5 papers
Sample Complexity of Policy Gradient for Log-Growth Control
Qiuhua Pan, Yukai Shen, Liwei Zhang +2
We study the sample complexity of policy gradient for log-growth control -- the problem of learning, from observed state transitions, a feedback gain that optimally stabilizes a sc…
Efficient construction of Lie group-equivariant and permutation-invariant spaces
Eloïse Barthelemy, Geneviève Dusson, Camille Hernandez +1
We introduce a practical construction of group-equivariant and permutation-invariant functions of variables given a finite-dimensional space stable with respect to the group ac…
A sequential linear complementarity problem method for generalized Nash equilibrium problems
Ruoyu Diao, Yu-Hong Dai, Liwei Zhang
Generalized Nash equilibrium problems (GNEPs) arise in various applications where multiple players minimize individual cost functions subject to coupled constraints. A relatively u…
Stability for Nash Equilibrium Problems
Ruoyu Diao, Yu-Hong Dai, Liwei Zhang
This paper is devoted to studying the stability properties of the Karush-Kuhn-Tucker (KKT) solution mapping for Nash equilibrium problems (NEPs) with canonical pertur…
Stochastic Approximation Proximal Subgradient Method for Stochastic Convex-Concave Minimax Optimization
Yu-Hong Dai, Jiani Wang, Liwei Zhang
This paper presents a stochastic approximation proximal subgradient (SAPS) method for stochastic convex-concave minimax optimization. By accessing unbiased and variance bounded app…