In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
Alexander Shapiro, Tito Homem-de-Mello, Joocheol K...
We investigate some approaches to solving nonconvex global optimization problems by convex nonlinear programming methods. We assume that the problem becomes convex when selected va...
When a paid price discount activity occurs, the decisionmaker must decide whether or not and when to pay the additional fees for preferential price in an online fashion. This prob...
We study the regret of an online learner playing a multi-round game in a Banach space B against an adversary that plays a convex function at each round. We characterize the minima...
This paper presents a guaranteed method for the parameter estimation of nonlinear models in a bounded-error context. This method is based on functions which consists of the differ...
J. M. Bravo, T. Alamo, M. J. Redondo, Eduardo F. C...