115 citations · 292 across the 27 of their papers we have counts for
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math.OC2020★ 2 cited
Stochastic Modified Equations for Continuous Limit of Stochastic ADMM
Xiang Zhou, Huizhuo Yuan, Chris Junchi Li +1
Stochastic version of alternating direction method of multiplier (ADMM) and its variants (linearized ADMM, gradient-based ADMM) plays a key role for modern large scale machine lear…
math.OC2018★ 1 cited
Distributional Robust Kelly Gambling: Optimal Strategy under Uncertainty in the Long-Run
Qingyun Sun, Stephen Boyd
In classic Kelly gambling, bets are chosen to maximize the expected log growth of wealth, under a known probability distribution. Breiman provides rigorous mathematical proofs that…