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CV@R penalized portfolio optimization with biased stochastic mirror descent
Free accessArXiv | 2024| -
A Second Order Primal–Dual Dynamical System for a Convex–Concave Bilinear Saddle Point Problem
Springer Verlag | 2024| -
A fast continuous time approach for non-smooth convex optimization using Tikhonov regularization technique
Free accessSpringer Verlag | 2024| -
On the discrete-time origins of the replicator dynamics: From convergence to instability and chaos
Free accessArXiv | 2024| -
Second Order Splitting Dynamics with Vanishing Damping for Additively Structured Monotone Inclusions
Free accessSpringer Verlag | 2024| -
Tikhonov Regularization for Stochastic Non-Smooth Convex Optimization in Hilbert Spaces
Free accessArXiv | 2024| -
Methods of Stochastic Field Theory in Non-Equilibrium Systems -- Spontaneous Symmetry Breaking of Ergodicity
Free accessArXiv | 2024| -
A Speed Restart Scheme for a Dynamics with Hessian-Driven Damping
Free accessSpringer Verlag | 2023| -
Fast Convergence of Inertial Dynamics with Hessian-Driven Damping Under Geometry Assumptions
Springer Verlag | 2023| -
Time Rescaling of a Primal-Dual Dynamical System with Asymptotically Vanishing Damping
Free accessSpringer Verlag | 2023|
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