A Geometric Framework for Stochastic Iterations
Fuente:
arXiv
Saved in:
| Main Authors: | Combettes, Patrick L., Madariaga, Javier I. |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Asymptotic Analysis of an Abstract Stochastic Scheme for Solving Monotone Inclusions
by: Combettes, Patrick L., et al.
Published: (2025)
by: Combettes, Patrick L., et al.
Published: (2025)
Almost-Surely Convergent Randomly Activated Monotone Operator Splitting Methods
by: Combettes, Patrick L., et al.
Published: (2024)
by: Combettes, Patrick L., et al.
Published: (2024)
Convergence of the Iterates of the Stochastic Proximal Gradient Method
by: Madariaga, Javier I.
Published: (2026)
by: Madariaga, Javier I.
Published: (2026)
La Méthode du Gradient Proximé
by: Combettes, Patrick L.
Published: (2025)
by: Combettes, Patrick L.
Published: (2025)
The Geometry of Monotone Operator Splitting Methods
by: Combettes, Patrick L.
Published: (2023)
by: Combettes, Patrick L.
Published: (2023)
An Abstract Stochastic Haugazeau Method for Best Approximation
by: Madariaga, Javier I.
Published: (2026)
by: Madariaga, Javier I.
Published: (2026)
Iteration Complexity and Finite-Time Efficiency of Adaptive Sampling Trust-Region Methods for Stochastic Derivative-Free Optimization
by: Ha, Yunsoo, et al.
Published: (2023)
by: Ha, Yunsoo, et al.
Published: (2023)
Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
by: Ackermann, Julia, et al.
Published: (2025)
by: Ackermann, Julia, et al.
Published: (2025)
Scenario-based Regularization: A Tractable Framework for Distributionally Robust Stochastic Optimization
by: Fonseca, Diego, et al.
Published: (2025)
by: Fonseca, Diego, et al.
Published: (2025)
Iterative Data-Consistent Inversion with Multiple Push-forward Constraints
by: Jiang, Tianyi, et al.
Published: (2026)
by: Jiang, Tianyi, et al.
Published: (2026)
Particle Filter Optimization: A Bayesian Approach for Global Stochastic Optimization
by: Eslami, Mostafa, et al.
Published: (2024)
by: Eslami, Mostafa, et al.
Published: (2024)
The Wasserstein Space of Stochastic Processes in Continuous Time
by: Bartl, Daniel, et al.
Published: (2025)
by: Bartl, Daniel, et al.
Published: (2025)
Infinite Anticipation Backward Stochastic Differential Equations
by: Cheng, Guanwei, et al.
Published: (2025)
by: Cheng, Guanwei, et al.
Published: (2025)
BSDE Approach for $α$-Potential Stochastic Differential Games
by: Guo, Xin, et al.
Published: (2025)
by: Guo, Xin, et al.
Published: (2025)
The Mean-Field Limit of Online Stochastic Vector Balancing
by: Fiedler, Christian, et al.
Published: (2026)
by: Fiedler, Christian, et al.
Published: (2026)
Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
by: Amini, Hamed, et al.
Published: (2023)
by: Amini, Hamed, et al.
Published: (2023)
Stochastic optimal control of Lévy tax processes with bailouts
by: Ghanim, Dalal Al, et al.
Published: (2024)
by: Ghanim, Dalal Al, et al.
Published: (2024)
Optimal Doubling Thresholds in Backgammon-like Stochastic Games
by: Ju, Haoru, et al.
Published: (2024)
by: Ju, Haoru, et al.
Published: (2024)
Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
by: Hambly, Ben, et al.
Published: (2024)
by: Hambly, Ben, et al.
Published: (2024)
Lower Bounds on the Haraux Function
by: Combettes, Patrick L., et al.
Published: (2025)
by: Combettes, Patrick L., et al.
Published: (2025)
Proximal Comixture Minimization Models for Image Recovery and Data Analysis
by: Combettes, Patrick L., et al.
Published: (2024)
by: Combettes, Patrick L., et al.
Published: (2024)
Variational Analysis of Proximal Compositions and Integral Proximal Mixtures
by: Combettes, Patrick L., et al.
Published: (2024)
by: Combettes, Patrick L., et al.
Published: (2024)
Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
by: Liang, Dunxiang, et al.
Published: (2026)
by: Liang, Dunxiang, et al.
Published: (2026)
Stochastic maximum principle for weighted mean-field system with jump
by: Tang, Yanyan, et al.
Published: (2024)
by: Tang, Yanyan, et al.
Published: (2024)
Geometric Trajectory Optimization for TRACON Arrivals: An NLP Approach with ATC Vectoring Maneuver Modeling
by: Pang, Yutian, et al.
Published: (2026)
by: Pang, Yutian, et al.
Published: (2026)
Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals
by: Leão, Dorival, et al.
Published: (2020)
by: Leão, Dorival, et al.
Published: (2020)
Almost Sure Convergence of Stochastic Approximation: An Interplay of Noise and Step Size
by: Nguyen, Quang Dinh Thien, et al.
Published: (2026)
by: Nguyen, Quang Dinh Thien, et al.
Published: (2026)
Stochastic comparisons of imperfect maintenance models for a gamma deteriorating system
by: Mercier, Sophie, et al.
Published: (2024)
by: Mercier, Sophie, et al.
Published: (2024)
Optimization Based Data Enrichment Using Stochastic Dynamical System Models
by: Kearney, Griffin M., et al.
Published: (2023)
by: Kearney, Griffin M., et al.
Published: (2023)
Singular Perturbation in Multiscale Stochastic Control Problems with Domain Restriction in the Slow Variable
by: Calixto, Anderson O., et al.
Published: (2025)
by: Calixto, Anderson O., et al.
Published: (2025)
Martingale Optimal Transport and Martingale Schrödinger Bridges for Calibration of Stochastic Volatility Models
by: Zitridis, Antonios
Published: (2025)
by: Zitridis, Antonios
Published: (2025)
$N$-Player Stochastic Differential Games with Regime Switching and Mean Field Convergence
by: Wang, Mingrui, et al.
Published: (2025)
by: Wang, Mingrui, et al.
Published: (2025)
Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
by: Guatteri, Giuseppina, et al.
Published: (2025)
by: Guatteri, Giuseppina, et al.
Published: (2025)
Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
by: Dolgopolik, M. V.
Published: (2021)
by: Dolgopolik, M. V.
Published: (2021)
Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations
by: Stannat, Wilhelm, et al.
Published: (2021)
by: Stannat, Wilhelm, et al.
Published: (2021)
Stochastic trust-region algorithm in random subspaces with convergence and expected complexity analyses
by: Dzahini, Kwassi Joseph, et al.
Published: (2022)
by: Dzahini, Kwassi Joseph, et al.
Published: (2022)
Stochastic Maximum Principle for optimal advertising models with delay and non-convex control space
by: Guatteri, Giuseppina, et al.
Published: (2024)
by: Guatteri, Giuseppina, et al.
Published: (2024)
Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems
by: Calvia, Alessandro, et al.
Published: (2025)
by: Calvia, Alessandro, et al.
Published: (2025)
Stochastic maximum principle for time-changed forward-backward stochastic control problem with Lévy noise
by: Chen, Jingwei, et al.
Published: (2026)
by: Chen, Jingwei, et al.
Published: (2026)
Optimal Harvesting of a Stochastic Logistic Model Driven by One-Sided Tempered Stable Process
by: Deng, Wenmin, et al.
Published: (2026)
by: Deng, Wenmin, et al.
Published: (2026)
Similar Items
-
Asymptotic Analysis of an Abstract Stochastic Scheme for Solving Monotone Inclusions
by: Combettes, Patrick L., et al.
Published: (2025) -
Almost-Surely Convergent Randomly Activated Monotone Operator Splitting Methods
by: Combettes, Patrick L., et al.
Published: (2024) -
Convergence of the Iterates of the Stochastic Proximal Gradient Method
by: Madariaga, Javier I.
Published: (2026) -
La Méthode du Gradient Proximé
by: Combettes, Patrick L.
Published: (2025) -
The Geometry of Monotone Operator Splitting Methods
by: Combettes, Patrick L.
Published: (2023)