Zobrazeno 1 - 10
of 49 024
pro vyhledávání: '"Optimization and Control (math.OC)"'
Publikováno v:
SIAM Journal on Discrete Mathematics. 37:632-674
We study a tropical linear regression problem consisting in finding the best approximation of a set of points by a tropical hyperplane. We establish a strong duality theorem, showing that the value of this problem coincides with the maximal radius of
Publikováno v:
European Journal of Operational Research. 310:24-33
Round robin tournaments are omnipresent in sport competitions and beyond. We propose two new integer programming formulations for scheduling a round robin tournament, one of which we call the matching formulation. We analytically compare their linear
Publikováno v:
European Journal of Operational Research. 310:249-267
This paper considers the problem of finding near-optimal Markovian randomized (MR) policies for finite-state-action, infinite-horizon, constrained risk-sensitive Markov decision processes (CRSMDPs). Constraints are in the form of standard expected di
Publikováno v:
European Journal of Operational Research. 309:319-329
Human trafficking, the commercial exploitation of individuals, is a gross violation of human rights and harms societies, economies, health and development. The related disciplines of Operations Management (OM), Analytics, and Operations Research (OR)
Autor:
Hern��ndez, Camilo
Publikováno v:
Stochastic Processes and their Applications. 162:249-298
This paper investigates multidimensional extended type-I BSVIEs and infinite families of BSDEs in the case of quadratic generators. We establish existence and uniqueness results in the case of fully quadratic as well as Lipschitz-quadratic quadratic
Publikováno v:
Nonlinearity. 36:2792-2838
In this paper we prove Morse index theorems for a big class of constrained variational problems on graphs. Such theorems are useful in various physical and geometric applications. Our formulas compute the difference of Morse indices of two Hessians r
Autor:
'Andrea, Maurizio D
Publikováno v:
Operations Research Letters. 51:142-145
In increasingly different contexts, it happens that a human player has to interact with artificial players who make decisions following decision-making algorithms. How should the human player play against these algorithms to maximize his utility? Doe
Autor:
Magron, Victor, Wang, Jie
Publikováno v:
Journal of Symbolic Computation
Journal of Symbolic Computation, 2023, 115, pp.346-370. ⟨10.1016/j.jsc.2022.08.002⟩
Journal of Symbolic Computation, Elsevier, In press
Journal of Symbolic Computation, 2023, 115, pp.346-370. ⟨10.1016/j.jsc.2022.08.002⟩
Journal of Symbolic Computation, Elsevier, In press
The second-order cone (SOC) is a class of simple convex cones and optimizing over them can be done more efficiently than with semidefinite programming. It is interesting both in theory and in practice to investigate which convex cones admit a represe
Publikováno v:
SIAM Journal on Control and Optimization. 61:105-134
The objective of this paper is to analyze the existence of equilibria for a class of deterministic mean field games of controls. The interaction between players is due to both a congestion term and a price function which depends on the distributions
Publikováno v:
GRETSI 2023-XXIXème Colloque Francophone de Traitement du Signal et des Images
GRETSI 2023-XXIXème Colloque Francophone de Traitement du Signal et des Images, Aug 2023, Grenoble (France), France. pp.1-4
GRETSI 2023-XXIXème Colloque Francophone de Traitement du Signal et des Images, Aug 2023, Grenoble (France), France
GRETSI 2023-XXIXème Colloque Francophone de Traitement du Signal et des Images, Aug 2023, Grenoble (France), France. pp.1-4
GRETSI 2023-XXIXème Colloque Francophone de Traitement du Signal et des Images, Aug 2023, Grenoble (France), France
International audience; We provide a framework and algorithm for tuning the hyperparameters of the Graphical Lasso via a bilevel optimizationproblem solved with a first-order method. In particular, we derive the Jacobian of the Graphical Lasso soluti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c23560d9c87c0f28e3cbbb1e1dbdda66
https://hal.science/hal-04151796/file/main.pdf
https://hal.science/hal-04151796/file/main.pdf