Proximal constrained optimization approach with time penalization
From MaRDI portal
Publication:5059186
DOI10.1080/0305215X.2018.1519072OpenAlexW2895348265MaRDI QIDQ5059186
Julio B. Clempner, Kristal K. Trejo, Alexander S. Poznyak
Publication date: 23 December 2022
Published in: Engineering Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/0305215x.2018.1519072
Related Items (2)
On three methods for bounding the rate of convergence for some continuous-time Markov chains ⋮ Solving the cost to go with time penalization using the Lagrange optimization approach
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimization problems in chemical reactions using continuous-time Markov chains
- Continuous-time Markov chains and applications. A two-time-scale approach
- Local search proximal algorithms as decision dynamics with costs to move
- Computing the Stackelberg/Nash equilibria using the extraproximal method: convergence analysis and implementation details for Markov chains games
- Continuous-time Markov decision processes. Theory and applications
- Computing multiobjective Markov chains handled by the extraproximal method
- The convergence of proximal methods to fixed points of extremal mappings and estimates of their rate of convergence
- Variational analysis in psychological modeling
- Computing the strong \(L_p\)-Nash equilibrium for Markov chains games: convergence and uniqueness
- An optimal strong equilibrium solution for cooperative multi-leader-follower Stackelberg Markov chains games
- A proximal algorithm with quasi distance. Application to habit's formation
- Monotone Operators and the Proximal Point Algorithm
- A continuous-time Markov Stackelberg security game approach for reasoning about real patrol strategies
- Nonlinear Proximal Point Algorithms Using Bregman Functions, with Applications to Convex Programming
- A Tikhonov regularization parameter approach for solving Lagrange constrained optimization problems
- Signal Recovery by Proximal Forward-Backward Splitting
This page was built for publication: Proximal constrained optimization approach with time penalization