2 papers
math.OC2025
Adaptive Strategies for Pension Fund Management
Raphael Chinchilla, Thomas D. Rueter, Timothy R. McDade +4
This paper proposes a simulation-based framework for assessing and improving the performance of a pension fund management scheme. This framework is modular and allows the definitio…
math.OC2022
Newton and interior-point methods for (constrained) nonconvex-nonconcave minmax optimization with stability and instability guarantees
Raphael Chinchilla, Guosong Yang, Joao P. Hespanha
We address the problem of finding a local solution to a nonconvex-nonconcave minmax optimization using Newton type methods, including interior-point ones. We modify the Hessian mat…