Showing 2024 · math.OCShow all
2 papers · 2 filters
math.OC2024
Learning complexity of gradient descent and conjugate gradient algorithms
Xianqi Jiao, Jia Liu, Zhiping Chen
Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine…
math.OC2024
A dynamical neural network approach for distributionally robust chance constrained Markov decision process
Tian Xia, Jia Liu, Zhiping Chen
In this paper, we study the distributionally robust joint chance constrained Markov decision process. {Utilizing the logarithmic transformation technique,} we derive its determinis…