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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：An Improved Unconstrained Approach for Bilevel Optimization
双层优化 无约束 非凸强凸
2023/4/17
We focus on the nonconvex-strongly-convex bilevel optimization problem (BLO). In this BLO, the objective function of the upper-level problem is nonconvex and possibly nonsmooth, and the lower-level pr...
Lagrange Stabilization of Pendulum-like Systems: A Pseudo H-infinity Control Approach
Pseudo Strict Bounded Real Lemma Pendulum-like systems Lagrange stability
2011/10/10
Abstract: This paper studies the Lagrange stabilization of a class of nonlinear systems whose linear part has a singular system matrix and which have multiple periodic (in state) nonlinearities. Both ...
The Stability of the Constrained Utility Maximization Problem - A BSDE Approach
Utility Maximization Duality Theory Quadratic Semimartingale BSDEs Stability
2011/8/23
Abstract: This article studies the sensitivity of the power utility maximization problem with respect to the investor's relative risk aversion, the statistical probability measure, the investment cons...
A profile decomposition approach to the $L^\infty_t(L^3_x)$ Navier-Stokes regularity criterion
$L^\infty_t(L^3_x)$ Navier-Stokes regularity criterion
2011/1/17
In this paper we continue to develop an alternative viewpoint on recent studies of Navier-Stokes regularity in critical spaces, a program which was started in the recent work [13] by C.
Kenig and the...
Model theoretic internality provides conditions under which the group of automorphisms of a model over a reduct is itself a definable group. In this paper we formulate a categorical analogue of the co...
A Spectral Approach to Consecutive Pattern-Avoiding Permutations
Spectral Approach Consecutive Pattern-Avoiding Permutations
2010/12/3
We consider the problem of enumerating permutations in the symmetric group on n elements
which avoid a given set of consecutive pattern S, and in particular computing asymptotics as n
tends to infin...
A Tractable Approach to Coverage and Rate in Cellular Networks
Coverage Rate Cellular Networks
2010/11/29
Cellular networks are usually modeled by placing the base stations on a grid, with mobile users either randomly scattered or placed deterministically. These models have been used extensively but suffe...
Direct vs. Two-Step Approach for Unique Word Generation in UW-OFDM
Direct vs. Two-Step Approach Unique Word Generation UW-OFDM
2010/12/8
Unique word OFDM is a novel technique for constructing OFDM symbols, that has many advantages
over cyclic prefix OFDM. In this paper we investigate two different approaches for the generation of an O...
Risk Sensitive Investment Management with Affine Processes: a Viscosity Approach
Asset management risk-sensitive stochastic control jump diffusion processes Poissonpoint processes Levy processes HJBPDE policy mprovement
2010/4/27
In this paper, we extend the jump-diffusion model proposed by Davis and Lleo to include jumps in asset prices as well as valuation factors. The criterion, following earlier work by Bielecki, Pliska, N...