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The augmented lagrangian method can approximately solve convex optimization with least constraint violation
期刊论文
MATHEMATICAL PROGRAMMING, 2022, 页码: 35
作者:
Dai, Yu-Hong
;
Zhang, Liwei
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浏览/下载:12/0
  |  
提交时间:2023/02/07
Convex optimization
Least constraint violation
Augmented Lagrangian method
Shifted problem
Optimal value mapping
Solution mapping
Dual function
Conjugate dual
STABILIZABILITY OF GAME-BASED CONTROL SYSTEMS
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 卷号: 59, 期号: 5, 页码: 3999-4023
作者:
Zhang, Renren
;
Guo, L. E., I
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浏览/下载:8/0
  |  
提交时间:2022/04/02
game-based control system (GBCS)
Nash equilibrium
stabilizable
algebraic Riccati equation (ARE)
algebraic Riccati inequality (ARI)
Asynchronous Computability Theorem in Arbitrary Solo Models
期刊论文
MATHEMATICS, 2020, 卷号: 8, 期号: 5, 页码: 18
作者:
Yue, Yunguang
;
Lei, Fengchun
;
Liu, Xingwu
;
Wu, Jie
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  |  
浏览/下载:7/0
  |  
提交时间:2020/12/10
distributed computing
asynchronous computability
solo model
solvability
combinatorial topology
Equilibrium Solutions of Multiperiod Mean-Variance Portfolio Selection
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2020, 卷号: 65, 期号: 4, 页码: 1716-1723
作者:
Ni, Yuan-Hua
;
Li, Xun
;
Zhang, Ji-Feng
;
Krstic, Miroslav
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  |  
浏览/下载:17/0
  |  
提交时间:2020/05/24
Portfolios
Optimal control
Nickel
Covariance matrices
Optimization
Indexes
Multiperiod mean-variance portfolio selection
stochastic linear-quadratic (LQ) control
time inconsistency
Solvability conditions in multi-scale dynamic analysis of one-dimensional structures with non-homogeneous boundaries: A general operator formulation
期刊论文
International Journal of Non-Linear Mechanics, 2019
作者:
Guo, TD
;
Rega, G
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浏览/下载:40/0
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提交时间:2019/12/17
Solvability conditions
Non-homogeneous boundaries
Method of multiple time scales
Boundary modulations
Mode correction
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
作者:
Ni, Yuan-Hua
;
Zhang, Ji-Feng
;
Krstic, Miroslav
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浏览/下载:28/0
  |  
提交时间:2018/10/07
Forward-backward stochastic difference equation
mean-field theory
stochastic linear-quadratic optimal control
time inconsistency
Time-Inconsistent Mean-Field Stochastic LQ Problem: Open-Loop Time-Consistent Control
期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2018, 卷号: 63, 期号: 9, 页码: 2771-2786
作者:
Ni, Yuan-Hua
;
Zhang, Ji-Feng
;
Krstic, Miroslav
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浏览/下载:16/0
  |  
提交时间:2018/10/07
Forward-backward stochastic difference equation
mean-field theory
stochastic linear-quadratic optimal control
time inconsistency
Symplectic Runge-Kutta methods for Hamiltonian systems driven by Gaussian rough paths
期刊论文
APPLIED NUMERICAL MATHEMATICS, 2018, 卷号: 129, 页码: 120-136
作者:
Hong, Jialin
;
Huang, Chuying
;
Wang, Xu
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浏览/下载:20/0
  |  
提交时间:2018/07/30
Rough path
Hamiltonian system
Symplectic Runge-Kutta method
Implicit method
Pathwlse convergence rate
ON AN EIGENVECTOR-DEPENDENT NONLINEAR EIGENVALUE PROBLEM
期刊论文
SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS, 2018, 卷号: 39, 期号: 3, 页码: 1360-1382
作者:
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浏览/下载:6/0
  |  
提交时间:2019/08/22
nonlinear eigenvalue problem
self-consistent field iteration
convergence analysis
A second-order box solver for nonlinear delayed convection-diffusion equations with Neumann boundary conditions
期刊论文
International Journal of Computer Mathematics, 2018
作者:
Deng, Dingwen
;
Xie, Jianqiang
;
Jiang, Yaolin
;
Liang, Dong
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  |  
浏览/下载:2/0
  |  
提交时间:2019/11/19
box scheme
convergence
Neumann boundary conditions
Nonlinear convection-diffusion equations with delays
solvability
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