| Publication | Date of Publication | Type |
|---|
Efficient first order method for saddle point problems with higher order smoothness
SIAM Journal on Optimization | 2024-10-22 | Paper |
Stationary almost Markov \(\varepsilon\)-equilibria for discounted stochastic games with Borel spaces and unbounded payoffs
Journal of Systems Science and Complexity | 2024-08-29 | Paper |
The relationships between discounted and average criteria of stochastic games with prospect theory
Journal of Dynamics and Games | 2024-07-09 | Paper |
General procedure to provide high-probability guarantees for stochastic saddle point problems
Journal of Scientific Computing | 2024-07-09 | Paper |
A unified primal-dual algorithm framework for inequality constrained problems
Journal of Scientific Computing | 2023-10-25 | Paper |
On the Optimal Lower and Upper Complexity Bounds for a Class of Composite Optimization Problems
| 2023-08-12 | Paper |
Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems
SIAM Journal on Optimization | 2023-06-27 | Paper |
Near-Optimal First Order Method for Saddle Point Problems with Higher Order Smoothness
| 2023-04-24 | Paper |
An average-value-at-risk criterion for Markov decision processes with unbounded costs
Frontiers of Mathematics in China | 2023-03-14 | Paper |
Finite-size analysis of continuous variable source-independent quantum random number generation
Quantum Information Processing | 2023-02-16 | Paper |
On the Divergence of Decentralized Nonconvex Optimization
SIAM Journal on Optimization | 2022-12-08 | Paper |
Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization
Mathematical Programming. Series A. Series B | 2022-10-24 | Paper |
On moment estimates for solutions of mixed SDEs under non-Lipschitz condition
| 2022-09-29 | Paper |
On lower iteration complexity bounds for the convex concave saddle point problems
Mathematical Programming. Series A. Series B | 2022-06-29 | Paper |
Cubic regularized Newton method for the saddle point models: a global and local convergence analysis
Journal of Scientific Computing | 2022-06-21 | Paper |
scientific article; zbMATH DE number 7370566 (Why is no real title available?)
| 2021-07-09 | Paper |
Multilevel composite stochastic optimization via nested variance reduction
SIAM Journal on Optimization | 2021-05-03 | Paper |
Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis
Mathematical Programming. Series A. Series B | 2020-10-21 | Paper |
On the Divergence of Decentralized Non-Convex Optimization
| 2020-06-20 | Paper |
Generalization Bounds for Stochastic Saddle Point Problems
| 2020-06-03 | Paper |
Risk-sensitive continuous-time Markov decision processes with unbounded rates and Borel spaces
Discrete Event Dynamic Systems | 2020-05-06 | Paper |
Stochastic Variance-Reduced Prox-Linear Algorithms for Nonconvex Composite Optimization
| 2020-04-09 | Paper |
Multi-Level Composite Stochastic Optimization via Nested Variance Reduction
| 2019-08-29 | Paper |
From low probability to high confidence in stochastic convex optimization
| 2019-07-31 | Paper |
Adaptive Stochastic Variance Reduction for Subsampled Newton Method with Cubic Regularization
| 2018-11-28 | Paper |
A sparse completely positive relaxation of the modularity maximization for community detection
SIAM Journal on Scientific Computing | 2018-10-08 | Paper |
A Cubic Regularized Newton's Method over Riemannian Manifolds
| 2018-05-15 | Paper |
A constrained optimization problem with applications to constrained MDPs
Optimization, Control, and Applications of Stochastic Systems | 2017-11-22 | Paper |
The $n$th-Order Bias Optimality for Multichain Markov Decision Processes
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Event-Based Optimization of Markov Systems
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Subspace methods with local refinements for eigenvalue computation using low-rank tensor-train format
Journal of Scientific Computing | 2017-04-03 | Paper |
Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors
Discrete Event Dynamic Systems | 2017-03-08 | Paper |
Examples concerning Abel and Cesàro limits
Journal of Mathematical Analysis and Applications | 2014-08-26 | Paper |
Continuous-time Markov decision processes with \(n\)th-bias optimality criteria
Automatica | 2010-04-14 | Paper |
scientific article; zbMATH DE number 5670519 (Why is no real title available?)
| 2010-02-12 | Paper |
Bias optimality for multichain continuous-time Markov decision processes
Operations Research Letters | 2009-11-17 | Paper |
Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates
Stochastic Analysis and Applications | 2008-04-29 | Paper |
First-Order Algorithms Without Lipschitz Gradient: A Sequential Local Optimization Approach
| N/A | Paper |
Stochastic Bregman Proximal Gradient Method Revisited: Kernel Conditioning and Painless Variance Reduction
| N/A | Paper |
Discounted Stochastic Games for the Smart Grid with Prospect Prosumers
| N/A | Paper |
General Procedure to Provide High-Probability Guarantees for Stochastic Saddle Point Problems
| N/A | Paper |
