3 papers
math.OC2026
A Convergence-Guaranteed Algorithm for Stochastic Optimal Control Problems
Mohsen Amidzadeh
Stochastic Optimal Control Problems (SOCPs) plays a major role in the sequential decision-making challenges. There exist various iterative algorithms, under framework of stochastic…
math.PR2024
Two identities for Poisson Point Processes and Voronoi Tessellations with Applications
Mohsen Amidzadeh
In this paper, we introduce two identities one pertaining to the state space of Poisson Point Processes (PPPs), and the other for the Voronoi tessellations formed by PPPs. Then, we…
math.OC2024
A New Class of Path-Following Method for Time-Varying Optimization with Optimal Parametric Function
Mohsen Amidzadeh
In this paper, we consider a formulation of nonlinear constrained optimization problems. We reformulate it as a time-varying optimization using continuous-time parametric functions…