:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Carmona, Rene, Sircar, Ronnie, Yang, Xinshuo
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Numerical Analysis 93-08, 65D40, 65Y20
Online Access:	https://arxiv.org/abs/2408.04830
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees
by: Ye, Junyan, et al.
Published: (2026)

A New Algorithm for Computing the Stabilizing Solution of General Periodic Time-Varying Stochastic Game-Theoretic Riccati Differential Equations
by: Wang, Yiyuan
Published: (2025)

A Convergent Algorithm Based on Deterministic Approximation for a Large Class of Regime-Switching Generalized Stochastic Game-Theoretic Riccati Differential Equations
by: Wang, Yiyuan
Published: (2025)

Pontryagin's Principle Based Algorithms for Optimal Control Problems of Parabolic Equation
by: You, Weilong, et al.
Published: (2025)

Leveraging the turnpike effect for Mean Field Games numerics
by: Carmona, René, et al.
Published: (2024)

Generalized convergence of the deep BSDE method: a step towards fully-coupled FBSDEs and applications in stochastic control
by: Negyesi, Balint, et al.
Published: (2024)

Efficient preconditioners for solving dynamical optimal transport via interior point methods
by: Facca, Enrico, et al.
Published: (2022)

A Penalty Method for Non-Self-Adjoint Topology Optimization
by: Gong, Wei, et al.
Published: (2026)

Finite Element Analysis for the Chafee-Infante Equation Using Distributed Feedback Control
by: Singh, Shishu Pal, et al.
Published: (2025)

Optimal actuator design based on shape calculus
by: Kalise, Dante, et al.
Published: (2017)

Modified Bregman Golden Ratio Algorithm for Mixed Variational Inequality Problems
by: Kumar, Gourav, et al.
Published: (2025)

Weak convergence of projection algorithm with momentum terms and new step size rule for quasimonotone variational inequalities
by: Kumar, Gourav, et al.
Published: (2025)

Randomized block coordinate descent method for linear ill-posed problems
by: Jin, Qinian, et al.
Published: (2024)

Local Solvers for High-Order Patch Smoothers via p-Multigrid
by: Wichrowski, Michał
Published: (2025)

Forward and backward error bounds for a mixed precision preconditioned conjugate gradient algorithm
by: Bake, Thomas, et al.
Published: (2025)

Port-Hamiltonian Realizations of Positive Real Descriptor Systems
by: Chu, Delin, et al.
Published: (2024)

Stabilization of linear Port-Hamiltonian Descriptor Systems via Output Feedback
by: Chu, Delin, et al.
Published: (2024)

Neural Preconditioning via Krylov Subspace Geometry
by: Dimola, Nunzio, et al.
Published: (2025)

Unbiased Gradients for a Class of Conditional Stochastic Optimization Problems
by: Alvarez, Miguel, et al.
Published: (2026)

Tracking controllability on moving targets for parabolic equations
by: Apraiz, Jone, et al.
Published: (2026)

Exploiting Inexact Computations in Multilevel Monte Carlo and Other Sampling Methods
by: Martínek, Josef, et al.
Published: (2025)

Control theory and splitting methods
by: Beauchard, Karine, et al.
Published: (2024)

Particle-based algorithm for stochastic optimal control
by: Reich, Sebastian
Published: (2023)

Convergence Analysis of a Fully Discrete Observer For Data Assimilation of the Barotropic Euler Equations
by: Chaumet, Aidan, et al.
Published: (2026)

Kernel-based linear system identification using augmented Krylov subspaces
by: Matti, Fabio, et al.
Published: (2026)

Characterization of stability radii for robustly asymptotically stable dissipative Hamiltonian differential-algebraic systems
by: Benner, Peter, et al.
Published: (2026)

Randomised Splitting Methods and Stochastic Gradient Descent
by: Shaw, Luke, et al.
Published: (2025)

On Solving General and Special Structure Medium-Scale MINLP Problems
by: Bagherpour, Negin, et al.
Published: (2023)

A Spectral Preconditioner for the Conjugate Gradient Method with Iteration Budget
by: Diouane, Youssef, et al.
Published: (2026)

Subspace-constrained randomized coordinate descent for linear systems with good low-rank matrix approximations
by: Lok, Jackie, et al.
Published: (2025)

New time domain decomposition methods for parabolic optimal control problems II: Neumann-Neumann algorithms
by: Gander, Martin Jakob, et al.
Published: (2024)

Dual Approaches to Stochastic Control via SPDEs and the Pathwise Hopf Formula
by: Laurière, Mathieu, et al.
Published: (2026)

Modified Patankar Semi-Lagrangian Scheme for the Optimal Control of Production-Destruction systems
by: Cacace, Simone, et al.
Published: (2025)

Global Energy Minimization for Simplex Mesh Optimization: A Radius Ratio Approach to Sliver Elimination
by: Wang, Dong, et al.
Published: (2025)

Multiprecision computations with Schwarz methods
by: Outrata, Michal, et al.
Published: (2025)

Finite Difference Method for Global Stabilization of the Viscous Burgers' Equation with Nonlinear Neumann Boundary Feedback Control
by: Singh, Shishu Pal, et al.
Published: (2025)

On the connections between optimization algorithms, Lyapunov functions, and differential equations: theory and insights
by: Dobson, Paul, et al.
Published: (2023)

Mixed Precision FGMRES-Based Iterative Refinement for Weighted Least Squares
by: Carson, Erin, et al.
Published: (2024)

Eigenstructure perturbations for a class of Hamiltonian matrices and solutions of related Riccati inequalities
by: Mehrmann, Volker, et al.
Published: (2023)

Several self-adaptive inertial projection algorithms for solving split variational inclusion problems
by: Zhou, Zheng, et al.
Published: (2020)