3 papers
cs.LG2025
On the Performance Analysis of Momentum Method: A Frequency Domain Perspective
Xianliang Li, Jun Luo, Zhiwei Zheng +5
Momentum-based optimizers are widely adopted for training neural networks. However, the optimal selection of momentum coefficients remains elusive. This uncertainty impedes a clear…
math.OC2025
Forward-Backward Stochastic Linear-Quadratic Optimal Controls: Equilibrium Strategies and Non-Symmetric Riccati Equations
Qi Lü, Bowen Ma, Hanxiao Wang
Linear-quadratic optimal control problem for systems governed by forward-backward stochastic differential equations has been extensively studied over the past three decades. Recent…
math.OC2025
Solvability of Equilibrium Riccati Equations: A Direct Approach
Bowen Ma, Hanxiao Wang
The solvability of equilibrium Riccati equations (EREs) plays a central role in the study of time-inconsistent stochastic linear-quadratic optimal control problems, because it pave…