2 papers
math.DS2026
Numerical Integration at the Intersection of Probability Theory, Number Theory and Dynamical Systems
Zicheng Wang, Haisen Zhang, Xu Zhang
This paper is devoted to the study of uniformly distributed (u.d.) sequences on general non-compact topological spaces. Convergence-determining classes and the equivalent character…
math.OC2024
Strong Convergence of Relaxed Inertial Inexact Progressive Hedging Algorithm for Multi-stage Stochastic Variational Inequality Problems
Jiaxin Chen, Zunjie Huang, Haisen Zhang
A Halpern-type relaxed inertial inexact progressive hedging algorithm (PHA) is proposed for solving multi-stage stochastic variational inequalities in general probability spaces. T…