3 papers
math.OC2026
A proximal subgradient method for nonconvex stochastic optimization under the Kurdyka-Łojasiewicz condition
Felipe Atenas, Alejandro Jofré, Pedro Pérez-Aros +1
This work introduces a proximal stochastic subgradient method for minimizing the sum of an expected cost, whose integrand is potentially nonsmooth and nonconvex, and a lower semico…
math.OC2026
Investment and Operational Planning for electricity markets with massive entry of renewable energy
Nicolás Hernández-Santibáñez, Alejandro Jofré, Matías Vera
In wholesale electricity markets, electricity producers and the independent system operator (ISO) play a central role. The ISO is responsible for minimizing production costs while…
cs.GT2021
The Convergence Rates of Blockchain Mining Games: A Markovian Approach
Alejandro Jofré, Angel Pardo, David Salas +2
Understanding the strategic behavior of miners in a blockchain is of great importance for its proper operation. A common model for mining games considers an infinite time horizon,…