI OpenURL
Ren, Junchao; Sun, Qingdong; Fu, Jun Robust sliding mode control for stochastic singular Markovian jump systems with unmatched one-sided Lipschitz nonlinearities. (English) Zbl 07507103 J. Franklin Inst. 359, No. 5, 1821-1851 (2022). MSC: 93B12 93B35 93E03 90C25 PDF BibTeX XML Cite \textit{J. Ren} et al., J. Franklin Inst. 359, No. 5, 1821--1851 (2022; Zbl 07507103) Full Text: DOI OpenURL
Huang, Bingdi; Shen, Peiping Global optimization algorithm for solving sum of linear ratios problems. (English) Zbl 1483.90158 Pac. J. Optim. 18, No. 1, 177-194 (2022). MSC: 90C30 90C33 90C15 PDF BibTeX XML Cite \textit{B. Huang} and \textit{P. Shen}, Pac. J. Optim. 18, No. 1, 177--194 (2022; Zbl 1483.90158) Full Text: Link OpenURL
Zhou, Na; Tan, Juan; Ren, Xiangyang; Jiang, Xinxin Measurement of coordination degree between economy and logistics in Hebei Province, China, based on fractional grey model (1, 1). (English) Zbl 07503795 Discrete Dyn. Nat. Soc. 2022, Article ID 9539940, 12 p. (2022). MSC: 90Cxx 62Mxx 62Pxx PDF BibTeX XML Cite \textit{N. Zhou} et al., Discrete Dyn. Nat. Soc. 2022, Article ID 9539940, 12 p. (2022; Zbl 07503795) Full Text: DOI OpenURL
Jang, Chul; Owadally, Iqbal; Clare, Andrew; Kashif, Muhammad Lifetime consumption and investment with housing, deferred annuities and home equity release. (English) Zbl 07503255 Quant. Finance 22, No. 1, 129-145 (2022). MSC: 91G05 91G15 90C15 PDF BibTeX XML Cite \textit{C. Jang} et al., Quant. Finance 22, No. 1, 129--145 (2022; Zbl 07503255) Full Text: DOI OpenURL
Birge, John R.; Blomvall, Jörgen; Ekblom, Jonas The value and cost of more stages in stochastic programming: a statistical analysis on a set of portfolio choice problems. (English) Zbl 07503253 Quant. Finance 22, No. 1, 95-112 (2022). MSC: 91G10 90C15 PDF BibTeX XML Cite \textit{J. R. Birge} et al., Quant. Finance 22, No. 1, 95--112 (2022; Zbl 07503253) Full Text: DOI OpenURL
He, Xiaoyu; Zheng, Zibin; Zhou, Yuren; Chen, Chuan QNG: a quasi-natural gradient method for large-scale statistical learning. (English) Zbl 07501969 SIAM J. Optim. 32, No. 1, 228-255 (2022). MSC: 90C06 90C53 65K05 PDF BibTeX XML Cite \textit{X. He} et al., SIAM J. Optim. 32, No. 1, 228--255 (2022; Zbl 07501969) Full Text: DOI OpenURL
Colajanni, Gabriella; Daniele, Patrizia; Sciacca, Daniele On the provision of services with UAVs in disaster scenarios: a two-stage stochastic approach. (English) Zbl 07500862 SN Oper. Res. Forum 3, No. 1, Paper No. 18, 30 p. (2022). MSC: 90B15 90C15 90C33 PDF BibTeX XML Cite \textit{G. Colajanni} et al., SN Oper. Res. Forum 3, No. 1, Paper No. 18, 30 p. (2022; Zbl 07500862) Full Text: DOI OpenURL
Gulcan, Berkay; Eksioglu, Sandra D.; Song, Yongjia; Roni, Mohammad; Chen, Qiushi Optimization models for integrated biorefinery operations. (English) Zbl 07500340 Optim. Lett. 16, No. 3, 909-951 (2022). MSC: 90Cxx PDF BibTeX XML Cite \textit{B. Gulcan} et al., Optim. Lett. 16, No. 3, 909--951 (2022; Zbl 07500340) Full Text: DOI OpenURL
Bold, Matthew; Goerigk, Marc Investigating the recoverable robust single machine scheduling problem under interval uncertainty. (English) Zbl 07499200 Discrete Appl. Math. 313, 99-114 (2022). MSC: 90B36 90C11 68W25 90C59 PDF BibTeX XML Cite \textit{M. Bold} and \textit{M. Goerigk}, Discrete Appl. Math. 313, 99--114 (2022; Zbl 07499200) Full Text: DOI OpenURL
Avrachenkov, Konstantin; Gaitsgory, Vladimir; Gamertsfelder, Lucas LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems. (English) Zbl 07496956 J. Math. Anal. Appl. 512, No. 1, Article ID 126121, 54 p. (2022). MSC: 90Cxx 93Exx 60Jxx PDF BibTeX XML Cite \textit{K. Avrachenkov} et al., J. Math. Anal. Appl. 512, No. 1, Article ID 126121, 54 p. (2022; Zbl 07496956) Full Text: DOI OpenURL
Gaillardetz, Patrice; Hachem, Saeb Dynamic hedging in incomplete markets using risk measures. (English) Zbl 07495794 IMA J. Manag. Math. 33, No. 2, 345-367 (2022). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{P. Gaillardetz} and \textit{S. Hachem}, IMA J. Manag. Math. 33, No. 2, 345--367 (2022; Zbl 07495794) Full Text: DOI OpenURL
Gupta, Anupam; Kumar, Amit; Nagarajan, Viswanath; Shen, Xiangkun Stochastic makespan minimization in structured set systems. (English) Zbl 07495433 Math. Program. 192, No. 1-2 (B), 597-630 (2022). MSC: 68W25 90C27 90B15 PDF BibTeX XML Cite \textit{A. Gupta} et al., Math. Program. 192, No. 1--2 (B), 597--630 (2022; Zbl 07495433) Full Text: DOI OpenURL
Klein, Kim-Manuel About the complexity of two-stage stochastic IPs. (English) Zbl 07495422 Math. Program. 192, No. 1-2 (B), 319-337 (2022). MSC: 90C10 90C15 PDF BibTeX XML Cite \textit{K.-M. Klein}, Math. Program. 192, No. 1--2 (B), 319--337 (2022; Zbl 07495422) Full Text: DOI OpenURL
Tran-Dinh, Quoc; Pham, Nhan H.; Phan, Dzung T.; Nguyen, Lam M. A hybrid stochastic optimization framework for composite nonconvex optimization. (English) Zbl 07495408 Math. Program. 191, No. 2 (A), 1005-1071 (2022). MSC: 90C26 90-08 PDF BibTeX XML Cite \textit{Q. Tran-Dinh} et al., Math. Program. 191, No. 2 (A), 1005--1071 (2022; Zbl 07495408) Full Text: DOI OpenURL
Kiszka, Adriana; Wozabal, David A stability result for linear Markovian stochastic optimization problems. (English) Zbl 07495404 Math. Program. 191, No. 2 (A), 871-906 (2022). MSC: 90C15 90C31 90C40 60J05 PDF BibTeX XML Cite \textit{A. Kiszka} and \textit{D. Wozabal}, Math. Program. 191, No. 2 (A), 871--906 (2022; Zbl 07495404) Full Text: DOI OpenURL
Ahmed, Shabbir; Cabral, Filipe Goulart; Freitas Paulo da Costa, Bernardo Stochastic Lipschitz dynamic programming. (English) Zbl 07495401 Math. Program. 191, No. 2 (A), 755-793 (2022). MSC: 90C15 90C11 90C26 90C39 PDF BibTeX XML Cite \textit{S. Ahmed} et al., Math. Program. 191, No. 2 (A), 755--793 (2022; Zbl 07495401) Full Text: DOI OpenURL
Lan, Guanghui Complexity of stochastic dual dynamic programming. (English) Zbl 07495400 Math. Program. 191, No. 2 (A), 717-754 (2022). MSC: 90C15 90C25 90C22 49M37 93A14 PDF BibTeX XML Cite \textit{G. Lan}, Math. Program. 191, No. 2 (A), 717--754 (2022; Zbl 07495400) Full Text: DOI OpenURL
Driggs, Derek; Ehrhardt, Matthias J.; Schönlieb, Carola-Bibiane Accelerating variance-reduced stochastic gradient methods. (English) Zbl 07495399 Math. Program. 191, No. 2 (A), 671-715 (2022). MSC: 90C25 90C15 90C60 68Q25 90C06 PDF BibTeX XML Cite \textit{D. Driggs} et al., Math. Program. 191, No. 2 (A), 671--715 (2022; Zbl 07495399) Full Text: DOI OpenURL
Lodi, Andrea; Malaguti, Enrico; Nannicini, Giacomo; Thomopulos, Dimitri Nonlinear chance-constrained problems with applications to hydro scheduling. (English) Zbl 07495393 Math. Program. 191, No. 1 (B), 405-444 (2022). MSC: 90C15 49M27 90C57 PDF BibTeX XML Cite \textit{A. Lodi} et al., Math. Program. 191, No. 1 (B), 405--444 (2022; Zbl 07495393) Full Text: DOI OpenURL
Lozano, Leonardo; Smith, J. Cole A binary decision diagram based algorithm for solving a class of binary two-stage stochastic programs. (English) Zbl 07495392 Math. Program. 191, No. 1 (B), 381-404 (2022). MSC: 90C15 90C10 05C05 49M27 PDF BibTeX XML Cite \textit{L. Lozano} and \textit{J. C. Smith}, Math. Program. 191, No. 1 (B), 381--404 (2022; Zbl 07495392) Full Text: DOI OpenURL
Bodur, Merve; Luedtke, James R. Two-stage linear decision rules for multi-stage stochastic programming. (English) Zbl 07495391 Math. Program. 191, No. 1 (B), 347-380 (2022). MSC: 90C15 90C39 PDF BibTeX XML Cite \textit{M. Bodur} and \textit{J. R. Luedtke}, Math. Program. 191, No. 1 (B), 347--380 (2022; Zbl 07495391) Full Text: DOI OpenURL
Banholzer, Dirk; Fliege, Jörg; Werner, Ralf On rates of convergence for sample average approximations in the almost sure sense and in mean. (English) Zbl 07495390 Math. Program. 191, No. 1 (B), 307-345 (2022). MSC: 90C15 90C30 PDF BibTeX XML Cite \textit{D. Banholzer} et al., Math. Program. 191, No. 1 (B), 307--345 (2022; Zbl 07495390) Full Text: DOI OpenURL
Sur, Arnab; Birge, John R. Asymptotic behavior of solutions: an application to stochastic NLP. (English) Zbl 07495389 Math. Program. 191, No. 1 (B), 281-306 (2022). MSC: 60E05 62P20 91B02 90C15 60F10 PDF BibTeX XML Cite \textit{A. Sur} and \textit{J. R. Birge}, Math. Program. 191, No. 1 (B), 281--306 (2022; Zbl 07495389) Full Text: DOI OpenURL
Garatti, S.; Campi, M. C. Risk and complexity in scenario optimization. (English) Zbl 07495388 Math. Program. 191, No. 1 (B), 243-279 (2022). MSC: 90C15 90C25 62C12 PDF BibTeX XML Cite \textit{S. Garatti} and \textit{M. C. Campi}, Math. Program. 191, No. 1 (B), 243--279 (2022; Zbl 07495388) Full Text: DOI OpenURL
Rujeerapaiboon, Napat; Schindler, Kilian; Kuhn, Daniel; Wiesemann, Wolfram Scenario reduction revisited: fundamental limits and guarantees. (English) Zbl 07495387 Math. Program. 191, No. 1 (B), 207-242 (2022). MSC: 90C15 PDF BibTeX XML Cite \textit{N. Rujeerapaiboon} et al., Math. Program. 191, No. 1 (B), 207--242 (2022; Zbl 07495387) Full Text: DOI OpenURL
Fairbrother, Jamie; Turner, Amanda; Wallace, Stein W. Problem-driven scenario generation: an analytical approach for stochastic programs with tail risk measure. (English) Zbl 07495385 Math. Program. 191, No. 1 (B), 141-182 (2022). MSC: 90C15 PDF BibTeX XML Cite \textit{J. Fairbrother} et al., Math. Program. 191, No. 1 (B), 141--182 (2022; Zbl 07495385) Full Text: DOI OpenURL
Fan, Jingnan; Ruszczyński, Andrzej Process-based risk measures and risk-averse control of discrete-time systems. (English) Zbl 07495384 Math. Program. 191, No. 1 (B), 113-140 (2022). MSC: 90C15 90C39 90C40 PDF BibTeX XML Cite \textit{J. Fan} and \textit{A. Ruszczyński}, Math. Program. 191, No. 1 (B), 113--140 (2022; Zbl 07495384) Full Text: DOI OpenURL
Pichler, Alois; Xu, Huifu Quantitative stability analysis for minimax distributionally robust risk optimization. (English) Zbl 07495382 Math. Program. 191, No. 1 (B), 47-77 (2022). MSC: 90C15 90C17 60B05 62P05 PDF BibTeX XML Cite \textit{A. Pichler} and \textit{H. Xu}, Math. Program. 191, No. 1 (B), 47--77 (2022; Zbl 07495382) Full Text: DOI OpenURL
Noyan, Nilay; Meraklı, Merve; Küçükyavuz, Simge Two-stage stochastic programming under multivariate risk constraints with an application to humanitarian relief network design. (English) Zbl 07495381 Math. Program. 191, No. 1 (B), 7-45 (2022). MSC: 90C15 90C29 90C90 PDF BibTeX XML Cite \textit{N. Noyan} et al., Math. Program. 191, No. 1 (B), 7--45 (2022; Zbl 07495381) Full Text: DOI OpenURL
Lin, Yi-Kuei; Chen, Shin-Guang Reliability evaluation in terms of flow data mining for multistate networks. (English) Zbl 07494102 Ann. Oper. Res. 311, No. 1, 225-237 (2022). MSC: 90B25 90B15 90B10 90C35 PDF BibTeX XML Cite \textit{Y.-K. Lin} and \textit{S.-G. Chen}, Ann. Oper. Res. 311, No. 1, 225--237 (2022; Zbl 07494102) Full Text: DOI OpenURL
Chen, Sheng-I; Su, Delvinia A multi-stage stochastic programming model of lot-sizing and scheduling problems with machine eligibilities and sequence-dependent setups. (English) Zbl 1482.90127 Ann. Oper. Res. 311, No. 1, 35-50 (2022). MSC: 90C15 90B35 90B30 90B05 90C11 PDF BibTeX XML Cite \textit{S.-I Chen} and \textit{D. Su}, Ann. Oper. Res. 311, No. 1, 35--50 (2022; Zbl 1482.90127) Full Text: DOI OpenURL
Feng, Bo; Zhao, Jixin; Jiang, Zheyu Robust pricing for airlines with partial information. (English) Zbl 07494063 Ann. Oper. Res. 310, No. 1, 49-87 (2022). MSC: 90B05 91B24 90C31 90C17 90C15 PDF BibTeX XML Cite \textit{B. Feng} et al., Ann. Oper. Res. 310, No. 1, 49--87 (2022; Zbl 07494063) Full Text: DOI OpenURL
Gozzi, Fausto; Leocata, Marta A stochastic model of economic growth in time-space. (English) Zbl 07493006 SIAM J. Control Optim. 60, No. 2, 620-651 (2022). MSC: 91B62 93E20 93B52 PDF BibTeX XML Cite \textit{F. Gozzi} and \textit{M. Leocata}, SIAM J. Control Optim. 60, No. 2, 620--651 (2022; Zbl 07493006) Full Text: DOI arXiv OpenURL
Du, Shouqiang; Cui, Liyuan; Chen, Yuanyuan; Wei, Yimin Stochastic tensor complementarity problem with discrete distribution. (English) Zbl 07492866 J. Optim. Theory Appl. 192, No. 3, 912-929 (2022). MSC: 15A69 15B52 90C33 PDF BibTeX XML Cite \textit{S. Du} et al., J. Optim. Theory Appl. 192, No. 3, 912--929 (2022; Zbl 07492866) Full Text: DOI OpenURL
Suen, Whei Yeap; Elliott, Thomas J.; Thompson, Jayne; Garner, Andrew J. P.; Mahoney, John R.; Vedral, Vlatko; Gu, Mile Surveying structural complexity in quantum many-body systems. (English) Zbl 07491681 J. Stat. Phys. 187, No. 1, Paper No. 4, 18 p. (2022). MSC: 81S25 82B20 68Q12 81V73 81P40 90C60 PDF BibTeX XML Cite \textit{W. Y. Suen} et al., J. Stat. Phys. 187, No. 1, Paper No. 4, 18 p. (2022; Zbl 07491681) Full Text: DOI arXiv OpenURL
Younsi-Abbaci, Leila; Moulaï, Mustapha Solving the multi-objective stochastic interval-valued linear fractional integer programming problem. (English) Zbl 1482.90206 Asian-Eur. J. Math. 15, No. 2, Article ID 2250022, 10 p. (2022). MSC: 90C29 90C15 90C32 PDF BibTeX XML Cite \textit{L. Younsi-Abbaci} and \textit{M. Moulaï}, Asian-Eur. J. Math. 15, No. 2, Article ID 2250022, 10 p. (2022; Zbl 1482.90206) Full Text: DOI OpenURL
Zhang, Jin; Zhu, Xide Linear convergence of prox-SVRG method for separable non-smooth convex optimization problems under bounded metric subregularity. (English) Zbl 07490444 J. Optim. Theory Appl. 192, No. 2, 564-597 (2022). MSC: 90C25 90C52 PDF BibTeX XML Cite \textit{J. Zhang} and \textit{X. Zhu}, J. Optim. Theory Appl. 192, No. 2, 564--597 (2022; Zbl 07490444) Full Text: DOI OpenURL
van Ackooij, Wim; Pérez-Aros, Pedro Generalized differentiation of probability functions: parameter dependent sets given by intersections of convex sets and complements of convex sets. (English) Zbl 07490295 Appl. Math. Optim. 85, No. 1, 1-39 (2022). MSC: 90C15 PDF BibTeX XML Cite \textit{W. van Ackooij} and \textit{P. Pérez-Aros}, Appl. Math. Optim. 85, No. 1, 1--39 (2022; Zbl 07490295) Full Text: DOI OpenURL
Bai, Jianchao; Hager, William W.; Zhang, Hongchao An inexact accelerated stochastic ADMM for separable convex optimization. (English) Zbl 07490080 Comput. Optim. Appl. 81, No. 2, 479-518 (2022). MSC: 90C25 PDF BibTeX XML Cite \textit{J. Bai} et al., Comput. Optim. Appl. 81, No. 2, 479--518 (2022; Zbl 07490080) Full Text: DOI arXiv OpenURL
Ploskas, Nikolaos; Sahinidis, Nikolaos V. Review and comparison of algorithms and software for mixed-integer derivative-free optimization. (English) Zbl 07489934 J. Glob. Optim. 82, No. 3, 433-462 (2022). MSC: 90C11 90C56 PDF BibTeX XML Cite \textit{N. Ploskas} and \textit{N. V. Sahinidis}, J. Glob. Optim. 82, No. 3, 433--462 (2022; Zbl 07489934) Full Text: DOI OpenURL
De Rosa, Antonio; Khajavirad, Aida The ratio-cut polytope and K-means clustering. (English) Zbl 07489488 SIAM J. Optim. 32, No. 1, 173-203 (2022). MSC: 90C05 90C57 62H30 49Q20 68Q87 PDF BibTeX XML Cite \textit{A. De Rosa} and \textit{A. Khajavirad}, SIAM J. Optim. 32, No. 1, 173--203 (2022; Zbl 07489488) Full Text: DOI arXiv OpenURL
Doan, Xuan Vinh Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning. (English) Zbl 07487826 Eur. J. Oper. Res. 300, No. 1, 73-84 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{X. V. Doan}, Eur. J. Oper. Res. 300, No. 1, 73--84 (2022; Zbl 07487826) Full Text: DOI OpenURL
Bushaj, Sabah; Büyüktahtakın, İ. Esra; Haight, Robert G. Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation. (English) Zbl 07487814 Eur. J. Oper. Res. 299, No. 3, 1094-1110 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{S. Bushaj} et al., Eur. J. Oper. Res. 299, No. 3, 1094--1110 (2022; Zbl 07487814) Full Text: DOI OpenURL
Santos, Daniel; Marques, Inês Designing master surgery schedules with downstream unit integration via stochastic programming. (English) Zbl 07487796 Eur. J. Oper. Res. 299, No. 3, 834-852 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{D. Santos} and \textit{I. Marques}, Eur. J. Oper. Res. 299, No. 3, 834--852 (2022; Zbl 07487796) Full Text: DOI OpenURL
Deng, Qichen; Santos, Bruno F. Lookahead approximate dynamic programming for stochastic aircraft maintenance check scheduling optimization. (English) Zbl 07487795 Eur. J. Oper. Res. 299, No. 3, 814-833 (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{Q. Deng} and \textit{B. F. Santos}, Eur. J. Oper. Res. 299, No. 3, 814--833 (2022; Zbl 07487795) Full Text: DOI OpenURL
Takazawa, Yotaro Approximation algorithm for the stochastic prize-collecting set multicover problem. (English) Zbl 07487791 Oper. Res. Lett. 50, No. 2, 224-228 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{Y. Takazawa}, Oper. Res. Lett. 50, No. 2, 224--228 (2022; Zbl 07487791) Full Text: DOI OpenURL
Silwal, Sandeep A concentration inequality for the facility location problem. (English) Zbl 07487789 Oper. Res. Lett. 50, No. 2, 213-217 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{S. Silwal}, Oper. Res. Lett. 50, No. 2, 213--217 (2022; Zbl 07487789) Full Text: DOI arXiv OpenURL
Cui, Zhenyu; Liu, Yanchu; Wang, Ruodu Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. (English) Zbl 07487787 Oper. Res. Lett. 50, No. 2, 199-204 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{Z. Cui} et al., Oper. Res. Lett. 50, No. 2, 199--204 (2022; Zbl 07487787) Full Text: DOI OpenURL
Xiao, Tesi; Balasubramanian, Krishnakumar; Ghadimi, Saeed Improved complexities for stochastic conditional gradient methods under interpolation-like conditions. (English) Zbl 07487784 Oper. Res. Lett. 50, No. 2, 184-189 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{T. Xiao} et al., Oper. Res. Lett. 50, No. 2, 184--189 (2022; Zbl 07487784) Full Text: DOI arXiv OpenURL
Fukunaga, Takuro; Ravi, R.; Rudenko, Oleksandr; Tang, Ziye Approximation algorithm for the 2-stage stochastic matroid base problem. (English) Zbl 07487775 Oper. Res. Lett. 50, No. 2, 129-132 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{T. Fukunaga} et al., Oper. Res. Lett. 50, No. 2, 129--132 (2022; Zbl 07487775) Full Text: DOI OpenURL
Claus, Matthias; Spürkel, Kai Improving constants of strong convexity in linear stochastic programming. (English) Zbl 07487767 Oper. Res. Lett. 50, No. 1, 76-83 (2022). MSC: 90-XX PDF BibTeX XML Cite \textit{M. Claus} and \textit{K. Spürkel}, Oper. Res. Lett. 50, No. 1, 76--83 (2022; Zbl 07487767) Full Text: DOI OpenURL
Lefebvre, Mario The homing problem for autoregressive processes. (English) Zbl 07487061 IMA J. Math. Control Inf. 39, No. 1, 322-344 (2022). MSC: 93E20 60J05 49L20 PDF BibTeX XML Cite \textit{M. Lefebvre}, IMA J. Math. Control Inf. 39, No. 1, 322--344 (2022; Zbl 07487061) Full Text: DOI OpenURL
Zarouk, Yaser; Mahdavi, Iraj; Rezaeian, Javad; Santos-Arteaga, Francisco J. A novel multi-objective green vehicle routing and scheduling model with stochastic demand, supply, and variable travel times. (English) Zbl 07486414 Comput. Oper. Res. 141, Article ID 105698, 19 p. (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{Y. Zarouk} et al., Comput. Oper. Res. 141, Article ID 105698, 19 p. (2022; Zbl 07486414) Full Text: DOI OpenURL
Nuraiman, Dian; Ozlen, Melih; Hearne, John A decomposition approach for the stochastic asset protection problem. (English) Zbl 07486379 Comput. Oper. Res. 138, Article ID 105591, 16 p. (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{D. Nuraiman} et al., Comput. Oper. Res. 138, Article ID 105591, 16 p. (2022; Zbl 07486379) Full Text: DOI OpenURL
Johannsmann, Leonie M.; Craparo, Emily M.; Dieken, Thor L.; Fügenschuh, Armin R.; Seitner, Björn O. Stochastic mixed-integer programming for a spare parts inventory management problem. (English) Zbl 07486371 Comput. Oper. Res. 138, Article ID 105568, 10 p. (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{L. M. Johannsmann} et al., Comput. Oper. Res. 138, Article ID 105568, 10 p. (2022; Zbl 07486371) Full Text: DOI OpenURL
Karakaya, Şakir; Köksal, Gülser Product-line planning under uncertainty. (English) Zbl 07486369 Comput. Oper. Res. 138, Article ID 105565, 15 p. (2022). MSC: 90Bxx PDF BibTeX XML Cite \textit{Ş. Karakaya} and \textit{G. Köksal}, Comput. Oper. Res. 138, Article ID 105565, 15 p. (2022; Zbl 07486369) Full Text: DOI OpenURL
Yang, Zhen-Ping; Lin, Gui-Hua Two fast variance-reduced proximal gradient algorithms for SMVIPs – stochastic mixed variational inequality problems with suitable applications to stochastic network games and traffic assignment problems. (English) Zbl 07483295 J. Comput. Appl. Math. 408, Article ID 114132, 25 p. (2022). MSC: 90C33 90C15 PDF BibTeX XML Cite \textit{Z.-P. Yang} and \textit{G.-H. Lin}, J. Comput. Appl. Math. 408, Article ID 114132, 25 p. (2022; Zbl 07483295) Full Text: DOI OpenURL
Latour, Anna L. D.; Babaki, Behrouz; Fokkinga, Daniël; Anastacio, Marie; Hoos, Holger H.; Nijssen, Siegfried Exact stochastic constraint optimisation with applications in network analysis. (English) Zbl 07482902 Artif. Intell. 304, Article ID 103650, 38 p. (2022). MSC: 68Txx PDF BibTeX XML Cite \textit{A. L. D. Latour} et al., Artif. Intell. 304, Article ID 103650, 38 p. (2022; Zbl 07482902) Full Text: DOI OpenURL
Borkar, Vivek S. Corrigendum to: “A concentration bound for contractive stochastic approximation”. (English) Zbl 1480.93403 Syst. Control Lett. 159, Article ID 105086, 2 p. (2022). MSC: 93E03 90C39 PDF BibTeX XML Cite \textit{V. S. Borkar}, Syst. Control Lett. 159, Article ID 105086, 2 p. (2022; Zbl 1480.93403) Full Text: DOI OpenURL