2 papers
math.OC2021
Power Grid Reliability Estimation via Adaptive Importance Sampling
Aleksandr Lukashevich, Yury Maximov
Electricity production currently generates approximately 25% of greenhouse gas emissions in the USA. Thus, increasing the amount of renewable energy is a key step to carbon neutral…
math.OC2021
An Accelerated Second-Order Method for Distributed Stochastic Optimization
Artem Agafonov, Pavel Dvurechensky, Gesualdo Scutari +4
We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity…