Zobrazeno 1 - 10
of 41
pro vyhledávání: '"Simone Sagratella"'
Publikováno v:
Mathematical Methods of Operations Research. 96:421-446
We study nested variational inequalities, which are variational inequalities whose feasible set is the solution set of another variational inequality. We present a projected averaging Tikhonov algorithm requiring the weakest conditions in the literat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::666d9d69e5012d8d6ff65f052ce6b885
https://doi.org/10.1007/s00186-022-00799-5
https://doi.org/10.1007/s00186-022-00799-5
Autor:
Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo Maria Ricci, Simone Sagratella, Valerio Giuseppe Sasso
We rely on bilevel programming to model the problem of financial service providers that, in order to meet stakeholders’ demands and regulatory requirements, aim at incentivizing accounts’ holders to construct ESG-oriented portfolios so that the o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62b0fc78060722ba87ef3553282c1234
https://link.springer.com/article/10.1007/s10287-023-00458-y#citeas
https://link.springer.com/article/10.1007/s10287-023-00458-y#citeas
Publikováno v:
Optimization. 71:2403-2419
We address the minimization of an objective function over the solution set of a (non-parametric) lower-level variational inequality. This problem is a special instance of semi-infinite programs and encompasses, as particular cases, simple (smooth) bi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e5496212e18bb33b22bd7c8cc9b0b552
https://doi.org/10.1080/02331934.2021.1939336
https://doi.org/10.1080/02331934.2021.1939336
Publikováno v:
2022 IEEE 61st Conference on Decision and Control (CDC), 4137-4142
STARTPAGE=4137;ENDPAGE=4142;TITLE=2022 IEEE 61st Conference on Decision and Control (CDC)
STARTPAGE=4137;ENDPAGE=4142;TITLE=2022 IEEE 61st Conference on Decision and Control (CDC)
We consider potential games with mixed-integer variables, for which we propose two distributed, proximal-like equilibrium seeking algorithms. Specifically, we focus on two scenarios: i) the underlying game is generalized ordinal and the agents update
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f77b7d82a58f7a59b55685d68b9924aa
Publikováno v:
Journal of Optimization Theory and Applications. 184:877-894
In this paper, we introduce an inertial projection-type method with different updating strategies for solving quasi-variational inequalities with strongly monotone and Lipschitz continuous operators in real Hilbert spaces. Under standard assumptions,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7f1bf4b04610b786b64e857d855288f9
https://doi.org/10.1007/s10957-019-01616-6
https://doi.org/10.1007/s10957-019-01616-6
Publikováno v:
Finance Research Letters. 29:231-238
Following the research strands of enhanced index tracking and of portfolio performance measures optimization, we propose to choose, among the feasible asset portfolios of a given market, the one that maximizes the geometric mean of the differences be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ec716b4bbf3e94676ae6846cf6af011f
https://doi.org/10.1016/j.frl.2018.08.001
https://doi.org/10.1016/j.frl.2018.08.001
Autor:
Tommaso Colombo, Simone Sagratella
Publikováno v:
Journal of Global Optimization. 77:53-73
Distributed and parallel algorithms have been frequently investigated in the recent years, in particular in applications like machine learning. Nonetheless, only a small subclass of the optimization algorithms in the literature can be easily distribu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bf770d917eb1caa643e051209ed8af29
https://doi.org/10.1007/s10898-019-00792-z
https://doi.org/10.1007/s10898-019-00792-z
Publikováno v:
INFORMS Transactions on Education. 19:155-159
We present a mixed integer nonlinear mathematical programming model, covering a broad range of operations research (OR)-related topics. The case is designed to allow students to use knowledge acqui...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::424905b27b871eb3a265502e95553a04
https://doi.org/10.1287/ited.2018.0202cs
https://doi.org/10.1287/ited.2018.0202cs
We analyze a Nash equilibrium problem arising when trades from different accounts are pooled for execution. We introduce a new general multi-portfolio model and state sufficient conditions for the monotonicity of the underlying Nash equilibrium probl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f15f2ef893b02e8ec65793b26b2f3490
http://hdl.handle.net/11573/1540625
http://hdl.handle.net/11573/1540625
Autor:
Lorenzo Lampariello, Simone Sagratella
Publikováno v:
Operations Research for Health Care
Urged by the outbreak of the COVID-19 in Italy, this study aims at helping to tackle the spread of the disease by resorting to operations research techniques. In particular, we propose a mathematical program to model the problem of establishing how m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b5bf65b8e50106c576f244343b7558c3
https://pubmed.ncbi.nlm.nih.gov/33614403
https://pubmed.ncbi.nlm.nih.gov/33614403