14 citations · 15 across the 4 of their papers we have counts for
4 papers
Large deviations principle for stationary solutions of stochastic differential equations with multiplicative noise
Peipei Gao, Yong Liu, Yue Sun +1
We study the large deviations principle (LDP) for stationary solutions of a class of stochastic differential equations (SDE) in infinite time intervals by the weak convergence appr…
Escaping High-order Saddles in Policy Optimization for Linear Quadratic Gaussian (LQG) Control
Yang Zheng, Yue Sun, Maryam Fazel +1
First order policy optimization has been widely used in reinforcement learning. It guarantees to find the optimal policy for the state-feedback linear quadratic regulator (LQR). Ho…
A short note on solving box inequality and linear equality constrained optimization problem
Yue Sun
This paper discusses a special kind of convex constrained optimization problem, whose constraints consist of box inequalities and linear equalities. For this problem, in addition t…
Escaping from saddle points on Riemannian manifolds
Yue Sun, Nicolas Flammarion, Maryam Fazel
We consider minimizing a nonconvex, smooth function on a Riemannian manifold . We show that a perturbed version of Riemannian gradient descent algorithm converges…