3 papers
math.NA2025
Accelerated Kaczmarz methods via randomized sketch techniques for solving consistent linear systems
Haochen Jiang, Dongdong Liu, Xianping Wu +1
Motivated by the randomized sketch to solve a variety of problems in scientific computation, we improve both the maximal weighted residual Kaczmarz method and the randomized block…
math.OC2025
Policy Learning for Perturbance-wise Linear Quadratic Control Problem
Haoran Zhang, Wenhao Zhang, Xianping Wu
We study finite horizon linear quadratic control with additive noise in a perturbancewise framework that unifies the classical model, a constraint embedded affine policy class, and…
math.OC2025
Data-Driven Long-Term Asset Allocation with Tsallis Entropy Regularization
Haoran Zhang, Wenhao Zhang, Xianping Wu
This paper addresses the problem of dynamic asset allocation under uncertainty, which can be formulated as a linear quadratic (LQ) control problem with multiplicative noise. To han…