Adjoint-based calibration of nonlinear stochastic differential equations
Fuente:
arXiv
Saved in:
| Main Authors: | Bartsch, Jan, Denk, Robert, Volkwein, Stefan |
|---|---|
| Format: | Preprint |
| Published: |
2023
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Average Optimal Control of Uncertain Control-Affine Systems
by: Aronna, M. Soledad, et al.
Published: (2025)
by: Aronna, M. Soledad, et al.
Published: (2025)
Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form
by: Geiersbach, Caroline, et al.
Published: (2023)
by: Geiersbach, Caroline, et al.
Published: (2023)
MGProx: A nonsmooth multigrid proximal gradient method with adaptive restriction for strongly convex optimization
by: Ang, Andersen, et al.
Published: (2023)
by: Ang, Andersen, et al.
Published: (2023)
A relaxed version of Ryu's three-operator splitting method for structured nonconvex optimization
by: Alcantara, Jan Harold, et al.
Published: (2025)
by: Alcantara, Jan Harold, et al.
Published: (2025)
A penalty barrier framework for nonconvex constrained optimization
by: De Marchi, Alberto, et al.
Published: (2024)
by: De Marchi, Alberto, et al.
Published: (2024)
Second-Order $Λ$-Sets and Extensions to Non-Smooth, Hybrid, and Stochastic Optimal Control
by: Rashid, Mohammad H. M
Published: (2025)
by: Rashid, Mohammad H. M
Published: (2025)
ItsOPT: An inexact two-level smoothing framework for nonconvex optimization via high-order Moreau envelope
by: Kabgani, Alireza, et al.
Published: (2024)
by: Kabgani, Alireza, et al.
Published: (2024)
ItsDEAL: Inexact two-level smoothing descent algorithms for weakly convex optimization
by: Kabgani, Alireza, et al.
Published: (2025)
by: Kabgani, Alireza, et al.
Published: (2025)
Quasar-Convex Optimization: Fundamental Properties and High-Order Proximal-Point Methods
by: Ahookhosh, Masoud, et al.
Published: (2026)
by: Ahookhosh, Masoud, et al.
Published: (2026)
A Projected Variable Smoothing for Weakly Convex Optimization and Supremum Functions
by: López-Rivera, Sergio, et al.
Published: (2025)
by: López-Rivera, Sergio, et al.
Published: (2025)
An interior proximal gradient method for nonconvex optimization
by: De Marchi, Alberto, et al.
Published: (2022)
by: De Marchi, Alberto, et al.
Published: (2022)
On a control system on an infinite temporal tree
by: Buterin, Sergey
Published: (2024)
by: Buterin, Sergey
Published: (2024)
First-order majorization-minimization meets high-order majorant: Boosted inexact high-order forward-backward method
by: Kabgani, Alireza, et al.
Published: (2025)
by: Kabgani, Alireza, et al.
Published: (2025)
On damping a control system with global aftereffect on quantum graphs. Stochastic interpretation
by: Buterin, Sergey
Published: (2023)
by: Buterin, Sergey
Published: (2023)
A truncated epsilon-subdifferential method for global DC optimization
by: Bagirov, Adil M., et al.
Published: (2025)
by: Bagirov, Adil M., et al.
Published: (2025)
Riemannian Trust Region Methods for SC$^1$ Minimization
by: Zhang, Chenyu, et al.
Published: (2023)
by: Zhang, Chenyu, et al.
Published: (2023)
Inexact Limited Memory Bundle Method
by: Lampainen, Jenni, et al.
Published: (2026)
by: Lampainen, Jenni, et al.
Published: (2026)
A new problem qualification based on approximate KKT conditions for Lipschitzian optimization with application to bilevel programming
by: Käming, Isabella, et al.
Published: (2024)
by: Käming, Isabella, et al.
Published: (2024)
Shadow splitting methods for nonconvex optimisation: epi-approximation, convergence and saddle point avoidance
by: Atenas, Felipe
Published: (2025)
by: Atenas, Felipe
Published: (2025)
Understanding the Douglas-Rachford splitting method through the lenses of Moreau-type envelopes
by: Atenas, Felipe
Published: (2023)
by: Atenas, Felipe
Published: (2023)
Tensor train solution to uncertain optimization problems with shared sparsity penalty
by: Antil, Harbir, et al.
Published: (2024)
by: Antil, Harbir, et al.
Published: (2024)
Directional differentiability for solution operators of sweeping processes with convex polyhedral admissible sets
by: Brokate, Martin, et al.
Published: (2025)
by: Brokate, Martin, et al.
Published: (2025)
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization
by: Milz, Johannes, et al.
Published: (2022)
by: Milz, Johannes, et al.
Published: (2022)
On the Value Function of Convex Bolza Problems Governed by Stochastic Difference Equations
by: Álvarez, Sebastián, et al.
Published: (2026)
by: Álvarez, Sebastián, et al.
Published: (2026)
Optimal Control of McKean-Vlasov equations with controlled stochasticity
by: Di Persio, Luca, et al.
Published: (2023)
by: Di Persio, Luca, et al.
Published: (2023)
Local properties and augmented Lagrangians in fully nonconvex composite optimization
by: De Marchi, Alberto, et al.
Published: (2023)
by: De Marchi, Alberto, et al.
Published: (2023)
Convergence of the Preconditioned Proximal Point Method and Douglas-Rachford Splitting in the Absence of Monotonicity
by: Evens, Brecht, et al.
Published: (2023)
by: Evens, Brecht, et al.
Published: (2023)
The landscape of deterministic and stochastic optimal control problems: One-shot Optimization versus Dynamic Programming
by: Kim, Jihun, et al.
Published: (2024)
by: Kim, Jihun, et al.
Published: (2024)
Complexity of trust-region methods with unbounded Hessian approximations for smooth and nonsmooth optimization
by: Leconte, Geoffroy, et al.
Published: (2023)
by: Leconte, Geoffroy, et al.
Published: (2023)
Smoothness of Subgradient Mappings and Its Applications in Parametric Optimization
by: Hang, Nguyen T. V., et al.
Published: (2023)
by: Hang, Nguyen T. V., et al.
Published: (2023)
Complexity of an inexact stochastic SQP algorithm for equality constrained optimization
by: O'Neill, Michael J., et al.
Published: (2026)
by: O'Neill, Michael J., et al.
Published: (2026)
Risk-averse optimization under distributional uncertainty with Rockafellian relaxation
by: Antil, Harbir, et al.
Published: (2026)
by: Antil, Harbir, et al.
Published: (2026)
Rockafellian Relaxation for PDE-Constrained Optimization with Distributional Uncertainty
by: Antil, Harbir, et al.
Published: (2024)
by: Antil, Harbir, et al.
Published: (2024)
Weak sharp minima at infinity and solution stability in mathematical programming via asymptotic analysis
by: Lara, Felipe, et al.
Published: (2024)
by: Lara, Felipe, et al.
Published: (2024)
Implementing a unified solver for nonlinearly constrained optimization
by: Vanaret, Charlie, et al.
Published: (2024)
by: Vanaret, Charlie, et al.
Published: (2024)
Subgradient Regularization: A Descent-Oriented Subgradient Method for Nonsmooth Optimization
by: Li, Hanyang, et al.
Published: (2025)
by: Li, Hanyang, et al.
Published: (2025)
A fresh look into variational analysis of $\mathcal C^2$-partly smooth functions
by: Hang, Nguyen T. V., et al.
Published: (2024)
by: Hang, Nguyen T. V., et al.
Published: (2024)
An interior-point trust-region method for nonsmooth regularized bound-constrained optimization
by: Leconte, Geoffroy, et al.
Published: (2024)
by: Leconte, Geoffroy, et al.
Published: (2024)
Moreau envelope and proximal-point methods under the lens of high-order regularization
by: Kabgani, Alireza, et al.
Published: (2025)
by: Kabgani, Alireza, et al.
Published: (2025)
Nonmonotone subgradient methods based on a local descent lemma
by: Aragón-Artacho, Francisco J., et al.
Published: (2025)
by: Aragón-Artacho, Francisco J., et al.
Published: (2025)
Similar Items
-
Average Optimal Control of Uncertain Control-Affine Systems
by: Aronna, M. Soledad, et al.
Published: (2025) -
Optimality conditions in control problems with random state constraints in probabilistic or almost-sure form
by: Geiersbach, Caroline, et al.
Published: (2023) -
MGProx: A nonsmooth multigrid proximal gradient method with adaptive restriction for strongly convex optimization
by: Ang, Andersen, et al.
Published: (2023) -
A relaxed version of Ryu's three-operator splitting method for structured nonconvex optimization
by: Alcantara, Jan Harold, et al.
Published: (2025) -
A penalty barrier framework for nonconvex constrained optimization
by: De Marchi, Alberto, et al.
Published: (2024)