37 citations · 87 across the 10 of their papers we have counts for
8 papers · 1 filter
Zero-sum risk-sensitive continuous-time stochastic games with unbounded payoff and transition rates and Borel spaces
Junyu Zhang, Xianping Guo, Li Xia
We study a finite-horizon two-person zero-sum risk-sensitive stochastic game for continuous-time Markov chains and Borel state and action spaces, in which payoff rates, transition…
On the Divergence of Decentralized Non-Convex Optimization
Mingyi Hong, Siliang Zeng, Junyu Zhang +1
We study a generic class of decentralized algorithms in which agents jointly optimize the non-convex objective , while only communicating with th…
Generalization Bounds for Stochastic Saddle Point Problems
Junyu Zhang, Mingyi Hong, Mengdi Wang +1
This paper studies the generalization bounds for the empirical saddle point (ESP) solution to stochastic saddle point (SSP) problems. For SSP with Lipschitz continuous and strongly…
A Stochastic Composite Gradient Method with Incremental Variance Reduction
Junyu Zhang, Lin Xiao
We consider the problem of minimizing the composition of a smooth (nonconvex) function and a smooth vector mapping, where the inner mapping is in the form of an expectation over so…
Adaptive Stochastic Variance Reduction for Subsampled Newton Method with Cubic Regularization
Junyu Zhang, Lin Xiao, Shuzhong Zhang
The cubic regularized Newton method of Nesterov and Polyak has become increasingly popular for non-convex optimization because of its capability of finding an approximate local sol…
A Cubic Regularized Newton's Method over Riemannian Manifolds
Junyu Zhang, Shuzhong Zhang
In this paper we present a cubic regularized Newton's method to minimize a smooth function over a Riemannian manifold. The proposed algorithm is shown to reach a second-order -s…