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Operational risk management : a stochastic control framework with preventive and corrective controls
Xu, Yuqian
;
Zhu, Lingjiong
;
Pinedo, Michael
- In:
Operations research
68
(
2020
)
6
,
pp. 1804-1825
Persistent link: https://www.econbiz.de/10012392162
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Global convergence of stochastic gradient hamiltonian monte carlo for nonconvex stochastic optimization : nonasymptotic performance bounds and momentum-based acceleration
Gao, Xuefeng
;
Gürbüzbalaban, Mert
;
Zhu, Lingjiong
- In:
Operations research
70
(
2022
)
5
,
pp. 2931-2947
Persistent link: https://www.econbiz.de/10014307142
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