In this work we address the problem of solving multiscenario optimization models that are deterministic equivalents of two-stage stochastic programs. We present a heuristic approx...
There are many applications related to singly linearly constrained quadratic programs subjected to upper and lower bounds. In this paper, a new algorithm based on secant approximat...
A solid noise is a function that defines a random value at each point in space. Solid noises have immediate and powerful applications in surface texturing, stochastic modeling, a...
Stochastic games are a natural model for open reactive processes: one player represents the controller and his opponent represents a hostile environment. The evolution of the syste...
We discuss adaptive strategies for choosing regularization parameters in TikhonovPhillips regularization of discretized linear operator equations. Two rules turn out to be entirel...