7 citations · 7 across the 2 of their papers we have counts for
2 papers
math.OC2022★ 7 cited
Efficient Learning of Decision-Making Models: A Penalty Block Coordinate Descent Algorithm for Data-Driven Inverse Optimization
Rishabh Gupta, Qi Zhang
Decision-making problems are commonly formulated as optimization problems, which are then solved to make optimal decisions. In this work, we consider the inverse problem where we u…
stat.ME2014
The factorization and simulation for fundamental solution of Cauchy problem
Xinjun Gan, Gang Wei, Jie Zhang +1
In this paper, we demonstrate the simulation of fundamental solution for the parabolic equation by the relationship with Ito diffusion. The factorization and Monte Carlo methods of…