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math.OC2016★ 7 cited
Solving deterministic and stochastic equilibrium problems via augmented Walrasian
Julio Deride, Alejandro Jofré, Roger J-B Wets
We described a method to solve deterministic and stochastic Walras equilibrium models based on associating with the given problem a bifunction whose maxinf-points turn out to be eq…
math.OC2016
Log-Concave Duality in Estimation and Control
Robert Bassett, Michael Casey, Roger J-B Wets
In this paper we generalize the estimation-control duality that exists in the linear-quadratic-Gaussian setting. We extend this duality to maximum a posteriori estimation of the sy…