IEEE

Accelerated Primal-Dual Projection Neurodynamic Approach With Time Scaling for Linear and Set Constrained Convex Optimization Problems

Abstract: The Nesterov accelerated dynamical approach serves as an essential tool for addressing convex optimization problems with accelerated convergence rates. Most previous studies in this field ...
JSTOR Daily

FINITE ELEMENT APPROXIMATIONS OF PARABOLIC OPTIMAL CONTROL PROBLEMS WITH CONTROLS ACTING ON A LOWER DIMENSIONAL MANIFOLD

SIAM Journal on Numerical Analysis, Vol. 54, No. 2 (2016), pp. 1229-1262 (34 pages) This paper is devoted to the study of finite element approximations to parabolic optimal control problems with ...
IEEE

Efficient Iterative Linear-Quadratic Approximations for Nonlinear Multi-Player General-Sum Differential Games

Abstract: Many problems in robotics involve multiple decision making agents. To operate efficiently in such settings, a robot must reason about the impact of its decisions on the behavior of other ...
JSTOR Daily

Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints

We investigate risk-averse stochastic optimization problems with a risk-shaping constraint in the form of a stochastic-order relation. Both univariate and multivariate orders are considered. We extend ...