Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations

JOURNAL ARTICLE published January 2018 in SIAM Journal on Control and Optimization

Authors: Yusong Li | Harry Zheng

On the Resolution of Linearly Constrained Convex Minimization Problems

JOURNAL ARTICLE published May 1994 in SIAM Journal on Optimization

Authors: Ana Friedlander | José Mario Martínez | Sandra A. Santos

Approximations of Equilibrium Problems

JOURNAL ARTICLE published January 2012 in SIAM Journal on Control and Optimization

Authors: Rubén López

A Sequential Ascending Parameter Method for Solving Constrained Minimization Problems

JOURNAL ARTICLE published January 2012 in SIAM Journal on Optimization

Authors: Amir Beck | Aharon Ben-Tal | Luba Tetruashvili

Measure-Theoretic Invariance Entropy for Control Systems

JOURNAL ARTICLE published January 2019 in SIAM Journal on Control and Optimization

Research funded by National Natural Science Foundation of China (11771459)

Authors: Tao Wang | Yu Huang | Hai-Wei Sun

On the Fine-Grain Decomposition of Multicommodity Transportation Problems

JOURNAL ARTICLE published November 1991 in SIAM Journal on Optimization

Authors: Stavros A. Zenios

The Approximate Duality Gap Technique: A Unified Theory of First-Order Methods

JOURNAL ARTICLE published January 2019 in SIAM Journal on Optimization

Research funded by DHS-ALERT (505035-78050) | National Science Foundation (CCF-1718342,CCF-1740855,CCF-1740425)

Authors: Jelena Diakonikolas | Lorenzo Orecchia

Separated Continuous Conic Programming: Strong Duality and an Approximation Algorithm

JOURNAL ARTICLE published January 2009 in SIAM Journal on Control and Optimization

Authors: Xiaoqing Wang | Shuzhong Zhang | David D. Yao

Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods

JOURNAL ARTICLE published January 2008 in SIAM Journal on Optimization

Authors: Gábor Rudolf | Andrzej Ruszczyński

Quadratic Risk Minimization in a Regime-Switching Model with Portfolio Constraints

JOURNAL ARTICLE published January 2012 in SIAM Journal on Control and Optimization

Authors: Catherine Donnelly | Andrew J. Heunis

Copositivity and the Minimization of Quadratic Functions with Nonnegativity and Quadratic Equality Constraints

JOURNAL ARTICLE published July 1996 in SIAM Journal on Control and Optimization

Authors: J. C. Preisig

Nonlinear Optimal Control Problems for Parabolic Equations

JOURNAL ARTICLE published September 1984 in SIAM Journal on Control and Optimization

Authors: Avner Friedman

Singularly Perturbed Optimal Control Problems. I: Convergence

JOURNAL ARTICLE published July 1976 in SIAM Journal on Control and Optimization

Authors: Paul Binding

Sufficient Optimality Conditions for Stratified Control Problems

JOURNAL ARTICLE published July 1986 in SIAM Journal on Control and Optimization

Authors: Stefan Mirică

Constrained Regular LQ-Control Problems

JOURNAL ARTICLE published May 1997 in SIAM Journal on Control and Optimization

Authors: G. Stefani | P. Zezza

Optimal Control Duality and the Douglas–Rachford Algorithm

JOURNAL ARTICLE published 29 February 2024 in SIAM Journal on Control and Optimization

Authors: Regina S. Burachik | Bethany I. Caldwell | C. Yalçin Kaya | Walaa M. Moursi

Maximum Entropy Reconstruction Using Derivative Information, Part 1: Fisher Information and Convex Duality

JOURNAL ARTICLE published May 1996 in Mathematics of Operations Research

Authors: J. M. Borwein | A. S. Lewis | D. Noll

The Wave Method for Determining the Asymptotic Damping Rates of Eigenmodes I: The Wave Equation on a Rectangular or Circular Domain

JOURNAL ARTICLE published May 1991 in SIAM Journal on Control and Optimization

Authors: Jianxin Zhou | Goong Chen

Davidon’s Method for Minimization Problems in Hilbert Space with an Application to Control Problems

JOURNAL ARTICLE published May 1970 in SIAM Journal on Control

Authors: H. Tokumaru | N. Adachi | K. Goto

Weighted Sensitivity Minimization in Systems with a Single Input Delay: A State Space Solution

JOURNAL ARTICLE published September 1997 in SIAM Journal on Control and Optimization

Authors: Gilead Tadmor