Publicaciones (63) Publicaciones de MIGUEL ANGEL SAMA MEIGE

2024

  1. Optimal Control of Stochastic Variational Inequalities

    Minimax Theory and its Applications, Vol. 9, Núm. 1, pp. 117-128

2023

  1. A new regularized stochastic approximation framework for stochastic inverse problems

    Nonlinear Analysis: Real World Applications, Vol. 73

  2. A study of multivalued variational inequalities via horizon maps and graphical convergence

    Optimization, Vol. 72, Núm. 4, pp. 909-936

  3. Error estimates for halfspace regularization of state constrained multiobjective elliptic control problems

    Optimization, Vol. 72, Núm. 4, pp. 1009-1036

  4. Stochastic Elliptic Inverse Problems. Solvability, Convergence Rates, Discretization, and Applications

    Journal of Convex Analysis, Vol. 30, Núm. 3, pp. 851-885

2022

  1. A Stochastic Regularized Second-Order Iterative Scheme for Optimal Control and Inverse Problems in Stochastic Partial Differential Equations

    Philosophical Transactions. Series A, Mathematical, Physical, and Engineering Sciences, Vol. 380, Núm. 2236, pp. 20210352

  2. A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models

    Communications in Nonlinear Science and Numerical Simulation, Vol. 111

  3. Analysis of smart thermostat thermal models for residential building

    Applied Mathematical Modelling, Vol. 110, pp. 241-261

2021

  1. A Regularized Stochastic Subgradient Projection Method for an Optimal Control Problem in a Stochastic Partial Differential Equation

    Springer Optimization and Its Applications (Springer), pp. 417-429

  2. An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic pde. a variational inequality approach

    Journal of Nonlinear and Variational Analysis, Vol. 5, Núm. 6, pp. 865-880

  3. Horizon maps and graphical convergence revisited

    SIAM Journal on Optimization, Vol. 31, Núm. 2, pp. 1330-1351

  4. INVERSE PROBLEM OF ESTIMATING THE STOCHASTIC FLEXURAL RIGIDITY IN FOURTH-ORDER MODELS

    Pure and Applied Functional Analysis, Vol. 6, Núm. 6, pp. 1273-1301

  5. Stability analysis of conically perturbed linearly constrained least-squares problems by optimizing the regularized trajectories

    Optimization Letters, Vol. 15, Núm. 6, pp. 2127-2145

2020

  1. A convex inversion framework for identifying parameters in saddle point problems with applications to inverse incompressible elasticity

    Inverse Problems, Vol. 36, Núm. 7

  2. Analyzing the role of the Inf-Sup condition for parameter identification in saddle point problems with application in elasticity imaging

    Optimization, pp. 1-34

  3. Contingent derivatives of the set-valued solution map of a noncoercive saddle point problem. A cross-fertilization between variational analysis and inverse problems

    Journal of Nonlinear and Variational Analysis, Vol. 4, Núm. 1, pp. 127-134

  4. Curso de introducción al álgebra y al cálculo diferencial e integral en R^n

    UNED - Universidad Nacional de Educación a Distancia

  5. Three optimization formulations for an inverse problem in saddle point problems with applications to elasticity imaging of locating tumor in incompressible medium

    Journal of Nonlinear and Variational Analysis, Vol. 4, Núm. 2, pp. 301-318

2019

  1. A henig conical regularization approach for circumventing the slater conundrum in linearly `+p-constrained least squares problems

    Journal of Applied and Numerical Optimization, Vol. 1, Núm. 2, pp. 117-129

  2. An Extension of the Kaliszewski Cone to Non-polyhedral Pointed Cones in Infinite-Dimensional Spaces

    Journal of Optimization Theory and Applications, Vol. 181, Núm. 2, pp. 437-455