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Randomized linear programming solves the Markov decision problem in nearly linear (sometimes sublinear) time

Wang, Mengdi - In: Mathematics of operations research 45 (2020) 2, pp. 517-546

Persistent link: https://www.econbiz.de/10012242520

Stabilization of stochastic iterative methods for singular and nearly singular linear systems

Wang, Mengdi; Bertsekas, Dimitri P. - In: Mathematics of operations research 39 (2014) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10010345230

An edge-reduction algorithm for the vertex cover problem

Han, Qiaoming; Punnen, Abraham P.; Ye, Yinyu - In: Operations research letters 37 (2009) 3, pp. 181-186

Persistent link: https://www.econbiz.de/10003903897

Close the gaps : a learning-while-doing algorithm for single-product revenue management problems

Wang, Zizhuo; Deng, Shiming; Ye, Yinyu - In: Operations research 62 (2014) 2, pp. 318-331

Persistent link: https://www.econbiz.de/10010361467

Analytical results and efficient algorithm for optimal portfolio deleveraging with market impact

Chen, Jingnan; Feng, Liming; Peng, Jiming; Ye, Yinyu - In: Operations research 62 (2014) 1, pp. 195-206

Persistent link: https://www.econbiz.de/10010338535

A dynamic near-optimal algorithm for online linear programming

Agrawal, Shipra; Wang, Zizhuo; Ye, Yinyu - In: Operations research 62 (2014) 4, pp. 876-890

Persistent link: https://www.econbiz.de/10010403119

Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact

Chen, Jingnan - 2013

In this paper, we consider an optimal portfolio de-leveraging problem, where the objective is to meet specified debt/equity requirements at the minimal execution cost. Permanent and temporary price impact is taken into account. With no restrictions on the relative magnitudes of permanent and...

Persistent link: https://www.econbiz.de/10013077067

Online linear programming : dual convergence, new algorithms, and regret bounds

Li, Xiaocheng; Ye, Yinyu - In: Operations research 70 (2022) 5, pp. 2948-2966

Persistent link: https://www.econbiz.de/10014307143

High-dimensional learning under approximate sparsity with applications to nonsmooth estimation and regularized neural networks

Liu, Hongcheng; Ye, Yinyu; Lee, Hung Yi - In: Operations research 70 (2022) 6, pp. 3176-3197

Persistent link: https://www.econbiz.de/10014307657

Robust ensemble learning for mining noisy data streams

Zhang, Peng; Zhu, Xingquan; Shi, Yong; Guo, Li; Wu, Xindong - In: Decision support systems : DSS ; the international journal 50 (2010/11) 2, pp. 469-479

Persistent link: https://www.econbiz.de/10008826226