We prove existence and uniqueness of the minimizer for the average geodesic distance to the points of a geodesically convex set on the sphere. This implies a corresponding existen...
A new algorithm called Enhanced Continuous Tabu Search (ECTS) is proposed for the global optimization of multiminima functions. It results from an adaptation of combinatorial Tabu...
Exclusion algorithms are a well-known tool in the area of interval analysis for finding all solutions of a system of nonlinear equations or for finding the global minimum of a fun...
Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
We present new algorithms for inverse optimal control (or inverse reinforcement learning, IRL) within the framework of linearlysolvable MDPs (LMDPs). Unlike most prior IRL algorit...