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math.OC2026
On the Value Function of Convex Bolza Problems Governed by Stochastic Difference Equations
Sebastián Álvarez, Julio Deride, Cristopher Hermosilla
In this paper we study the value function of Bolza problems governed by stochastic difference equations, with particular emphasis on the convex non-anticipative case. Our goal is t…
math.OC2020
Random Activations in Primal-Dual Splittings for Monotone Inclusions with a priori Information
Luis Briceño-Arias, Julio Deride, Cristian Vega
In this paper, we propose a numerical approach for solving composite primal-dual monotone inclusions with a priori information. The underlying a priori information set is represent…