output
20122026
most citedDeep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis

97 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2019 · math.OCShow all

4 papers · 2 filters

math.OC2019★ 9 cited

Accelerated iterative regularization via dual diagonal descent

Luca Calatroni, Guillaume Garrigos, Lorenzo Rosasco +1

We propose and analyze an accelerated iterative dual diagonal descent algorithm for the solution of linear inverse problems with general regularization and data-fit functions. In p…

math.OC2019★ 1 cited

Mean-field Markov decision processes with common noise and open-loop controls

Médéric Motte, Huyên Pham

We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is pe…

math.OC2019

Integral operator Riccati equations arising in stochastic Volterra control problems

Eduardo Abi Jaber, Enzo Miller, Huyen Pham

We establish existence and uniqueness for infinite dimensional Riccati equations taking values in the Banach space L 1 ( ) for certain signed matrix measures wh…

math.OC2019★ 12 cited

Linear--Quadratic control for a class of stochastic Volterra equations: solvability and approximation

Eduardo Abi Jaber, Enzo Miller, Huyên Pham

We provide an exhaustive treatment of Linear-Quadratic control problems for a class of stochastic Volterra equations of convolution type, whose kernels are Laplace transforms of ce…