Mengdi Wang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Learning Markov Models Via Low-Rank Optimization	2022-09-19	Paper
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network	2020-12-07	Paper
Spectral State Compression of Markov Processes	2020-09-29	Paper
Randomized Linear Programming Solves the Markov Decision Problem in Nearly Linear (Sometimes Sublinear) Time	2020-09-01	Paper
Adaptive Low-Nonnegative-Rank Approximation for State Aggregation of Markov Chains	2020-03-30	Paper
A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization	2020-03-23	Paper
Exceptional sets for sums of almost equal prime cubes	2019-12-16	Paper
Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach	2019-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q4633050	2019-05-02	Paper
Multilevel Stochastic Gradient Methods for Nested Composition Optimization	2019-03-22	Paper
Accelerating Stochastic Composition Optimization	2018-04-17	Paper
Near-optimal stochastic approximation for online principal component estimation	2018-02-12	Paper
Vanishing Price of Decentralization in Large Coordinative Nonconvex Optimization	2017-09-25	Paper
Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions	2017-02-03	Paper
Stochastic First-Order Methods with Random Constraint Projection	2016-03-30	Paper
Incremental constraint projection methods for variational inequalities	2015-04-16	Paper
https://portal.mardi4nfdi.de/entity/Q5168862	2014-07-21	Paper
Stabilization of Stochastic Iterative Methods for Singular and Nearly Singular Linear Systems	2014-07-11	Paper
A Quasi Monte Carlo Method for Large-Scale Inverse Problems	2013-07-31	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Mengdi Wang