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On the time discretization of stochastic optimal control problems: The dynamic programming approach
(EDP Sciences, 2019-10)
In this work, we consider the time discretization of stochastic optimal control problems. Under general assumptions on the data, we prove the convergence of the value functions associated with the discrete time problems ...
Subdifferential of the Supremum via Compactification of the Index Set
(Springer, 2020)
We give new characterizations for the subdifferential of the supremum of an arbitrary family of convex functions, dropping out the standard assumptions of compactness of the index set and upper semi-continuity of the ...
Mathematical model based on linear programming and fuzzy logic for time prediction in bicycle assembly industries
(2019)
© 2019, Associacao Iberica de Sistemas e Tecnologias de Informacao. All rights reserved. In the assembly industry, there is a high degree of uncertainty when identifying operational problems, due to limited resources and ...
SDDP for some interstage dependent risk-averse problems and application to hydro-thermal planning
(Springer, 2014-01)
We consider interstage dependent stochastic linear programs where both the random right-hand side and the model of the underlying stochastic process have a special structure. Namely, for equality constraints (resp. inequality ...
Category theory applied to functional programming
(Universidad EAFITIngeniería de SistemasEscuela de Ingeniería. Departamento de Ingeniería de Sistemas, 2014)
We study some of the applications of category theory to functional programming, particularly in the context of the Haskell functional programming language, and the Agda dependently typed functional programming language and ...
A Represention Theorem for Second-Order Functionals
(Cambridge University Press, 2015-09)
Representation theorems relate seemingly complex objects to concrete, more tractable ones. In this paper, we take advantage of the abstraction power of category theory and provide a datatype-generic representation theorem. ...
Optimality conditions for nonlinear infinite programming problems
(2015-08-29)
An infinite programming problem consists in minimizing a functional defined on a real Banach space under an infinite number of constraints. The main purpose of this article is to provide sufficient conditions of optimality ...