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Portfolio optimization under CV@R constraint with stochastic mirror descent
Gadat, Sébastien; Costa, Manon; Huang, Lorick - 2022
Persistent link: https://www.econbiz.de/10013263291
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Stochastic approximation algorithms for superquantiles estimation
Bercu, Bernard; Costa, Manon; Gadat, Sébastien - 2020
Persistent link: https://www.econbiz.de/10012286349
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Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity
Gadat, Sébastien; Panloup, Fabien - 2017
Persistent link: https://www.econbiz.de/10012266555
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A stochastic Gauss-Newton algorithm for regularized semi-discrete optimal transport
Bercu, Bernard; Bigot, Jérémie; Gadat, Sébastien; … - 2021
Persistent link: https://www.econbiz.de/10012596536
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Asymptotic study of stochastic adaptive algorithm in non-convex landscape
Gadat, Sébastien; Gavra, Ioana - 2021
Persistent link: https://www.econbiz.de/10012434763
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Non asymptotic controls on a stochastic algorithm for superquantile approximation
Costa, Manon; Gadat, Sébastien - 2020
Persistent link: https://www.econbiz.de/10012316959
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A stochastic model for cytotoxis T. lymphocyte interaction with tumors nodules
Cattiaux, Patrick; Christophe, Claire; Gadat, Sébastien - 2016
Persistent link: https://www.econbiz.de/10012220182
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Stochastic heavy ball
Gadat, Sébastien; Panloup, Fabien; Saadane, Sofiane - 2016
Persistent link: https://www.econbiz.de/10012220184
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FastPart: over-parameterized stochastic gradient descent for sparse optimisation on measures
Castro, Yohann de; Gadat, Sébastien; Marteau, Clément - 2023 - Version as of December 9, 2023
Persistent link: https://www.econbiz.de/10014439405