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期刊论文 [10]
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EXPECTED RESIDUAL MINIMIZATION METHOD FOR STOCHASTIC MIXED VARIATIONAL INEQUALITY PROBLEMS
期刊论文
PACIFIC JOURNAL OF OPTIMIZATION, 2018, 卷号: 14, 页码: 703-722
作者:
Chen, Lin[1]
;
Lin, Guihua[2]
;
Yang, Xinmin[3]
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浏览/下载:8/0
  |  
提交时间:2019/04/22
stochastic mixed variational inequality problem
expected residual minimization formulation
gap function
quasi-Monte Carlo method
convergence analysis
An irreversible investment problem with maintenance expenditure on a finite horizon: Free boundary analysis.
期刊论文
J. Math. Anal. Appl., 2016, 卷号: Vol.440 No.2, 页码: 597-623
作者:
Han, Xiaoru
;
Yi, Fahuai
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浏览/下载:3/0
  |  
提交时间:2019/03/04
Irreversible investment
Maintenance
Finite horizon
Singular stochastic control
Variational inequality
Free boundary problem
SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization
期刊论文
MATHEMATICAL METHODS OF OPERATIONS RESEARCH, 2016, 卷号: 84, 页码: 129-154
作者:
Chen, Shuang
;
Pang, Li-Ping
;
Ma, Xue-Fei
;
Li, Dan
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浏览/下载:3/0
  |  
提交时间:2019/12/09
Stochastic variational inequality problem
Stochastic programming
Conic programming
Portfolio optimization
Stochastic Learning via Optimizing the Variational Inequalities
期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2014, 卷号: 25, 期号: 10, 页码: 1769-1778
作者:
Tao, Qing
;
Gao, Qian-Kun
;
Chu, De-Jun
;
Wu, Gao-Wei
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浏览/下载:20/0
  |  
提交时间:2015/09/18
Alternating direction method of multiplier (ADMM)
machine learning
online learning
optimization
regret
stochastic learning
variational inequality (VI)
Stochastic Learning via Optimizing the Variational Inequalities
期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2014, 卷号: 25, 期号: 10;10, 页码: 1769-1778
作者:
Tao, Qing
;
Gao, Qian-Kun
;
Chu, De-Jun
;
Wu, Gao-Wei
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浏览/下载:8/0
  |  
提交时间:2020/10/27
Alternating Direction Method Of Multiplier (Admm)
Machine Learning
Online Learning
Optimization
Regret
Stochastic Learning
Variational Inequality (Vi)
A sample average approximation method based on a D-gap function for stochastic variational inequality problems
期刊论文
Journal of Industrial and Management Optimization, 2014, 卷号: 10, 期号: 3, 页码: 977-987
作者:
He, Suxiang*
;
Zhang, Pan
;
Hu, Xiao
;
Hu, Rong
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浏览/下载:11/0
  |  
提交时间:2019/12/04
Stochastic variational inequality problem
expected-value formulation
D-gap function
sample average approximation method
convergence
Peng\'s maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion
期刊论文
Science China(Mathematics), 2014, 卷号: 57, 期号: 10, 页码: 2025-2042
作者:
BUCKDAHN Rainer
;
JING Shuai
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浏览/下载:6/0
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提交时间:2019/12/17
fractional Brownian motion
stochastic control system
backward stochastic differential equation
variational inequality
maximum principle
Girsanov transformation
Galtchouk-Kunita-Watanabe decomposition
Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions
期刊论文
MATHEMATICAL AND COMPUTER MODELLING, 2012, 卷号: 55, 页码: 779-784
作者:
Chen, Shuang
;
Pang, Li-Ping
;
Guo, Fang-Fang
;
Xia, Zun-Quan
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浏览/下载:3/0
  |  
提交时间:2019/12/13
Stochastic variational inequality problem
Newton approximation
STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS WITH ADDITIONAL CONSTRAINTS AND THEIR APPLICATIONS IN SUPPLY CHAIN NETWORK EQUILIBRIA
期刊论文
PACIFIC JOURNAL OF OPTIMIZATION, 2011, 卷号: 7, 页码: 263-279
作者:
Luo, Mei-Ju
;
Lin, Gui-Hua
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浏览/下载:5/0
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提交时间:2019/12/18
stochastic variational inequality problem
quasi-Monte Carlo method
supply chain network
equilibrium condition
Stochastic transit assignment with congested public transportation system
会议论文
DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, International Conference on Sensing, Computing and Automation, Chongqing, PEOPLES R CHINA, Web of Science
Lei, Quansheng
;
Chen, Jian
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浏览/下载:0/0
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