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Philip E. Thompson

  1. Incremental constraint projection methods for monotone stochastic\n variational inequalities
    2017/03/01 by Alfredo N. Iusem, Iusem, Alfredo, Alejandro Jofré +3 · 1 citation
    Computer Science · Decision Sciences · #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Stochastic Gradient Optimization Techniques
  2. On variance reduction for stochastic smooth convex optimization with\n multiplicative noise
    2017/05/08 by Alejandro Jofré, Philip E. Thompson, Jofré, Alejandro +1 · 1 citation
    Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic Gradient Optimization Techniques