In a complete markets economy with heterogeneous consumers whether consumers vanish or survive is determined entirely by discount factors and beliefs. All else equal, the (complete) market selects…

For roughly six decades since the seminal paper of Robbins and Monro (1951), Stochastic Approximation has dominated the landscape of algorithms for solving root finding and optimization problems with…

Stephen Boyd (Stanford University) - Convex Optimization: From Embedded Real-Time to Large-Scale Distributed
Thursday, September 20, 2012 at 3:00pm
Upson Hall, B17
Convex optimization has emerged as…

Abstract: Mixed-Integer Bilevel Linear Program (MIBLP) is a class of most challenging optimization problems that has a bilevel optimization structure and include integer variables in both upper and…