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20202024
most citedConditional Gaussian Nonlinear System: a Fast Preconditioner and a Cheap Surrogate Model For Complex Nonlinear Systems

18 citations · 25 across the 5 of their papers we have counts for

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math.OC2020

Information Relaxation and A Duality-Driven Algorithm for Stochastic Dynamic Programs

Nan Chen, Xiang Ma, Yanchu Liu +1

We use the technique of information relaxation to develop a duality-driven iterative approach to obtaining and improving confidence interval estimates for the true value of finite-…