On weak conjugacy, augmented Lagrangians and duality in nonconvex optimization.
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- Mathematical Methods of Operations Research, 2020, v. 92, n. 1, p. 199, doi. 10.1007/s00186-020-00708-8
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Works matching IS 14322994 AND DT 2020 AND VI 92 AND IP 1
Results: 7
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First-order sensitivity of the optimal value in a Markov decision model with respect to deviations in the transition probability function.
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- Mathematical Methods of Operations Research, 2020, v. 92, n. 1, p. 165, doi. 10.1007/s00186-020-00706-w
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- Article
3
Continuity and monotonicity of solutions to a greedy maximization problem.
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- Mathematical Methods of Operations Research, 2020, v. 92, n. 1, p. 33, doi. 10.1007/s00186-020-00705-x
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4
A pricing problem with unknown arrival rate and price sensitivity.
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- Mathematical Methods of Operations Research, 2020, v. 92, n. 1, p. 77, doi. 10.1007/s00186-020-00704-y
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- Article
5
Semi-discrete optimal transport: a solution procedure for the unsquared Euclidean distance case.
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- Mathematical Methods of Operations Research, 2020, v. 92, n. 1, p. 133, doi. 10.1007/s00186-020-00703-z
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- Article
6
On the rectangular knapsack problem: approximation of a specific quadratic knapsack problem.
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- Mathematical Methods of Operations Research, 2020, v. 92, n. 1, p. 107, doi. 10.1007/s00186-020-00702-0
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7
Statistical properties of estimators for the log-optimal portfolio.
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- Mathematical Methods of Operations Research, 2020, v. 92, n. 1, p. 1, doi. 10.1007/s00186-020-00701-1
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- Article