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Inexact proximal stochastic gradient method for convex composite optimization 期刊论文
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2017, 卷号: 68, 期号: 3, 页码: 579-618
作者:  Wang, Xiao;  Wang, Shuxiong;  Zhang, Hongchao
收藏  |  浏览/下载:148/0  |  提交时间:2018/07/30
Convex composite optimization  Empirical risk minimization  Stochastic gradient  Inexact methods  Global convergence  Complexity bound  
AN EFFICIENT GRADIENT PROJECTION METHOD FOR STOCHASTIC OPTIMAL CONTROL PROBLEMS 期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 6, 页码: 2982-3005
作者:  Gong, Bo;  Liu, Wenbin;  Tang, Tao;  Zhao, Weidong;  Zhou, Tao
收藏  |  浏览/下载:140/0  |  提交时间:2018/07/30
stochastic optimal control  gradient projection methods  backward stochastic differential equations  conditional expectations