3 citations · 6 across the 3 of their papers we have counts for
3 papers
econ.TH2021
Learning from zero: how to make consumption-saving decisions in a stochastic environment with an AI algorithm
Rui, Shi
This exercise proposes a learning mechanism to model economic agent's decision-making process using an actor-critic structure in the literature of artificial intelligence. It is mo…
math.OC2019★ 3 cited
A Fully Stochastic Second-Order Trust Region Method
Frank E. Curtis, Rui Shi
A stochastic second-order trust region method is proposed, which can be viewed as a second-order extension of the trust-region-ish (TRish) algorithm proposed by Curtis et al. (INFO…
math.OC2017★ 3 cited
A Stochastic Trust Region Algorithm Based on Careful Step Normalization
Frank E. Curtis, Katya Scheinberg, Rui Shi
An algorithm is proposed for solving stochastic and finite sum minimization problems. Based on a trust region methodology, the algorithm employs normalized steps, at least as long…