Abstract: Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes ...

Abstract: Signal temporal logic (STL) is a powerful formalism for specifying various temporal properties in dynamical systems. However, existing methods, such as mixed-integer programming and ...

We study competitive economy equilibrium computation. We show that, for the first time, the equilibrium sets of the following two markets: 1. A mixed Fisher and Arrow-Debreu market with homogeneous ...

In this note, we extend the algorithms Extra [13] and subgradient-push [10] to a new algorithm ExtraPush for consensus optimization with convex differentiable objective functions over a directed ...

The performance of optimization methods is often tied to the spectrum of the objective Hessian. Yet, conventional assumptions, such as smoothness, do often not enable us to make finely-grained ...