| Publication | Date of Publication | Type |
|---|
| Efficient first order method for saddle point problems with higher order smoothness | 2024-10-22 | Paper |
| Stationary almost Markov \(\varepsilon\)-equilibria for discounted stochastic games with Borel spaces and unbounded payoffs | 2024-08-29 | Paper |
| The relationships between discounted and average criteria of stochastic games with prospect theory | 2024-07-09 | Paper |
| General procedure to provide high-probability guarantees for stochastic saddle point problems | 2024-07-09 | Paper |
| A unified primal-dual algorithm framework for inequality constrained problems | 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 | 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 | 2023-03-14 | Paper |
| Finite-size analysis of continuous variable source-independent quantum random number generation | 2023-02-16 | Paper |
| On the Divergence of Decentralized Nonconvex Optimization | 2022-12-08 | Paper |
| Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization | 2022-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5038000 | 2022-09-29 | Paper |
| On lower iteration complexity bounds for the convex concave saddle point problems | 2022-06-29 | Paper |
| Cubic regularized Newton method for the saddle point models: a global and local convergence analysis | 2022-06-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4998940 | 2021-07-09 | Paper |
| MultiLevel Composite Stochastic Optimization via Nested Variance Reduction | 2021-05-03 | Paper |
| Primal-dual optimization algorithms over Riemannian manifolds: an iteration complexity analysis | 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 | 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 | 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 | 2017-11-22 | Paper |
| The $n$th-Order Bias Optimality for Multichain Markov Decision Processes | 2017-08-08 | Paper |
| Event-Based Optimization of Markov Systems | 2017-08-08 | Paper |
| Subspace methods with local refinements for eigenvalue computation using low-rank tensor-train format | 2017-04-03 | Paper |
| Finite approximation of the first passage models for discrete-time Markov decision processes with varying discount factors | 2017-03-08 | Paper |
| Examples concerning Abel and Cesàro limits | 2014-08-26 | Paper |
| Continuous-time Markov decision processes with \(n\)th-bias optimality criteria | 2010-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3403658 | 2010-02-12 | Paper |
| Bias optimality for multichain continuous-time Markov decision processes | 2009-11-17 | Paper |
| Continuous-Time Markov Decision Processes with Unbounded Transition and Discounted-Reward Rates | 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 |
