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Multiobjective optimization with least constraint violation: optimality conditions and exact penalization 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2022, 页码: 24
作者:  Chen, Jiawei;  Dai, Yu-Hong
收藏  |  浏览/下载:98/0  |  提交时间:2022/06/21
Multiobjective optimization with least constraint violation  Optimality conditions  Exact penalization  Calmness  Infeasibility condition  
Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections 期刊论文
JOURNAL OF THEORETICAL PROBABILITY, 2020, 页码: 30
作者:  Li, Hanwu;  Song, Yongsheng
收藏  |  浏览/下载:137/0  |  提交时间:2021/01/14
G-expectation  Reflected backward SDE  Approximate Skorohod condition  
POTENTIAL WELL AND MULTIPLICITY OF SOLUTIONS FOR NONLINEAR DIRAC EQUATIONS 期刊论文
COMMUNICATIONS ON PURE AND APPLIED ANALYSIS, 2020, 卷号: 19, 期号: 1, 页码: 587-607
作者:  Chen, Yu;  Ding, Yanheng;  Xu, Tian
收藏  |  浏览/下载:194/0  |  提交时间:2020/01/10
Dirac equations  semi-classical states  multiplicity  
Bayesian integrative analysis for multi-fidelity computer experiments 期刊论文
JOURNAL OF APPLIED STATISTICS, 2019, 卷号: 46, 期号: 11, 页码: 1973-1987
作者:  Wei, Yunfei;  Xiong, Shifeng
收藏  |  浏览/下载:182/0  |  提交时间:2020/01/10
Correlated priors  Gaussian process  Kriging  penalization  uncertainty quantification  
Supermartingale decomposition theorem under G-expectation 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 卷号: 23, 页码: 20
作者:  Li, Hanwu;  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:232/0  |  提交时间:2018/07/30
G-expectation  (E)over-cap(9)-supermartingale  (E)over-cap(9)-supermartingale decomposition theorem  
Weak boundary penalization for Dirichlet boundary control problems governed by elliptic equations 期刊论文
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 2017, 卷号: 453, 期号: 1, 页码: 529-557
作者:  Chang, Lili;  Gong, Wei;  Yan, Ningning
收藏  |  浏览/下载:113/0  |  提交时间:2018/07/30
Dirichlet boundary control  Weak boundary penalization  Finite element method  A priori error estimate  
A line search exact penalty method with bi-object strategy for nonlinear constrained optimization 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2016, 卷号: 300, 页码: 245-258
作者:  Chen, Zhongwen;  Dai, Yu-Hong
收藏  |  浏览/下载:108/0  |  提交时间:2018/07/30
Nonlinear constrained optimization  Exact penalty methods  Bi-object strategy  Global convergence  
Reflected BSDEs with random default time and related mixed optimal stopping-control problems 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2013, 卷号: 29, 期号: 1, 页码: 165-178
作者:  Guo Dongmei;  Xu Xiaoming
收藏  |  浏览/下载:101/0  |  提交时间:2021/01/14
STOCHASTIC DIFFERENTIAL-EQUATIONS  RISK  backward stochastic differential equation  random default time  mixed optimal stopping-control problem  
EXISTENCE OF STRONGLY VALID TOLLS FOR MULTICLASS NETWORK EQUILIBRIUM PROBLEMS 期刊论文
ACTA MATHEMATICA SCIENTIA, 2012, 卷号: 32, 期号: 3, 页码: 1093-1101
作者:  Zhu Daoli;  Li Changmin;  Chen Guangya
收藏  |  浏览/下载:115/0  |  提交时间:2021/01/14
TRANSPORTATION  PARADOXES  Traffic equilibrium problems  strongly valid tolls  Hoffman lemma  
Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2011, 卷号: 236, 期号: 6, 页码: 1137-1154
作者:  Xu, Mingyu
收藏  |  浏览/下载:93/0  |  提交时间:2018/07/30
Backward stochastic differential equations with two continuous barriers  Penalization method  Discrete Brownian motion  Numerical simulation