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math.OC2025
Dynamic Systems Coupled with Solutions of Stochastic Nonsmooth Convex Optimization
Jianfeng Luo, Xiaojun Chen
In this paper, we study ordinary differential equations (ODE) coupled with solutions of a stochastic nonsmooth convex optimization problem (SNCOP). We use the regularization approa…
math.OC2022
An Optimal Control Problem with Terminal Stochastic Linear Complementarity Constraints
Jianfeng Luo, Xiaojun Chen
In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, th…