Abstract. Necessary conditions of optimality are derived for multiobjective optimal control problems with free end-time, in which the dynamics constraint is modeled as a nonconvex ...
Abstract— A mathematical model for the scheduling of angiogenic inhibitors in combination with a killing agent is considered as an optimal control problem. Initial results on the...
Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variab...
We propose a framework for optimization problems based on particle filtering (also called Sequential Monte Carlo method). This framework unifies and provides new insight into rand...
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...