Enhancing the practicality of Newton–Cotes iterative method

JOURNAL ARTICLE published August 2023 in Journal of Applied Mathematics and Computing

Research funded by SERB, Government of India (Project No. CRG/2021/004776.)

Authors: Ramya Sadananda | Santhosh George | Ajil Kunnarath | Jidesh Padikkal | Ioannis K. Argyros

Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program

JOURNAL ARTICLE published July 1974 in SIAM Review

Authors: Roger J.-B. Wets

Stochastic Navier-Stokes Equations

JOURNAL ARTICLE published March 1995 in Acta Applicandae Mathematicae

Authors: A. Bensoussan

Modified Newton-PHSS method for solving nonlinear systems with positive definite Jacobian matrices

JOURNAL ARTICLE published February 2021 in Journal of Applied Mathematics and Computing

Authors: Dona Ariani | Xiao-Yong Xiao

An inverse-free Newton-Jarratt-type iterative method for solving equations under the gamma condition

JOURNAL ARTICLE published August 2008 in Journal of Applied Mathematics and Computing

Authors: Ioannis K. Argyros

Analysis of a smoothing Newton method for second-order cone complementarity problem

JOURNAL ARTICLE published September 2009 in Journal of Applied Mathematics and Computing

Authors: Xiangsong Zhang | Sanyang Liu | Zhenhua Liu

Distribution functions in stochastic programs with recourse: A parametric analysis

JOURNAL ARTICLE published December 1974 in Mathematical Programming

Authors: Stanley J. Garstka

Computation in Discrete Stochastic Programs with Recourse

JOURNAL ARTICLE published February 1973 in Operations Research

Authors: Stanley J. Garstka | David P. Rutenberg

The random weighting approximation for the virtual system method

JOURNAL ARTICLE published March 1995 in Applied Mathematics-A Journal of Chinese Universities

Authors: Zhang Shangzhi | Jin Hua

An alternating method for stochastic linear programming with simple recourse

BOOK CHAPTER published 1986 in Mathematical Programming Studies

Authors: Liqun Qi

A Polynomial-Time Solution Scheme for Quadratic Stochastic Programs

JOURNAL ARTICLE published August 2013 in Journal of Optimization Theory and Applications

Authors: Paula Rocha | Daniel Kuhn

On Exponential Hedging and Related Quadratic Backward Stochastic Differential Equations

JOURNAL ARTICLE published September 2006 in Applied Mathematics and Optimization

Authors: Jun Sekine

A fast Euler-Maruyama method for fractional stochastic differential equations

JOURNAL ARTICLE published February 2023 in Journal of Applied Mathematics and Computing

Research funded by Major Project on New Generation of Artificial Intelligence from MOST of China (2018AAA0101002) | National Natural Science Foundation of China (12171466) | National Natural Science Foundation of Chin (11701502)

Authors: Jingna Zhang | Yifa Tang | Jianfei Huang

Scenario decomposable subgradient projection method for two-stage stochastic programming with convex risk measures

JOURNAL ARTICLE published June 2023 in Journal of Applied Mathematics and Computing

Authors: Haodong Yu

Quadratic Convergence of a Nonsmooth Newton-Type Method for Semidefinite Programs Without Strict Complementarity

JOURNAL ARTICLE published January 2005 in SIAM Journal on Optimization

Authors: Christian Kanzow | Christian Nagel

Numerical solution by the quasi-reversibility method of unstable problems for the first-order evolution equation

JOURNAL ARTICLE published 1995 in Computational Mathematics and Modeling

Authors: P. N. Vabishchevich

Stochastic Graphon Games: II. The Linear-Quadratic Case

JOURNAL ARTICLE published June 2022 in Applied Mathematics & Optimization

Research funded by national science foundation (DMS-1716673) | army research office (W911NF-17-1-0578) | air force office of scientific research (FA9550-19-1-0291)

Authors: Alexander Aurell | René Carmona | Mathieu Laurière

A global Newton-type scheme based on a simplified Newton-type approach

JOURNAL ARTICLE published February 2021 in Journal of Applied Mathematics and Computing

Authors: Mario Amrein

A smoothing-type Newton method for second-order cone programming problems based on a new smooth function

JOURNAL ARTICLE published December 2010 in Journal of Applied Mathematics and Computing

Authors: Liang Fang

Exponentially Convergent Multiscale Finite Element Method

JOURNAL ARTICLE published 3 May 2023 in Communications on Applied Mathematics and Computation

Research funded by National Science Foundation (DMS-1912654,DMS 2205590)

Authors: Yifan Chen | Thomas Y. Hou | Yixuan Wang