Copertina

Differentiability and Regularization of Parametric Convex Value Functions in Stochastic Multistage Optimization

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Franc, Adrien Le, Carpentier, Pierre, Chancelier, Jean-Philippe, de Lara, Michel
Natura:	Preprint
Pubblicazione:	2022
Soggetti:	Optimization and Control
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

What are Capra-Convex Sets?
di: Chancelier, Jean-Philippe, et al.
Pubblicazione: (2025)

Multistage stochastic optimization of a mono-site hydrogen infrastructure by decomposition techniques
di: Lefgoum, Raian, et al.
Pubblicazione: (2024)

A Unified View of Polarity for Functions
di: Chancelier, Jean-Philippe, et al.
Pubblicazione: (2024)

A Two-Timescale Decision-Hazard-Decision Formulation for Storage Usage Values Calculation
di: Parra, Camila Martinez, et al.
Pubblicazione: (2024)

A Production Routing Problem with Mobile Inventories
di: Lefgoum, Raian, et al.
Pubblicazione: (2025)

Contributions on complexity bounds for Deterministic Partially Observed Markov Decision Process
di: Vessaire, Cyrille, et al.
Pubblicazione: (2023)

Temporal and Spatial Decomposition for Prospective Studies in Energy Systems under Uncertainty
di: Parra, Camila Martinez, et al.
Pubblicazione: (2025)

Decomposition-Coordination Method for Finite Horizon Bandit Problems
di: de Lara, Michel, et al.
Pubblicazione: (2021)

Geometry of Sparsity-Inducing Norms
di: Chancelier, Jean-Philippe, et al.
Pubblicazione: (2025)

Optimal Operation and Valuation of Electricity Storages
di: Chancelier, Jean-Philippe, et al.
Pubblicazione: (2025)

Optimal Operation and Valuation of Electricity Storages in Intraday Markets
di: Chancelier, Jean-Philippe, et al.
Pubblicazione: (2025)

On the Value of Risk-Averse Multistage Stochastic Programming in Capacity Planning
di: Yu, Xian, et al.
Pubblicazione: (2024)

Privacy-Preserving Convex Optimization: When Differential Privacy Meets Stochastic Programming
di: Dvorkin, Vladimir, et al.
Pubblicazione: (2022)

On Distributionally Robust Multistage Convex Optimization: Data-driven Models and Performance
di: Zhang, Shixuan, et al.
Pubblicazione: (2022)

On Distributionally Robust Multistage Convex Optimization: New Algorithms and Complexity Analysis
di: Zhang, Shixuan, et al.
Pubblicazione: (2020)

Slow convergence of the moment-SOS hierarchy for an elementary polynomial optimization problem
di: Henrion, Didier, et al.
Pubblicazione: (2024)

Learning Parametric Convex Functions
di: Schaller, Maximilian, et al.
Pubblicazione: (2025)

Adaptive Multistage Stochastic Programming
di: Kayacık, Sezen Ece, et al.
Pubblicazione: (2024)

Increasing Value of Information Implies Separable Utility
di: de Lara, Michel
Pubblicazione: (2025)

Controlling Microgrids Without External Data: A Benchmark of Stochastic Programming Methods
di: Puech, Alban, et al.
Pubblicazione: (2023)

Hinge-Proximal Stochastic Gradient Methods for Convex Optimization with Functional Constraints
di: Rajoriya, Vaibhav, et al.
Pubblicazione: (2025)

S-D-RSM: Stochastic Distributed Regularized Splitting Method for Large-Scale Convex Optimization Problems
di: Wang, Maoran, et al.
Pubblicazione: (2025)

Complexity of Minimizing Regularized Convex Quadratic Functions
di: Thomsen, Daniel Berg, et al.
Pubblicazione: (2024)

Parametric Nonconvex Optimization via Convex Surrogates
di: Wang, Renzi, et al.
Pubblicazione: (2026)

Verification of Sequential Convex Programming for Parametric Non-convex Optimization
di: Sambharya, Rajiv, et al.
Pubblicazione: (2025)

Exploiting Multistage Optimization Structure in Proximal Solvers
di: Schwan, Roland, et al.
Pubblicazione: (2025)

Parallel KKT Solver in PIQP for Multistage Optimization
di: Song, Fenglong, et al.
Pubblicazione: (2025)

GPU-Accelerated Dynamic Programming for Multistage Stochastic Energy Storage Arbitrage
di: Lee, Thomas, et al.
Pubblicazione: (2025)

Universal Gradient Methods for Stochastic Convex Optimization
di: Rodomanov, Anton, et al.
Pubblicazione: (2024)

Learning Acceleration Algorithms for Fast Parametric Convex Optimization with Certified Robustness
di: Sambharya, Rajiv, et al.
Pubblicazione: (2025)

Nonlinear Optimization Filters for Stochastic Time-Varying Convex Optimization
di: Simonetto, Andrea, et al.
Pubblicazione: (2023)

S-SOS: Stochastic Sum-Of-Squares for Parametric Polynomial Optimization
di: Zhu, Richard L., et al.
Pubblicazione: (2024)

A Parametric Approach for Solving Convex Quadratic Optimization with Indicators Over Trees
di: Bhathena, Aaresh, et al.
Pubblicazione: (2024)

Multistage Conditional Compositional Optimization
di: Şen, Buse, et al.
Pubblicazione: (2026)

Multistage Robust Average Randomized Spectral Risk Optimization
di: Wu, Qiong, et al.
Pubblicazione: (2024)

Augmented Lagrangian methods for infeasible convex optimization problems and diverging proximal-point algorithms
di: Andrews, Roland, et al.
Pubblicazione: (2025)

Stability Analysis of An Integrated Multistage Stochastic Programming and Markov Decision Process Problem
di: Yang, Zhiyao, et al.
Pubblicazione: (2025)

Sample Complexity of Data-driven Multistage Stochastic Programming under Markovian Uncertainty
di: Park, Hyuk, et al.
Pubblicazione: (2024)

Multistage Stochastic Program for Mitigating Power System Risks under Wildfire Disruptions
di: Yang, Hanbin, et al.
Pubblicazione: (2023)

Robust Stochastic Optimal Control via variance penalization: Application to Energy Management Systems
di: Malisani, Paul, et al.
Pubblicazione: (2024)