In order to deal with infinite regular trees (or other pointed graph structures) efficiently, we give new algorithms to store such structures. The trees are stored in such a way th...
It is shown here that stability of the stochastic approximation algorithm is implied by the asymptotic stability of the origin for an associated ODE. This in turn implies convergen...
An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within t...
Polyhedron realization is the transformation of a polyhedron into a convex polyhedron with an isomorphic vertex neighborhood graph. We present in this paper a novel algorithm for ...
We propose an SQP-type algorithm for solving nonlinear second-order cone programming (NSOCP) problems. At every iteration, the algorithm solves a convex SOCP subproblem in which th...