Imagen de Portada

Forward-Backward Quantization of Scenario Processes in Multi-Stage Stochastic Optimization

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Timonina-Farkas, Anna
Formato:	Preprint
Publicado:	2025
Materias:	Optimization and Control
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A Quick Estimation of Fréchet Quantizers for a Dynamic Solution to Flood Risk Management Problems
por: Timonina-Farkas, Anna
Publicado: (2025)

Some Remarks on the $l_1$-Robust Solution of LexRank Problem
por: Timonina-Farkas, Anna
Publicado: (2025)

Social Optima of Linear Forward-Backward Stochastic System
por: Wang, Guangchen, et al.
Publicado: (2024)

Accelerated Backward Forward Method for Convex Optimization
por: Wang, Zepeng, et al.
Publicado: (2026)

An Optimization-Based Framework for Solving Forward-Backward Stochastic Differential Equations: Convergence Analysis and Error Bounds
por: Wang, Yutian, et al.
Publicado: (2025)

On the Convergence of Stochastic Gradient Descent with Perturbed Forward-Backward Passes
por: Kong, Boao, et al.
Publicado: (2026)

A Global Stochastic Maximum Principle for Mean-Field Forward-Backward Stochastic Control Systems with Quadratic Generators
por: Buckdahn, Rainer, et al.
Publicado: (2024)

Prediction-Correction for Nonsmooth Time-Varying Optimization via Forward-Backward Envelopes
por: Bastianello, Nicola, et al.
Publicado: (2019)

Forward-Backward Stochastic Linear-Quadratic Optimal Controls: Equilibrium Strategies and Non-Symmetric Riccati Equations
por: Lü, Qi, et al.
Publicado: (2025)

Scenario Reduction for the Two-Stage Stochastic Unit Commitment Problem
por: Werner, Yannick, et al.
Publicado: (2025)

Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems
por: Ma, Xinyu, et al.
Publicado: (2025)

Stability Bounds for the Unfolded Forward-Backward Algorithm
por: Chouzenoux, Emilie, et al.
Publicado: (2024)

Backward Stochastic Control System with Entropy Regularization
por: Chen, Ziyue, et al.
Publicado: (2024)

Control Forward-Backward Consistency: Quantifying the Accuracy of Koopman Control Family Models
por: Haseli, Masih, et al.
Publicado: (2026)

Contextual Scenario Generation for Two-Stage Stochastic Programming
por: Islip, David, et al.
Publicado: (2025)

Forward-Backward Dynamic Programming for LQG Dynamic Games with Partial and Asymmetric Information
por: Guan, Yuxiang, et al.
Publicado: (2026)

Asymptotic Properties of a Forward-Backward-Forward Differential Equation and Its Discrete Version for Solving Quasimonotone Variational Inequalities
por: Zhang, Yeyu, et al.
Publicado: (2025)

Discrete-Time Backward Stochastic LQ Control Problem
por: Ligui, Hu, et al.
Publicado: (2026)

Stochastic Maximum Principle for Optimal Control of Anticipated Backward Stochastic Systems with Delays
por: Cheng, Guanwei
Publicado: (2025)

Forward and Backward Reachability Analysis of Closed-loop Recurrent Neural Networks via Hybrid Zonotopes
por: Zhang, Yuhao, et al.
Publicado: (2026)

Infinite Anticipation Backward Stochastic Differential Equations
por: Cheng, Guanwei, et al.
Publicado: (2025)

Multiresolution Adaptive Block-Coordinate Forward-Backward for Image Reconstruction
por: Desainte-Maréville, Edgar, et al.
Publicado: (2026)

IML FISTA: A Multilevel Framework for Inexact and Inertial Forward-Backward. Application to Image Restoration
por: Lauga, Guillaume, et al.
Publicado: (2023)

Solvability of Coupled Forward-Backward Volterra Integral Equations
por: Li, Wenyang, et al.
Publicado: (2024)

Efficient Online Mirror Descent Stochastic Approximation for Multi-Stage Stochastic Programming
por: Zhang, Junhui, et al.
Publicado: (2025)

Lyapunov Analysis For Monotonically Forward-Backward Accelerated Algorithms
por: Fu, Mingwei, et al.
Publicado: (2024)

An Iterative Problem-Driven Scenario Reduction Framework for Stochastic Optimization with Conditional Value-at-Risk
por: Zhuang, Yingrui, et al.
Publicado: (2025)

Local Differential Privacy via Dynamic Quantization in Distributed Online Stochastic Optimization
por: Zhang, Zhiguo, et al.
Publicado: (2026)

Stochastic Maximum Principles and Linear-Quadratic Optimal Control Problems for Fractional Backward Stochastic Evolution Equations in Hilbert Spaces
por: Asadzade, Javad A., et al.
Publicado: (2026)

Null Controllability for Backward Stochastic Parabolic Convection-Diffusion Equations with Dynamic Boundary Conditions
por: Baroun, Mahmoud, et al.
Publicado: (2024)

A Double Inertial Forward-Backward Splitting Algorithm With Applications to Regression and Classification Problems
por: Işik, İrfan, et al.
Publicado: (2025)

Fixed-Point Automatic Differentiation of Forward--Backward Splitting Algorithms for Partly Smooth Functions
por: Mehmood, Sheheryar, et al.
Publicado: (2022)

Carleman Estimates for Backward Anisotropic Stochastic Parabolic Equations with General Dynamic Boundary Conditions and Applications
por: Boulite, Said, et al.
Publicado: (2025)

Indefinite Linear-Quadratic Optimal Control Problems of Backward Stochastic Differential Equations with Partial Information
por: Li, Jialong, et al.
Publicado: (2025)

Null Controllability for Cascade systems of Coupled Backward Stochastic Parabolic Equations with One Distributed Control
por: Boulite, Said, et al.
Publicado: (2024)

Forward Reachability for Discrete-Time Nonlinear Stochastic Systems via Mixed-Monotonicity and Stochastic Order
por: Sivaramakrishnan, Vignesh, et al.
Publicado: (2024)

A Block-Activated Decomposition Algorithm for Multi-Stage Stochastic Variational Inequalities
por: Bùi, Minh N.
Publicado: (2025)

Unbiased and Biased Variance-Reduced Forward-Reflected-Backward Splitting Methods for Stochastic Composite Inclusions
por: Tran-Dinh, Quoc, et al.
Publicado: (2026)

Stochastic Variance-Reduced Forward-Reflected-Backward Splitting Methods for Nonmonotone Generalized Equations
por: Tran-Dinh, Quoc
Publicado: (2024)

Bayesian Optimization for Non-Convex Two-Stage Stochastic Optimization Problems
por: Buckingham, Jack M., et al.
Publicado: (2024)