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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
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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
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Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, John M.; Sun, Yifan; Wang, Mengdi; Ye, Jing - In: Quantitative finance 20 (2020) 8, pp. 1239-1261
Persistent link: https://www.econbiz.de/10012262660
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Learning Markov models via low-rank optimization
Zhu, Ziwei; Li, Xudong; Wang, Mengdi; Zhang, Anru - In: Operations research 70 (2022) 4, pp. 2384-2398
Persistent link: https://www.econbiz.de/10013366463
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A modified Barzilai-Borwein algorithm for the generalized absolute value equation
Yang, Shuang; Wu, Shi-Liang - In: Operations research letters 51 (2023) 1, pp. 21-25
Persistent link: https://www.econbiz.de/10014283280
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A two-step sub-optimal algorithm for bus evacuation planning
Feng, Yuanyuan; Cao, Yi; Yang, Shuanghua; Yang, Lili; … - In: Operational research : an international journal 23 (2023) 2, pp. 1-35
Persistent link: https://www.econbiz.de/10014330429