Abstract: This article investigates adaptive dynamic programming (ADP)-based optimal control issue of nonlinear stochastic systems with asymmetric input constraints. The solution starts with ...

We present a group lasso procedure for generalized linear models (GLMs) and we study the properties of this estimator applied to sparse high-dimensional GLMs. Under general conditions on the ...

A python package for penalized generalized linear models that supports fitting and model selection for structured, adaptive and non-convex penalties.