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Provably efficient large-scale reinforcement learning via primal-dual stochastic optimization

• Authors : Okolo, Nneka; University/Department: Universitat Pompeu Fabra. Departament de Tecnologies de la Informació i les Comunicacions; ...

Subjects: Reinforcement learning; Linear programming; Stochastic optimization

• Source: TDX (Tesis Doctorals en Xarxa)

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A randomized operator splitting scheme inspired by stochastic optimization methods

• Authors : Eisenmann, Monika; Stillfjord, Tony;

Subjects: Natural Sciences; Mathematical Sciences; Computational Mathematics

• Source: Numerische Mathematik. 156(2):435-461

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Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration

• Authors : Zeller, Simon Caspar; Kandora, Paul-Niklas Ken; Kirste, Daniel

Subjects: Quantitative Finance - Trading and Market Microstructure; Quantitative Finance - Computational Finance; Quantitative Finance - Mathematical Finance

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CatCMA with Margin: Stochastic Optimization for Continuous, Integer, and Categorical Variables

• Authors : Hamano, Ryoki; Nomura, Masahiro; Saito, Shota

Subjects: Computer Science - Neural and Evolutionary Computing

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Optimal Complexity in Byzantine-Robust Distributed Stochastic Optimization with Data Heterogeneity

• Authors : Shi, Qiankun; Peng, Jie; Yuan, Kun

Subjects: Mathematics - Optimization and Control; Computer Science - Machine Learning

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Statistical Inference for Weighted Sample Average Approximation in Contextual Stochastic Optimization

• Authors : Wang, Yanyuan; Zhang, Xiaowei

Subjects: Mathematics - Optimization and Control; Statistics - Methodology; Statistics - Machine Learning

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Forecast-Driven Scenario Generation for Building Energy Management Using Stochastic Optimization

• Authors : Hokmabad, Hossein Nourollahi; Shahsavar, Tala Hemmati; Vergara, Pedro P.

Subjects: Electrical Engineering and Systems Science - Systems and Control

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Towards Weaker Variance Assumptions for Stochastic Optimization

• Authors : Alacaoglu, Ahmet; Malitsky, Yura; Wright, Stephen J.

Subjects: Mathematics - Optimization and Control; Computer Science - Machine Learning; Statistics - Machine Learning

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Stochastic Optimization with Optimal Importance Sampling

• Authors : Aolaritei, Liviu; Van Parys, Bart P. G.; Lam, Henry

Subjects: Mathematics - Optimization and Control; Computer Science - Machine Learning; Mathematics - Statistics Theory

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Sequential Quadratic Optimization for Solving Expectation Equality Constrained Stochastic Optimization Problems

• Authors : Shen, Haoming; Zeng, Yang; Zhou, Baoyu

Subjects: Mathematics - Optimization and Control

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