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20172026
most citedTowards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations

12 citations · 18 across the 11 of their papers we have counts for

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Showing 2020Show all

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math.OC2020

On stochastic mirror descent with interacting particles: convergence properties and variance reduction

Anastasia Borovykh, Nikolas Kantas, Panos Parpas +1

An open problem in optimization with noisy information is the computation of an exact minimizer that is independent of the amount of noise. A standard practice in stochastic approx…