Showing math.OCShow all
3 papers · 1 filter
math.OC2026
Computing Equilibria in Simulation-Based Insurance Markets with Discontinuous Demand
Yunsoo Ha, Linda Nozick
We study a simulation-based equilibrium problem arising in competitive insurance markets under hurricane risk. Each insurer seeks to maximize its own profit by selecting regional p…
math.OC2024
Complexity of Zeroth- and First-order Stochastic Trust-Region Algorithms
Yunsoo Ha, Sara Shashaani, Raghu Pasupathy
Model update (MU) and candidate evaluation (CE) are classical steps incorporated inside many stochastic trust-region (TR) algorithms. The sampling effort exerted within these steps…
math.OC2024
Two-Stage Estimation and Variance Modeling for Latency-Constrained Variational Quantum Algorithms
Yunsoo Ha, Sara Shashaani, Matt Menickelly
The Quantum Approximate Optimization Algorithm (QAOA) has enjoyed increasing attention in noisy intermediate-scale quantum computing due to its application to combinatorial optimiz…