Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case, for example, when members of the population respond to a deplo…
We study an inventory system with multiple supply sources and expediting options. The replenishment lead times from each supply source are stochastic, representing congestion and disruption. We con…
In order to eliminate the distortion of demodulated signal caused by the incomplete suppression of interference fading, an active frequency transformation (AFT) method is proposed for phase-sensiti…
The cubic regularized Newton method of Nesterov and Polyak has become increasingly popular for nonconvex optimization because of its capability of finding an approximate local solution with a secon…
We consider multilevel composite optimization problems where each mapping in the composition is the expectation over a family of randomly chosen smooth mappings or the sum of some finite number of …