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math.OC2022★ 3 cited
Stochastic algebraic Riccati equations are almost as easy as deterministic ones theoretically
Zhen-Chen Guo, Xin Liang
Stochastic algebraic Riccati equations, also known as rational algebraic Riccati equations, arising in linear-quadratic optimal control for stochastic linear time-invariant systems…
math.OC2017★ 5 cited
Nearly Optimal Stochastic Approximation for Online Principal Subspace Estimation
Xin Liang, Zhen-Chen Guo, Li Wang +2
Principal component analysis (PCA) has been widely used in analyzing high-dimensional data. It converts a set of observed data points of possibly correlated variables into a set of…