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Guanghui Lan

A simple uniformly optimal method without line search for convex optimization

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Oct 27, 2023
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First-order Policy Optimization for Robust Policy Evaluation

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Jul 29, 2023
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Accelerated stochastic approximation with state-dependent noise

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Jul 13, 2023
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Numerical Methods for Convex Multistage Stochastic Optimization

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Mar 28, 2023
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Policy Mirror Descent Inherently Explores Action Space

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Mar 21, 2023
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Policy Optimization over General State and Action Spaces

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Nov 30, 2022
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Functional Constrained Optimization for Risk Aversion and Sparsity Control

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Oct 11, 2022
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First-order Policy Optimization for Robust Markov Decision Process

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Sep 21, 2022
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Stochastic first-order methods for average-reward Markov decision processes

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May 19, 2022
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Optimal Methods for Risk Averse Distributed Optimization

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Mar 17, 2022
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