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math.OC2026
Zeroth-Order Langevin Monte Carlo via SPSA under Noisy Function Measurements
Hongbo Li, James C. Spall
In sampling problems, gradient-based schemes such as Langevin Monte Carlo (LMC) mix faster than non-gradient-based methods, but their applicability is limited by access to the grad…
math.OC2025
Simulation-Based Optimization for Policy Incentives and Planning of Hybrid Microgrids
Nanrui Gong, James C. Spall
Transitioning to renewable power generation is often difficult for remote or isolated communities, due to generation intermittency and high cost barriers. Our paper presents a simu…
math.OC2024
Difference Between Cyclic and Distributed Approach in Stochastic Optimization for Multi-agent System
Jiahao Shi, James C. Spall
Many stochastic optimization problems in multi-agent systems can be decomposed into smaller subproblems or reduced decision subspaces. The cyclic and distributed approaches are two…