Optimization and Control

[6] An efficient numerical method for solving high-dimensional nonlinear filtering problems

Mei-Heng Yueh National Chiao Tung University Wen-Wei Lin National Chiao Tung University Shing-Tung Yau Harvard University

Optimization and Control mathscidoc:1608.27002

Communications in Information and Systems, 14, (4), 243--262, 2014
[ Download ] [ 2016-08-22 16:00:43 uploaded by yueh ] [ 1761 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[7] The risk-averse newsvendor game with competition on demand

Shen, Yuwei Tsinghua University Xie, Jinxing Tsinghua University

Optimization and Control mathscidoc:1611.27006

Journal of Industrial and Management Optimization, 12, (3), 2016
[ Download ] [ 2016-11-28 17:21:44 uploaded by jxie ] [ 1741 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[8] A globally convergent algorithm for nonconvex optimization based on block coordinate update

Yangyang Xu University of Alabama Wotao Yin UCLA

Numerical Analysis and Scientific Computing Optimization and Control mathscidoc:1703.25020

Journal of Scientific Computing, 2017
[ Download ] [ 2017-03-14 09:27:45 uploaded by yangyangxu ] [ 1685 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[9] An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions

Jingzhi Tie University of Georgia Hanqin Zhang National University of Singapore Qing Zhang University of Georgia

Optimization and Control mathscidoc:1702.27001

Journal of Optimization Theory and Applications, 2017
[ Download ] [ 2017-02-02 11:23:38 uploaded by jxztie ] [ 1638 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[10] EXTRA: An exact first-order algorithm for decentralized consensus optimization

Wei Shi USTC Qing Ling USTC Gang Wu USTC Wotao Yin UCLA

Optimization and Control mathscidoc:1701.27007

Distinguished Paper Award in 2018

SIAM Journal on Optimization, 2015
[ Download ] [ 2017-01-26 13:24:26 uploaded by qinglingustc ] [ 1591 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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