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20112025
most citedQuantum Computing for Finance: State of the Art and Future Prospects

366 citations

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20 papers · 1 filter

math.OC2019★ 27 cited

Personalized Optimization with User's Feedback

Andrea Simonetto, Emiliano Dall'Anese, Julien Monteil +1

This paper develops an online algorithm to solve a time-varying optimization problem with an objective that comprises a known time-varying cost and an unknown function. This proble…

math.OC2019★ 8 cited

Prediction-Correction Splittings for Nonsmooth Time-Varying Optimization

Nicola Bastianello, Andrea Simonetto, Ruggero Carli

We address the solution of time-varying optimization problems characterized by the sum of a time-varying strongly convex function and a time-invariant nonsmooth convex function. We…

math.OC2019★ 201 cited

Real-time City-scale Ridesharing via Linear Assignment Problems

Andrea Simonetto, Julien Monteil, Claudio Gambella

In this paper, we propose a novel, computational efficient, dynamic ridesharing algorithm. The beneficial computational properties of the algorithm arise from casting the rideshari…

math.OC2019★ 1 cited

Prediction-Correction for Nonsmooth Time-Varying Optimization via Forward-Backward Envelopes

Nicola Bastianello, Andrea Simonetto, Ruggero Carli

We present an algorithm for minimizing the sum of a strongly convex time-varying function with a time-invariant, convex, and nonsmooth function. The proposed algorithm employs the…

math.OC2019

Dynamic Distribution State Estimation Using Synchrophasor Data

Jianhan Song, Emiliano Dall'Anese, Andrea Simonetto +1

The increasing deployment of distribution-level phasor measurement units (PMUs) calls for dynamic distribution state estimation (DDSE) approaches that tap into high-rate measuremen…

math.OC2018★ 22 cited

On the Ergodic Control of Ensembles

Andre R. Fioravanti, Jakub Marecek, Robert N. Shorten +2

Across smart-grid and smart-city application domains, there are many problems where an ensemble of agents is to be controlled such that both the aggregate behaviour and individual-…