Abstract: Simulation is required in real-world industrial decision-making to model the complexity, such as supply chain management with uncertain future demand. Scenario generation is critical for ...

This course will introduce you to problem-solving using programming. Beginning with simple tasks like evaluating mathematical expressions, calculating income-tax, to solving JEE problems (maths, ...

cuPDLPx is a GPU-accelerated linear programming solver based on a restarted Halpern PDHG method specifically tailored for GPU architectures. It incorporates a Halpern update scheme, an adaptive ...

Abstract: In this paper, we consider an inverse problem for adaptive two-player stochastic linear quadratic differential games where the cost functions of players are unknown to each other, which ...