2 papers
math.OC2025
Trust Region Algorithm for Stochastic Minimax Problems with Decision-Dependent Distributions
Yan Gao, Yongchao Liu, Zili Luo
Stochastic minimax optimization has drawn much attention over the past decade due to its broad applications in machine learning, signal processing and game theory. In some applicat…
math.OC2025
Adaptive Stochastic Gradient Descent Ascent Algorithm for Nonconvex Minimax Problems with Decision-Dependent Distributions
Yan Gao, Yongchao Liu
In this paper, we study stochastic minimax problems with decision-dependent distributions (SMDD), where the probability distribution of stochastic variable depends on decision vari…