yusuke1997/dblp-id-title huggingface dataset:
Optimal Control of Production, Remanufacturing and Refurbishing Activities in a Finite Planning Horizon Inventory System
Multi-Phase Trajectory Optimization for Alpine Skiers Using an Improved Retractable Body Model
Optimality Conditions for Generalized Ky Fan Quasi-Inequalities with Applications
Some Results on Skorokhod Embedding and Robust Hedging with Local Time
Linear Convergence Rates for Variants of the Alternating Direction Method of Multipliers in Smooth Cases
Sufficient Conditions for a Real-Valued Function to have a Unique Root or No Root at All
On a Computationally Ill-Behaved Bilevel Problem with a Continuous and Nonconvex Lower Level
On Error Bounds for Quasinormal Programs
Nonsmooth Multiobjective Problems and Generalized Vector Variational Inequalities Using Quasi-Efficiency
SI "Deterministic and Stochastic Variational Principles and Applications". December 2015
Extension of the Constrained Bilinear Quadratic Regulator to the Excited Multi-input Case
Strategic Manipulation Approach for Solving Negotiated Transfer Pricing Problem
Time-Dependent Generalized Nash Equilibrium Problem
Primal Recovery from Consensus-Based Dual Decomposition for Distributed Convex Optimization
Characterizations for Optimality Conditions of General Robust Optimization Problems
Bounds in Multistage Linear Stochastic Programming
How to Select a Solution in Generalized Nash Equilibrium Problems
Insensitizing the tangential gradient for reaction-diffusion equations with dynamic boundary conditions
Switching Stepsize Strategies for Sequential Quadratic Programming
Mean-Field Linear-Quadratic Nonzero Sum Stochastic Differential Games with Overlapping Information
Optimality Conditions at Infinity for Nonsmooth Minimax Programming Problems with Some Applications
Optimal Market Dealing Under Constraints
First and Second Order Optimality Conditions for Nonsmooth Multiobjective Problems with Equilibrium Constraints
Optimality and Duality Results for Bilevel Programming Problem Using Convexifactors
Computational Optimization for Structural Engineering Applications
Recent Advances
Optimal Control of the Fokker-Planck Equation with Space-Dependent Controls
Optimal Guidance for Quasi-planar Lunar Ascent
Characterizing Robust Solution Sets of Convex Programs under Data Uncertainty
Infinite Horizon Sparse Optimal Control
Sample Average Approximation Method for Chance Constrained Programming: Theory and Applications
Searching for a Best Least Absolute Deviations Solution of an Overdetermined System of Linear Equations Motivated by Searching for a Best Least Absolute Deviations Hyperplane on the Basis of Given Data
On the Indefinite Quadratic Fractional Optimization with Two Quadratic Constraints
The Valuation of American Passport Options: A Viscosity Solution Approach
Convergence Results of an Augmented Lagrangian Method Using the Exponential Penalty Function
Matrix Optimization Problem Involving Group Sparsity and Nonnegativity Constraints
Further on Potential Differential Games and Its Applications in Multi-leader Multi-follower Differential Games
The Nonconvex Second-Order Cone: Algebraic Structure Toward Optimization
Isolated Calmness of Perturbation Mappings and Superlinear Convergence of Newton-Type Methods
Agency Problem and Mean Field System of Agents with Moral Hazard, Synergistic Effects and Accidents
Characterization of Norm-Based Robust Solutions in Vector Optimization
Reachable Set Bounding for Linear Discrete-Time Systems with Delays and Bounded Disturbances
Minimization of a Function of a Quadratic Functional with Application to Optimal Portfolio Selection
Perturbation Analysis on T-Eigenvalues of Third-Order Tensors
Approximate Euclidean Steiner Trees
On Computation of the Shape Hessian of the Cost Functional Without Shape Sensitivity of the State Variable
Exponential Convergence of Time-Delay Systems in the Presence of Bounded Disturbances
The Orienteering Problem with Time Windows Applied to Robotic Melon Harvesting
On Material Optimization in Continuum Dynamics
Sidelobe Level Reduction in Linear Array Pattern Synthesis Using Particle Swarm Optimization
Representations for Maximal Monotone Operators of Type (D) in Banach Spaces
Locally Optimal Eigenpairs of Orthogonally Decomposable Tensors: A Generalized Proof
Split Bregman Method for Minimization of Fast Multiphase Image Segmentation Model for Inhomogeneous Images
On the Problem of Pursuing Two Coordinated Evaders in Linear Recurrent Differential Games
Optimal Control of Vibration-Based Micro-energy Harvesters
Convergence of Nonmonotone Proximal Gradient Methods under the Kurdyka-Łojasiewicz Property without a Global Lipschitz Assumption
On the Solution of Generalized Multiplicative Extremum Problems
Multi-Objective Integer Programming: An Improved Recursive Algorithm
Optimality Conditions and Semidefinite Linear Programming Duals for Two-Stage Adjustable Robust Quadratic Optimization
Explicit Formula for Preimages of Relaxed One-Sided Lipschitz Mappings with Negative Lipschitz Constants: A Geometric Approach
A Non-monotone Conjugate Subgradient Type Method for Minimization of Convex Functions
Existence of Optimal Points Via Improvement Sets
On Ordered Weighted Averaging Social Optima
On the Superlinear Convergence of Newton's Method on Riemannian Manifolds
Moral Hazard Under Ambiguity
Sparse Network Optimization for Synchronization
Parameter-Dependent Stochastic Optimal Control in Finite Discrete Time
Well-Posedness of History/State-Dependent Implicit Sweeping Processes
A Strongly Polynomial Method for Solving Integer Max-Linear Optimization Problems in a Generic Case
Fully Zeroth-Order Bilevel Programming via Gaussian Smoothing
Extension of the Optimality Conditions for Unconstrained Parameter Optimization Problems Where the Standard Conditions Fail
Stability of Set-Valued Optimization Problems with Naturally Quasi-Functions
Finite-Time Nonconvex Optimization Using Time-Varying Dynamical Systems
A Proximal Point Algorithm Revisited and Extended
Relaxed and Inertial Nonlinear Forward-Backward with Momentum
New Tour on the Subdifferential of Supremum via Finite Sums and Suprema
Expected Residual Minimization Formulation for a Class of Stochastic Tensor Vector Variational Inequalities
Minimum Induced Drag Theorems for Joined Wings, Closed Systems, and Generic Biwings: Applications
Piecewise Convex Maximization Problems: Piece Adding Technique
High-Probability Complexity Bounds for Non-smooth Stochastic Convex Optimization with Heavy-Tailed Noise
Relaxed Controls for Nonlinear Fractional Impulsive Evolution Equations
Convergence Analysis of the Generalized Splitting Methods for a Class of Nonconvex Optimization Problems
Superlinear Convergence of the Sequential Quadratic Method in Constrained Optimization
A Proximal Point Analysis of the Preconditioned Alternating Direction Method of Multipliers
Diffusive Limit Approximation of Pure-Jump Optimal Stochastic Control Problems
A Quasi-Optimization Problem for a Family of Functions
Well-Posedness Under Relaxed Semicontinuity for Bilevel Equilibrium and Optimization Problems with Equilibrium Constraints
Optimal Shape of an Underwater Moving Bottom Generating Surface Waves Ruled by a Forced Korteweg-de Vries Equation
A Two-on-One Linear Pursuit-Evasion Game with Bounded Controls
Duality for Nonsmooth Optimization Problems with Equilibrium Constraints, Using Convexificators
Dynamic Monopolistic Competition
On Convex Envelopes and Regularization of Non-convex Functionals Without Moving Global Minima
On Weak and Strong Kuhn-Tucker Conditions for Smooth Multiobjective Optimization
Optimality Conditions and Duality in Nonsmooth Adjustable Robust Optimization Problems
Some Properties and Applications of the Hausdorff Distance
Energy Minimizing Mountain Ascent
Optimality Conditions for Set-Valued Optimisation Problems Using a Modified Demyanov Difference
New Constraint Qualifications for Mathematical Programs with Second-Order Cone Complementarity Constraints
A Note on the Alternating Direction Method of Multipliers
Asymmetric Supply Function Equilibria with Forward Contracts
A Combination of Variational and Penalty Methods for Solving a Class of Fractional Optimal Control Problems
Bregman Proximal Mappings and Bregman-Moreau Envelopes Under Relative Prox-Regularity
Optimal Control Formulation for Complementarity Dynamical Systems
Existence of the Limit Value of Two Person Zero-Sum Discounted Repeated Games via Comparison Theorems
First- and Second-Order Asymptotic Analysis with Applications in Quasiconvex Optimization
Convergence of First-Order Algorithms with Momentum from the Perspective of an Inexact Gradient Descent Method
A Proximal Augmented Lagrangian Method for Linearly Constrained Nonconvex Composite Optimization Problems
Restricted Robinson Constraint Qualification and Optimality for Cardinality-Constrained Cone Programming
A Mixed Logarithmic Barrier-Augmented Lagrangian Method for Nonlinear Optimization
A New Global Algorithm for Max-Cut Problem with Chordal Sparsity
Necessary Second-Order Conditions for a Strong Local Minimum in a Problem with Endpoint and Control Constraints
Worst Case Complexity Bounds for Linesearch-Type Derivative-Free Algorithms
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions
Shape Derivative for Penalty-Constrained Nonsmooth-Nonconvex Optimization: Cohesive Crack Problem
Minimizers of Sparsity Regularized Huber Loss Function
Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach
A Projected Primal-Dual Method for Solving Constrained Monotone Inclusions
Uniform Approximation by the Highest Defect Continuous Polynomial Splines: Necessary and Sufficient Optimality Conditions and Their Generalisations
Decentralized Online Strongly Convex Optimization with General Compressors and Random Disturbances
Zero Duality Gap for Convex Programs: A Generalization of the Clark-Duffin Theorem
Constraint Qualifications for Mathematical Programs with Equilibrium Constraints and their Local Preservation Property
State Estimation and Reliable Control of Singular Markovian Systems with Distributed State Delays and Input Delays
Primal Subgradient Methods with Predefined Step Sizes
Vector Optimization w.r.t. Relatively Solid Convex Cones in Real Linear Spaces
Optimal Feedback Arising in a Third-Order Dynamics with Boundary Controls and Infinite Horizon
Asymptotic Behavior of Mild Solutions to Semilinear Fractional Differential Equations
On the Local Convergence Analysis of the Gradient Sampling Method for Finite Max-Functions
Optimal Debt Ratio and Consumption Strategies in Financial Crisis
Structured Two-Point Stepsize Gradient Methods for Nonlinear Least Squares
New Penalized Stochastic Gradient Methods for Linearly Constrained Strongly Convex Optimization
Sampled-Data Nash Equilibria in Differential Games with Impulse Controls
Quasimonotone Quasivariational Inequalities: Existence Results and Applications
Optimal Mixed Batch Shipment Policy with Variable Safety Factor for the Single-Vendor Single-Buyer Production-Inventory System
On the Multistage Shortest Path Problem Under Distributional Uncertainty
Optimality Conditions for Nonlinear Second-Order Cone Programming and Symmetric Cone Programming
Aggregate Wind Power Production via Coalitional Games and Optimal Control
An Adaptive Riemannian Gradient Method Without Function Evaluations
Asymptotic Analysis for a Class of Quasiconvex Semi-Infinite Programming Problems
A New Nonsmooth Trust Region Algorithm for Locally Lipschitz Unconstrained Optimization Problems
Semi-definite Representations for Sets of Cubics on the Two-dimensional Sphere
Exploiting Sparsity in Complex Polynomial Optimization
H infinity Control and Exponential Stability of Nonlinear Nonautonomous Systems with Time-Varying Delay
Stability Property in Bifunction-Set Optimization
Rectifiability Property for Plane Paths and Descent Curves
The "Black-Box" Optimization Problem: Zero-Order Accelerated Stochastic Method via Kernel Approximation
Solution Uniqueness of Convex Optimization Problems via the Radial Cone
Auto-Tuning and Fractional Order Controller Implementation on Hardware in the Loop System
On Linear Convergence of Non-Euclidean Gradient Methods without Strong Convexity and Lipschitz Gradient Continuity
Controllability of a Nonholonomic Macroeconomic System
Constrained Linear-Quadratic Optimization Problems with Parameter-Dependent Entries
Univariate Representations of Solutions to Generic Polynomial Complementarity Problems
A Full-Newton Step Infeasible Interior-Point Method for the Special Weighted Linear Complementarity Problem
Bank Monitoring Incentives Under Moral Hazard and Adverse Selection
Convergence Analysis of Difference-of-Convex Algorithm with Subanalytic Data
A New Decomposition Method for Variational Inequalities with Linear Constraints
Transformation-Based Preprocessing for Mixed-Integer Quadratic Programs
Formulae for the Conjugate and the Subdifferential of the Supremum Function
A Dual Active-Set Algorithm for Regularized Monotonic Regression
Optimal Impulsive Control Problem with Application to Human Immunodeficiency Virus Treatment
On the Relationship Between the Kurdyka-Łojasiewicz Property and Error Bounds on Hadamard Manifolds
Indefinite Abstract Splines with a Quadratic Constraint
A Characterization of Strictly Convex Spaces and Applications
Linear-Quadratic Stochastic Delayed Control and Deep Learning Resolution
Minimum Type Functions, Plus-Cogauges, and Applications
A Continuous Implementation of a Second-Variation Optimal Control Method for Space Trajectory Problems
Comparison Between Quasidifferentials and Exhausters
Common Fixed Point Theorems in Topological Vector Spaces via Intersection Theorems
Existence of Solutions of Bifunction-Set Optimization Problems in Metric Spaces
Probabilistic Properties of Near-Optimal Trajectories of an Agent Moving Over a Lattice
Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework
Trade-Off Ratio Functions for Linear and Piecewise Linear Multi-objective Optimization Problems
On Relatively Solid Convex Cones in Real Linear Spaces
On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums
Controllability Results for Second Order Neutral Impulsive Integrodifferential Systems
Proper or Weak Efficiency via Saddle Point Conditions in Cone-Constrained Nonconvex Vector Optimization Problems
The Galerkin Method and Regularization for Variational Inequalities in Reflexive Banach Spaces
Optimal Feedback Control in the Mathematical Model of Low Concentrated Aqueous Polymer Solutions
The Importance of Being Normal, Regular and Proper in the Calculus of Variations
Numerical Solution of Fractional Optimal Control
Least-Squares Estimation of Multifractional Random Fields in a Hilbert-Valued Context
HJB Equations and Stochastic Control on Half-Spaces of Hilbert Spaces
Qualitative Properties of Robust Benson Efficient Solutions of Uncertain Vector Optimization Problems
Surface Shear Waves in a Half-Plane with Depth-Variant Structure
Stability of Implicit Multifunctions in Banach Spaces
Proximal Bundle Algorithms for Nonlinearly Constrained Convex Minimax Fractional Programs
Dykstra's Splitting and an Approximate Proximal Point Algorithm for Minimizing the Sum of Convex Functions
Multiobjective Conjugate Gradient Methods on Riemannian Manifolds
A Progressive Maximum Principle of Fully Coupled Mean-Field System with Jumps
Coupling the Gradient Method with a General Exterior Penalization Scheme for Convex Minimization
Best Proximity Points: Optimal Solutions
Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer
Diophantine Quadratic Equation and Smith Normal Form Using Scaled Extended Integer Abaffy-Broyden-Spedicato Algorithms
Optimal Design of Brittle Composite Materials: a Nonsmooth Approach
A Constraint-Reduced Algorithm for Semidefinite Optimization Problems with Superlinear Convergence
The Mordukhovich Subdifferentials and Directions of Descent
A New Approach to Stochastic Optimization
Incomplete Information Mean-Field Games and Related Riccati Equations
Copositivity for a Class of Fourth-Order Symmetric Tensors Given by Scalar Dark Matter
Iterative Methods for Triple Hierarchical Variational Inequalities in Hilbert Spaces
Robust n-Agent Heterogeneous Investment-Consumption Game Under α-Maxmin Mean-Variance-Utility Criterion
Maximum Entropy Estimates for Risk-Neutral Probability Measures with Non-Strictly-Convex Data
An Optimal Family of Fast 16th-Order Derivative-Free Multipoint Simple-Root Finders for Nonlinear Equations
Exact Lipschitz Regularization of Convex Optimization Problems
Stability and Genericity for Semi-algebraic Compact Programs
Optimal Control of a Multistate Failure-Prone Manufacturing System under a Conditional Value-at-Risk Cost Criterion
Necessary Optimality Conditions for a Class of Bilevel Problems
On Completely Mixed Games
Correction to: On the Unique Solvability of the Absolute Value Equation
On the Parallelization Upper Bound for Asynchronous Stochastic Gradients Descent in Non-convex Optimization
An Inexact Steepest Descent Method for Multicriteria Optimization on Riemannian Manifolds
Classification of Optimal Group-Invariant Solutions: Cylindrical Korteweg-de Vries Equation
On the Convergence of Adaptive Stochastic Search Methods for Constrained and Multi-objective Black-Box Optimization
A Unified Approach Through Image Space Analysis to Robustness in Uncertain Optimization Problems
On the Curse of Dimensionality in the Ritz Method
A Double-Parameter Scaling Broyden-Fletcher-Goldfarb-Shanno Method Based on Minimizing the Measure Function of Byrd and Nocedal for Unconstrained Optimization
Stochastic Elastography Inverse Problem of Tumor Identification by an Equation Error Approach
Variational Analysis of Generalized Ordinal Nash Games on Banach Spaces
A Note on the Global Convergence of the Quadratic Hybridization of Polak-Ribière-Polyak and Fletcher-Reeves Conjugate Gradient Methods
Dual Descent Methods as Tension Reduction Systems
Optimal Control Problems with Sparsity for Tumor Growth Models Involving Variational Inequalities
Optimal Combined Radio- and Anti-Angiogenic Cancer Therapy
Solution Existence and Compactness Analysis for Nonsmooth Optimization Problems
On the Split Equality Fixed Point Problem of Quasi-Pseudo-Contractive Mappings Without A Priori Knowledge of Operator Norms with Applications
Set-Limited Functions and Polynomial-Time Interior-Point Methods
On the Existence of Weak Efficient Solutions of Nonconvex Vector Optimization Problems
Asymptotic Solution of a Singularly Perturbed Optimal Problem with Integral Constraint
An Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs, Application to the Optimal Power Flow Problem
Conditional Gradient Method for Double-Convex Fractional Programming Matrix Problems
General Split Equality Equilibrium Problems with Application to Split Optimization Problems
The Last-Mile Delivery Process with Trucks and Drones Under Uncertain Energy Consumption
On Investment Consumption Modeling with Jump Process Extensions for Productive Sectors
Second-Order Optimality Conditions for Strict Efficiency of Constrained Set-Valued Optimization
Polynomial Convergence of Second-Order Mehrotra-Type Predictor-Corrector Algorithms over Symmetric Cones
Inexact Alternating Direction Methods of Multipliers with Logarithmic-Quadratic Proximal Regularization
Geometric Programming Problems with Triangular and Trapezoidal Twofold Uncertainty Distributions
Superlinearly Convergent Norm-Relaxed SQP Method Based on Active Set Identification and New Line Search for Constrained Minimax Problems
The Existence of Optimal Controls for Problems Defined on Time Scales
A Priori Error Estimates for State-Constrained Semilinear Parabolic Optimal Control Problems
Output Diffusion of the Monopolist Over Time and Space
Does Flexibility Facilitate Sustainability of Cooperation Over Time? A Case Study from Environmental Economics
An Adaptive Partial Linearization Method for Optimization Problems on Product Sets
COSMO: A Conic Operator Splitting Method for Convex Conic Problems
A Heuristic Method Using Hessian Matrix for Fast Flow Topology Optimization
Cardinality Constraints in Single-Leader-Multi-Follower Games
Local Poisson Equations Associated with Discrete-Time Markov Control Processes
Zero-Sum Semi-Markov Games with the Risk-Sensitive Average Reward Criterion
A Matrix Generalization of the Hardy-Littlewood-Pólya Rearrangement Inequality and Its Applications
Optimal Synthesis for the Minimum Time Control Problems of Fed-Batch Bioprocesses for Growth Functions with Two Maxima
A Relaxation Result in the Vectorial Setting and Power Law Approximation for Supremal Functionals
Structure of Viability Kernels for Some Linear Differential Games
Solution to Global Minimization of Polynomials by Backward Differential Flow
Non-smooth Non-convex Bregman Minimization: Unification and New Algorithms
Strong Convergence of the Halpern Subgradient Extragradient Method for Solving Variational Inequalities in Hilbert Spaces
Optimality Conditions and Characterizations of the Solution Sets in Generalized Convex Problems and Variational Inequalities
Asymmetric Information in a Capital Accumulation Differential Game with Spillover and Learning Effects
Time-Inconsistent LQ Games for Large-Population Systems and Applications
Stability of Quasimonotone Variational Inequality Under Sign-Continuity
Inexact Alternating-Direction-Based Contraction Methods for Separable Linearly Constrained Convex Optimization
A Note on Infinite Horizon Linear Quadratic Optimal Control Problems for Fractional-order System
Normability via the Convergence of Closed and Convex Sets
S-adapted Equilibria in Games Played Over Event Trees with Coupled Constraints
Smoothing Procedure for Lipschitzian Equations and Continuity of Solutions
Multiobjective Variational Programming under Generalized Type I Univexity
The Engulfing Property from a Convex Analysis Viewpoint
Linear-Quadratic Mean Field Games
On Iterative Methods with Accelerated Convergence for Solving Systems of Nonlinear Equations
Abstract Concavity of Increasing Co-radiant and Quasi-Concave Functions with Applications in Mathematical Economics
Maximal Solutions of Sparse Analysis Regularization
Constrained Evolution for a Quasilinear Parabolic Equation
A Globally Convergent Riemannian Memory Gradient Method
Bang-Bang Growth Rate Optimization in a Coupled McKendrick Model
Projection Algorithms for Solving the Split Feasibility Problem with Multiple Output Sets
A Nonsmooth Frank-Wolfe Algorithm Through a Dual Cutting-Plane Approach
Optimization of Combined Leukemia Therapy by Finite-Dimensional Optimal Control Modeling
An Exact Penalty Function Method for Continuous Inequality Constrained Optimal Control Problem
A Self-Adjusting Conjugate Gradient Method with Sufficient Descent Condition and Conjugacy Condition
An Augmented Lagrangian Method Exploiting an Active-Set Strategy and Second-Order Information
Sufficient Descent Riemannian Conjugate Gradient Methods
Market Power and Efficiency Analysis in Bi-level Energy Transmission Market
On Indefinite Quadratic Optimization over the Intersection of Balls and Linear Constraints
Kernel-Based Interior-Point Methods for Monotone Linear Complementarity Problems over Symmetric Cones
Value Functions and Their Directional Derivatives in Parametric Nonlinear Programming
New Interior-Point Approach for One- and Two-Class Linear Support Vector Machines Using Multiple Variable Splitting
Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty
On Finite Convergence of Iterative Methods for Variational Inequalities in Hilbert Spaces
An Inertial Iterative Regularization Method for a Class of Variational Inequalities
Exponential Stability for Delayed Stochastic Bidirectional Associative Memory Neural Networks with Markovian Jumping and Impulses
Optimization of Cytostatic Leukemia Therapy in an Advection-Reaction-Diffusion Model
Derivative-Free Methods for Mixed-Integer Constrained Optimization Problems
Regularity Conditions in Differentiable Vector Optimization Revisited
Bounds of the Solution Set to the Polynomial Complementarity Problem