Search
Search Results
-
Epi/Hypo-Convergence of Bifunctions on General Domains and Approximations of Quasi-Variational Problems
Epi/hypo-convergence is extended to the case of bifunctions defined on general domains. Its basic characterizations are established. Variational...
-
Approximations of Quasi-Equilibria and Nash Quasi-Equilibria in Terms of Variational Convergence
Various types of variational convergence of functions and bifunctions are applied to study global approximations of a quasi-equilibrium problem and a...
-
Consistency of statistical estimators of solutions to stochastic optimization problems
We consider the asymptotic behavior of the infimal values and the statistical estimators of the solutions to a general stochastic optimization...
-
Radial duality part II: applications and algorithms
The first part of this work established the foundations of a radial duality between nonnegative optimization problems, inspired by the work of...
-
Radial duality part I: foundations
Renegar (SIAM J Optim 26(4):2649–2676, https://doi.org/10.1137/15M1027371 2016) introduced a novel approach to transforming generic conic...
-
Global Approximations of Vector Optimization Problems in Terms of Variational Convergence
Global approximations of scalar optimization problems in terms of variational convergence have been studied for several decades. However, there are...
-
-
Locally bounded variations epigraph property of the value function to infinite horizon optimal control problems under state constraints
This paper addresses infinite horizon control problems under state constraints and some regularity aspects of the associated value function through...
-
-
TASEP and generalizations: method for exact solution
The explicit biorthogonalization method, developed in [
24 ] for continuous time TASEP, is generalized to a broad class of determinantal measures which...
-
Applications to Problems of Optimization and Equilibrium
This chapter addresses applications of convex analysis to various aspects of optimization and equilibria. They include the existence of global...
-
Set-Convergence and Its Application: A Tutorial
Optimization problems, generalized equations, and a multitude of other variational problems invariably lead to the analysis of sets and set-valued...
-
Feedback Strategies in a Nonzero-Sum Differential Game of Special Type
AbstractThe paper deals with the construction of universal closed-loop strategies for two-person nonzero-sum differential game of a special type....
-
Convex and Lower-Semicontinuous Functions
In this chapter, one section is about convex functions and their properties. Another section is about lower-semicontinuous functions and their...
-
The landscape of the proximal point method for nonconvex–nonconcave minimax optimization
Minimax optimization has become a central tool in machine learning with applications in robust optimization, reinforcement learning, GANs, etc. These...
-
PRELUDE
Optimization technology helps us identify the best predictions and decisions in a wide range of applications. This is made possible by the...
-
GAMES AND MINSUP PROBLEMS
Multiple agents, each minimizing its own objective function, might be linked through common resources or prices in a market place and this leads to...
-
Functional Analysis over Cones
This chapter covers important items from convex analysis and its modern extensions. In this chapter, we discuss properties of linear topological...