2 papers
math.OC2024
Linear-quadratic Stochastic Stackelberg Differential Games with Affine Constraints
Zhun Gou, Nan-Jing Huang, Xian-Jun Long +1
This paper investigates the non-zero-sum linear-quadratic stochastic Stackelberg differential games with affine constraints, which depend on both the follower's response and the le…
math.OC2024
Continuous and discrete-time accelerated methods for an inequality constrained convex optimization problem
Juan Liu, Nan-Jing Huang, Xian-Jun Long +1
This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a proble…