A game model referring to the control of independent discrete time stochastic processes
A general approach to dual characterizations of solvability of inequality systems with applications.
A General Convergence Theorem for the Reduced Gradient Method.
A general Hamilton-Jacobi framework for non-linear state-constrained control problems
The paper deals with deterministic optimal control problems with state constraints and non-linear dynamics. It is known for such problems that the value function is in general discontinuous and its characterization by means of a Hamilton-Jacobi equation requires some controllability assumptions involving the dynamics and the set of state constraints. Here, we first adopt the viability point of view and look at the value function as its epigraph. Then, we prove that this epigraph can always be described...
A general maximum principle for optimization problems
A generalization of Bellman's functional equation.
A generalization of dynamic programming for Pareto optimization in dynamic networks
A Generalization of Dynamic Programming for Pareto Optimization in Dynamic Networks
The Algorithm in this paper is designed to find the shortest path in a network given time-dependent cost functions. It has the following features: it is recursive; it takes place bath in a backward dynamic programming phase and in a forward evaluation phase; it does not need a time-grid such as in Cook and Halsey and Kostreva and Wiecek's "Algorithm One”; it requires only boundedness (above and below) of the cost functions; it reduces to backward multi-objective dynamic programming if there are...
A generalization of the convex-hull-and-line traveling salesman problem.
A generalization of the Erlang's B formula
A Generalization of the Potential Method for Conditional Maxima on the Banach, Reflexive Spaces.
A generalization of the quasiconvex optimization problem.
A generalized hybrid steepest-descent method for variational inequalities in Banach spaces.
A generalized Markov decision process
A generalized proximal point algorithm for the nonlinear complementarity problem
A generalized proximal point algorithm for the nonlinear complementarity problem
We consider a generalized proximal point method (GPPA) for solving the nonlinear complementarity problem with monotone operators in Rn. It differs from the classical proximal point method discussed by Rockafellar for the problem of finding zeroes of monotone operators in the use of generalized distances, called φ-divergences, instead of the Euclidean one. These distances play not only a regularization role but also a penalization one, forcing the sequence generated by the method to remain in the...
A generalized residual information measure and its properties.
A generalized solution of a nonconvex minimization problem and its stability
A Generalized Upper Bounded Technique for a Linear Fractional Program.
A generalized varying-domain optimization method for fuzzy goal programming with priorities based on a genetic algorithm