Showing 241–260 of 270 results
/ Date/ Name
Jul 3, 2015Optimal Investment Stopping Problem with Nonsmooth Utility in Finite HorizonJun 25, 2015The local convexity of solving systems of quadratic equationsMay 20, 2015Gradient-like observer design on the Special Euclidean group SE(3) with system outputs on the real projective spaceJan 26, 2015A Tauberian theorem for nonexpansive operators and applications to zero-sum stochastic gamesJan 25, 2015Coordinated Complexity-Aware 4D Trajectory PlanningDec 21, 2014How little data is enough? Phase-diagram analysis of sparsity-regularized X-ray CTDec 15, 2014Towards Green Shipping with Integrated Fleet Deployment and Bunker ManagementNov 26, 2014Variants of alternating minimization method with sublinear rates of convergence for convex optimizationOct 20, 2014General limit value in zero-sum stochastic gamesOct 19, 2014A Complexity Indicator for 4D Flight Trajectories Based on Conflict ProbabilityAug 26, 2014Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance FormulationAug 16, 2014On-line Non-stationary Inventory Control using Champion CompetitionJul 11, 2014Hidden Stochastic Games and Limit Equilibrium PayoffsJun 26, 2014Optimal Investment with Stopping in Finite HorizonMay 1, 2014Input-to-State Stability, integral Input-to-State Stability, and $\mathcal{L}_2$-Gain Properties: Qualitative Equivalences and Interconnected SystemsApr 16, 2014Projection Algorithms for Non-Convex Minimization with Application to Sparse Principal Component AnalysisMar 4, 2014Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale MeasureFeb 19, 2014Sparse Quantile Huber Regression for Efficient and Robust EstimationMay 21, 2013Zero-sum repeated games: Counterexamples to the existence of the asymptotic value and the conjecture $\operatorname{maxmin}=\operatorname{lim}v_n$Mar 5, 2013Unified Framework of Mean-Field Formulations for Optimal Multi-period Mean-Variance Portfolio Selection