Results 31 to 40 of about 5,260,535 (93)
International Transactions in Operational Research, Volume 33, Issue 5, Page 3128-3157, September 2026.Abstract We propose the novel p‐branch‐and‐bound method for solving two‐stage stochastic programming problems whose deterministic equivalents are represented by non‐convex mixed‐integer quadratically constrained quadratic programming (MIQCQP) models. The precision of the solution generated by the p‐branch‐and‐bound method can be arbitrarily adjusted by
Nikita Belyak, Fabricio Oliveira
wiley +1 more source
Journal of Forecasting, Volume 45, Issue 4, Page 1579-1600, July 2026.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Quantitative Economics, Volume 17, Issue 3, Page 623-669, July 2026.We study the binary choice problem in a data‐rich environment with asymmetric loss functions. The econometrics literature covers nonparametric binary choice problems but does not offer computationally attractive solutions in data‐rich environments. The machine learning literature has many algorithms but is focused mostly on loss functions that are ...
Andrii Babii +3 more
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Transfer Learning Approaches in Bioprocess Engineering: Opportunities and Challenges
Biotechnology and Bioengineering, Volume 123, Issue 6, Page 1417-1431, June 2026.ABSTRACT Transfer learning (TL) has recently emerged as a promising approach to overcoming one of the key limitations of bioprocess engineering: data scarcity. By leveraging knowledge from one bioprocess to another, TL allows existing models and data sets to be reused efficiently, accelerating process development, improving prediction accuracy, and ...
Daniel Barón Díaz +3 more
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Statistics in Medicine, Volume 45, Issue 13-14, June 2026.ABSTRACT Although homoscedasticity is often assumed in linear regression, real data may show variance patterns or residual structures that violate this assumption. We propose VarGuid, a variance‐guided framework for two related settings: Covariate‐dependent conditional variance under a global linear mean model, and residual nonlinear mean structure ...
Sibei Liu, Min Lu
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Stability and sensitivity analysis of stochastic programs with second order dominance constraints [PDF]
, 2010 In this paper we present stability and sensitivity analysis of a stochastic optimization problem with stochastic second order dominance constraints. We consider perturbation of the underlying probability measure in the space of regular measures equipped ...
Xu, Huifu, Liu, Yongchao
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Differential inclusions and exact penalties
Electronic Journal of Differential Equations, 2015 The article considers differential inclusion with a given set-valued mapping and initial point. It is required to find a solution of this differential inclusion that minimizes an integral functional.
Alexander V. Fominyh +2 more
doaj
Optimal Control of the Viscous Wave Equation via the Pontryagin Maximum Principle
Numerical Methods for Partial Differential Equations, Volume 42, Issue 3, May 2026.ABSTRACT A tracking‐type optimal control problem governed by the viscous wave equation with a distributed‐source control and L2$$ {L}^2 $$‐L1$$ {L}^1 $$ control costs is investigated. For this class of PDE‐constrained linear‐convex problems, a Pontryagin maximum principle (PMP) in the PDE setting is derived, and it is shown that the pointwise ...
A. Borzì, S. Roy
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Resonant nonlinear periodic problems with the scalar p-Laplacian and a nonsmooth potential [PDF]
, 2006 We study periodic problems driven by the scalar p-Laplacian with a nonsmooth potential. Using the nonsmooth critical point theory for locally Lipsctiz functions,we prove two existence theorems under conditions of resonance at infinity with respect to ...
Staicu, Vasile +6 more
core
The use of pseudo-inertia in asymptotic modelling of constraints in boundary value problems [PDF]
, 2009 In recent publications, the validity of using positive and negative inertial penalty parameters and the advantage of this approach over the conventional positive penalty function approach have been established for linear eigenvalue problems.
Ilanko, Sinniah, Henderson, L.
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