Applied Mathematics and Optimization最新文献_第9页

Distributionally Robust Chance-Constrained Markov Decision Processes with Random Payoff 具有随机回报的分布稳健机会约束马尔可夫决策过程

IF 1.6 2区数学

Applied Mathematics and Optimization Pub Date : 2024-07-26 DOI: 10.1007/s00245-024-10167-w

Hoang Nam Nguyen, Abdel Lisser, Vikas Vikram Singh

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引用次数: 0

Optimal Design of Plane Elastic Membranes Using the Convexified Föppl’s Model 利用凸面化福普尔模型优化平面弹性膜的设计

IF 1.6 2区数学

Applied Mathematics and Optimization Pub Date : 2024-07-25 DOI: 10.1007/s00245-024-10143-4

Karol Bołbotowski

引用次数: 0

Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games 线性四平均场型堆叠尔伯格随机微分博弈的闭环可解性

IF 1.6 2区数学

Applied Mathematics and Optimization Pub Date : 2024-07-22 DOI: 10.1007/s00245-024-10161-2

Zixuan Li, Jingtao Shi

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引用次数: 0

Nonlocal to Local Convergence of Phase Field Systems with Inertial Term 带惯性项的相场系统从非局部到局部的收敛性

IF 1.6 2区数学

Applied Mathematics and Optimization Pub Date : 2024-07-22 DOI: 10.1007/s00245-024-10166-x

Pierluigi Colli, Shunsuke Kurima, Luca Scarpa

引用次数: 0

Bilevel Optimization of the Kantorovich Problem and Its Quadratic Regularization 康托洛维奇问题的双层优化及其二次正则化

IF 1.6 2区数学

Applied Mathematics and Optimization Pub Date : 2024-07-14 DOI: 10.1007/s00245-024-10162-1

Sebastian Hillbrecht, Paul Manns, Christian Meyer

{"title":"Bilevel Optimization of the Kantorovich Problem and Its Quadratic Regularization","authors":"Sebastian Hillbrecht, Paul Manns, Christian Meyer","doi":"10.1007/s00245-024-10162-1","DOIUrl":"10.1007/s00245-024-10162-1","url":null,"abstract":"<div><p>This paper is concerned with an optimization problem which is governed by the Kantorovich problem of optimal transport. More precisely, we consider a bilevel optimization problem with the underlying problem being the Kantorovich problem. This task can be reformulated as a mathematical problem with complementarity constraints in the space of regular Borel measures. Because of the non-smoothness that is induced by the complementarity constraints, problems of this type are often regularized, e.g., by an entropic regularization. However, in this paper we apply a quadratic regularization to the Kantorovich problem. By doing so, we are able to drastically reduce its dimension while preserving the sparsity structure of the optimal transportation plan as much as possible. As the title indicates, this is the second part in a series of three papers. While the existence of optimal solutions to both the bilevel Kantorovich problem and its regularized counterpart were shown in the first part, this paper deals with the (weak-<span>(*)</span>) convergence of solutions to the regularized bilevel problem to solutions of the original bilevel Kantorovich problem for vanishing regularization parameters.</p></div>","PeriodicalId":55566,"journal":{"name":"Applied Mathematics and Optimization","volume":"90 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2024-07-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s00245-024-10162-1.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141649856","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 0

Moderate Deviations for Two-Time Scale Systems with Mixed Fractional Brownian Motion 具有混合分数布朗运动的两时间尺度系统的适度偏差

IF 1.6 2区数学

Applied Mathematics and Optimization Pub Date : 2024-07-08 DOI: 10.1007/s00245-024-10159-w

Xiaoyu Yang, Yuzuru Inahama, Yong Xu

引用次数: 0

Nonuniqueness of Weak Solutions to the Dissipative Aw–Rascle Model 耗散 Aw-Rascle 模型弱解的非唯一性

IF 1.6 2区数学

Applied Mathematics and Optimization Pub Date : 2024-07-08 DOI: 10.1007/s00245-024-10158-x

Nilasis Chaudhuri, Eduard Feireisl, Ewelina Zatorska

引用次数: 0

A Nesterov Type Algorithm with Double Tikhonov Regularization: Fast Convergence of the Function Values and Strong Convergence to the Minimal Norm Solution 具有双重 Tikhonov 正则化的涅斯捷罗夫型算法：函数值的快速收敛和向最小规范解的强收敛

IF 1.6 2区数学

Applied Mathematics and Optimization Pub Date : 2024-07-05 DOI: 10.1007/s00245-024-10163-0

Mikhail Karapetyants, Szilárd Csaba László

引用次数: 0

Upper Semicontinuity of Random Attractors for Random Differential Equations with Nonlinear Diffusion Terms I: Finite-Dimensional Case 带有非线性扩散项的随机微分方程的随机吸引子的上半连续性 I：有限维情况

IF 1.6 2区数学

Applied Mathematics and Optimization Pub Date : 2024-07-04 DOI: 10.1007/s00245-024-10164-z

Anhui Gu

引用次数: 0

Nonlocal Green Theorems and Helmholtz Decompositions for Truncated Fractional Gradients 截断分数梯度的非局部格林定理和亥姆霍兹分解

IF 1.6 2区数学

Applied Mathematics and Optimization Pub Date : 2024-07-04 DOI: 10.1007/s00245-024-10160-3

José Carlos Bellido, Javier Cueto, Mikil D. Foss, Petronela Radu

引用次数: 0