Journal articles on the topic 'Pathwise optimization'
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Friedman, Jerome, Trevor Hastie, Holger Höfling, and Robert Tibshirani. "Pathwise coordinate optimization." Annals of Applied Statistics 1, no. 2 (December 2007): 302–32. http://dx.doi.org/10.1214/07-aoas131.
Full textDesai, Vijay V., Vivek F. Farias, and Ciamac C. Moallemi. "Pathwise Optimization for Optimal Stopping Problems." Management Science 58, no. 12 (December 2012): 2292–308. http://dx.doi.org/10.1287/mnsc.1120.1551.
Full textRogers, L. C. G. "Pathwise Stochastic Optimal Control." SIAM Journal on Control and Optimization 46, no. 3 (January 2007): 1116–32. http://dx.doi.org/10.1137/050642885.
Full textPra, Paolo Dai, Giovanni B. Di Masi, and Barbara Trivellato. "Pathwise Optimality in Stochastic Control." SIAM Journal on Control and Optimization 39, no. 5 (January 2000): 1540–57. http://dx.doi.org/10.1137/s0363012998334778.
Full textZhao, Tuo, Han Liu, and Tong Zhang. "Pathwise coordinate optimization for sparse learning: Algorithm and theory." Annals of Statistics 46, no. 1 (February 2018): 180–218. http://dx.doi.org/10.1214/17-aos1547.
Full textDavis, M. H. A., and M. P. Spathopoulos. "Pathwise Nonlinear Filtering for Nondegenerate Diffusions with Noise Correlation." SIAM Journal on Control and Optimization 25, no. 2 (March 1987): 260–78. http://dx.doi.org/10.1137/0325016.
Full textJin, Xing, Dan Luo, and Xudong Zeng. "Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach." Mathematics of Operations Research 43, no. 2 (May 2018): 347–76. http://dx.doi.org/10.1287/moor.2017.0854.
Full textLin, Bingqing, Zhen Pang, and Jiming Jiang. "Fixed and Random Effects Selection by REML and Pathwise Coordinate Optimization." Journal of Computational and Graphical Statistics 22, no. 2 (April 2013): 341–55. http://dx.doi.org/10.1080/10618600.2012.681219.
Full textPrieto-Rumeau, Tomás, and Onésimo Hernández-Lerma. "Ergodic Control of Continuous-Time Markov Chains with Pathwise Constraints." SIAM Journal on Control and Optimization 47, no. 4 (January 2008): 1888–908. http://dx.doi.org/10.1137/060668857.
Full textAi, Zidong. "Stabilization and optimization of linear systems via pathwise state-feedback impulsive control." Journal of the Franklin Institute 354, no. 3 (February 2017): 1637–57. http://dx.doi.org/10.1016/j.jfranklin.2016.12.005.
Full textHinz, Juri, Tanya Tarnopolskaya, and Jeremy Yee. "Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations." Annals of Operations Research 286, no. 1-2 (June 4, 2018): 583–615. http://dx.doi.org/10.1007/s10479-018-2910-3.
Full textBonaccorsi, Stefano, Francesca Cottini, and Delio Mugnolo. "Random Evolution Equations: Well-Posedness, Asymptotics, and Applications to Graphs." Applied Mathematics & Optimization 84, no. 3 (March 11, 2021): 2849–87. http://dx.doi.org/10.1007/s00245-020-09732-w.
Full textMendoza-Pérez, Armando F., and Onésimo Hernández-Lerma. "Variance-minimization of Markov control processes with pathwise constraints." Optimization 61, no. 12 (December 2012): 1427–47. http://dx.doi.org/10.1080/02331934.2011.565762.
Full textFontes, Fernando A. C. C., and Sofia O. Lopes. "Normal forms of necessary conditions for dynamic optimization problems with pathwise inequality constraints." Journal of Mathematical Analysis and Applications 399, no. 1 (March 2013): 27–37. http://dx.doi.org/10.1016/j.jmaa.2012.09.049.
Full textCaraballo, T., and P. E. Kloeden. "The Pathwise Numerical Approximation of Stationary Solutions of Semilinear Stochastic Evolution Equations." Applied Mathematics and Optimization 54, no. 3 (October 9, 2006): 401–15. http://dx.doi.org/10.1007/s00245-006-0876-z.
Full textJack, Andrew, and Mihail Zervos. "Impulse Control of One-Dimensional Ito Diffusions with an Expected and a Pathwise Ergodic Criterion." Applied Mathematics and Optimization 54, no. 1 (April 28, 2006): 71–93. http://dx.doi.org/10.1007/s00245-005-0853-y.
Full textMayne, David, and Richard Vinter. "First-Order Necessary Conditions in Optimal Control." Journal of Optimization Theory and Applications 189, no. 3 (March 26, 2021): 716–43. http://dx.doi.org/10.1007/s10957-021-01845-8.
Full textCardaliaguet, P., and C. Rainer. "Pathwise Strategies for Stochastic Differential Games with an Erratum to “Stochastic Differential Games with Asymmetric Information”." Applied Mathematics & Optimization 68, no. 1 (March 14, 2013): 75–84. http://dx.doi.org/10.1007/s00245-013-9198-0.
Full textKushner, Harold J. "Approximations and Optimal Control for the Pathwise Average Cost Per Unit Time and Discounted Problems for Wideband Noise-Driven Systems." SIAM Journal on Control and Optimization 27, no. 3 (May 1989): 546–62. http://dx.doi.org/10.1137/0327029.
Full textVaddireddy, Harsha, and Omer San. "Equation Discovery Using Fast Function Extraction: a Deterministic Symbolic Regression Approach." Fluids 4, no. 2 (June 15, 2019): 111. http://dx.doi.org/10.3390/fluids4020111.
Full textAngiuli, Andrea, Christy V. Graves, Houzhi Li, Jean-François Chassagneux, François Delarue, and René Carmona. "Cemracs 2017: numerical probabilistic approach to MFG." ESAIM: Proceedings and Surveys 65 (2019): 84–113. http://dx.doi.org/10.1051/proc/201965084.
Full textZeyde, K. M., M. V. Ronkin, and A. A. Kalmykov. "Electrodynamic Computer Model of a Metal Rod in a Concrete Medium Detection." Ural Radio Engineering Journal 5, no. 2 (2021): 104–18. http://dx.doi.org/10.15826/urej.2021.5.2.002.
Full textYang, Bo, Selvaprabu Nadarajah, and Nicola Secomandi. "Pathwise Optimization for Merchant Energy Production." SSRN Electronic Journal, 2019. http://dx.doi.org/10.2139/ssrn.3510676.
Full textSchhssler, Rainer A., and Mark M. Trede. "Constructing Optimal Pathwise Confidence Bands Using Mixed-Integer Optimization." SSRN Electronic Journal, 2015. http://dx.doi.org/10.2139/ssrn.2701320.
Full textLevy, Daniel, and Stefano Ermon. "Deterministic Policy Optimization by Combining Pathwise and Score Function Estimators for Discrete Action Spaces." Proceedings of the AAAI Conference on Artificial Intelligence 32, no. 1 (April 29, 2018). http://dx.doi.org/10.1609/aaai.v32i1.11822.
Full textYang, Bo, Selvaprabu Nadarajah, and Nicola Secomandi. "Least Squares Monte Carlo and Pathwise Optimization for Merchant Energy Production." SSRN Electronic Journal, 2021. http://dx.doi.org/10.2139/ssrn.3900797.
Full textLi, Jialin, and Ilya O. Ryzhov. "Convergence Rates of Epsilon-Greedy Global Optimization Under Radial Basis Function Interpolation." Stochastic Systems, August 2, 2022. http://dx.doi.org/10.1287/stsy.2022.0096.
Full textBröcker, Jochen. "Existence and uniqueness for variational data assimilation in continuous time." Mathematical Control & Related Fields, 2021, 0. http://dx.doi.org/10.3934/mcrf.2021050.
Full textYue, Jia, Ming-Hui Wang, Nan-Jing Huang, and Ben-zhang Yang. "Asset prices with investor protection and past information." Journal of Industrial and Management Optimization, 2022, 0. http://dx.doi.org/10.3934/jimo.2022062.
Full textDhama, Shivam, and Chetan D. Pahlajani. "Approximation of linear controlled dynamical systems with small random noise and fast periodic sampling." Mathematical Control and Related Fields, 2022, 0. http://dx.doi.org/10.3934/mcrf.2022018.
Full textLipshutz, David, and Kavita Ramanan. "Sensitivity Analysis for the Stationary Distribution of Reflected Brownian Motion in a Convex Polyhedral Cone." Mathematics of Operations Research, February 3, 2021. http://dx.doi.org/10.1287/moor.2020.1076.
Full textKirk, Tanner, Richard Malak, and Raymundo Arroyave. "Computational Design of Compositionally Graded Alloys for Property Monotonicity." Journal of Mechanical Design 143, no. 3 (November 10, 2020). http://dx.doi.org/10.1115/1.4048627.
Full textZeyde, K. M., and D. S. Grishchenko. "Оn the experiment validity of the continuous medium motion detection by the waveguide method." Journal of Radio Electronics 2021, no. 1 (2021). http://dx.doi.org/10.30898/1684-1719.2021.8.5.
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