7 citations · 19 across the 15 of their papers we have counts for
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math.OC2020★ 4 cited
A Stochastic Subgradient Method for Distributionally Robust Non-Convex Learning
Mert Gürbüzbalaban, Andrzej Ruszczyński, Landi Zhu
We consider a distributionally robust formulation of stochastic optimization problems arising in statistical learning, where robustness is with respect to uncertainty in the underl…
math.OC2020
Subregular Recourse in Nonlinear Multistage Stochastic Optimization
Darinka Dentcheva, Andrzej Ruszczynski
We consider nonlinear multistage stochastic optimization problems in the spaces of integrable functions. We allow for nonlinear dynamics and general objective functionals, includin…
math.OC2020
A Stochastic Subgradient Method for Nonsmooth Nonconvex Multi-Level Composition Optimization
Andrzej Ruszczynski
We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed t…