| 1 |
A GAUSS-SEIDEL TYPE METHOD FOR DYNAMIC NONLINEAR COMPLEMENTARITY PROBLEMS
Wu SL, Zhou T, Chen XJ
SIAM Journal on Control and Optimization, 58(6), 3389, 2020 |
| 2 |
Feedback Nash Equilibria in Linear-Quadratic Difference Games With Constraints
Reddy PV, Zaccour G
IEEE Transactions on Automatic Control, 62(2), 590, 2017 |
| 3 |
Open-Loop Nash Equilibria in a Class of Linear-Quadratic Difference Games With Constraints
Reddy PV, Zaccour G
IEEE Transactions on Automatic Control, 60(9), 2559, 2015 |
| 4 |
Recent Advances in Chemical Process Optimization
Biegler LT
Chemie Ingenieur Technik, 86(7), 943, 2014 |
| 5 |
Pricing American bond options using a penalty method
Zhang K, Wang S
Automatica, 48(3), 472, 2012 |
| 6 |
Stochastic approximation approaches to the stochastic variational inequality problem
Jiang HY, Xu HF
IEEE Transactions on Automatic Control, 53(6), 1462, 2008 |
| 7 |
Augmented Lagrangian method applied to American option pricing
Zhang K, Yang XQ, Teo KL
Automatica, 42(8), 1407, 2006 |
| 8 |
Solution of a general linear complementarity problem using smooth optimization and its application to bilinear programming and LCP
Fernandes L, Friedlander A, Guedes M, Judice J
Applied Mathematics and Optimization, 43(1), 1, 2001 |
| 9 |
Existence and limiting behavior of a non-interior-point trajectory for nonlinear complementarity problems without strict feasibility condition
Zhao YB, Li D
SIAM Journal on Control and Optimization, 40(3), 898, 2001 |
| 10 |
Properties of a multivalued mapping associated with some nonmonotone complementarity problems
Zhao YB, Isac G
SIAM Journal on Control and Optimization, 39(2), 571, 2000 |
