Fabian Bastin

MaRDI QIDQ319558zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
A numerical study of radius update rules in trust-region algorithms (available as arXiv preprint)	2026-10-19	Paper
Structural conditions on trust-region radius updates. Part II: second-order convergence and asymptotic radius behaviour (available as arXiv preprint)	2026-10-19	Paper
An augmented Lagrangian algorithm for constrained nonlinear least-squares (available as arXiv preprint)	2026-07-13	Paper
A survey of trust-region radius update mechanisms. Part I: First-order analysis (available as arXiv preprint)	2026-06-29	Paper
Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing Turkish Journal of Mathematics	2022-09-02	Paper
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling Mathematical Programming. Series A. Series B	2021-10-20	Paper
A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty European Journal of Operational Research	2021-06-07	Paper
Quantifying the social welfare loss in moral hazard models European Journal of Operational Research	2016-10-06	Paper
Bias evaluation and reduction for sample-path optimization	2015-08-04	Paper
Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance Optimization	2010-07-26	Paper
A retrospective trust-region method for unconstrained optimization Mathematical Programming. Series A. Series B	2010-04-15	Paper
An adaptive Monte Carlo algorithm for computing mixed logit estimators Computational Management Science	2008-05-27	Paper
Convergence theory for nonconvex stochastic programming with an application to mixed logit Mathematical Programming. Series A. Series B	2006-09-12	Paper

Research outcomes over time

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