Discrete-time optimal control problems arise naturally in many economic problems. Despite the rapid growth in computing power and new developments in the literature, many economic...
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
We deal with the iterative solution of linear systems arising from so-called dual-dual mixed finite element formulations. The linear systems are of a two-fold saddle point structur...
Harmonic functions provide optimal potential maps for robot navigation in a previously explored static environment. Here we investigate the performance of an algorithm for explora...
Edson Prestes e Silva Jr., Paulo Martins Engel, Ma...
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...