2 papers
math.OC2025
A kernel-based stochastic approximation framework for contextual optimization
Hao Cao, Jian-Qiang Hu, Jiaqiao Hu
We present a kernel-based stochastic approximation (KBSA) framework for solving contextual stochastic optimization problems with differentiable objective functions. The framework o…
cs.LG2025
Stochastic Approximation Methods for Distortion Risk Measure Optimization
Jinyang Jiang, Bernd Heidergott, Jiaqiao Hu +1
Distortion Risk Measures (DRMs) capture risk preferences in decision-making and serve as general criteria for managing uncertainty. This paper proposes gradient descent algorithms…