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Every paper Pith has read. Search by title, abstract, or pith.
2292 papers in math.OC · page 6
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Mean-field Stackelberg games solved via Riccati-free FBSDE
Stochastic Mean-Field LQ Stackelberg Differential Games with Random Coefficients: Theory and a Deep FBSDE Picard Solver
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Deep solver finds Stackelberg controls in random mean-field LQ games
Stochastic Mean-Field LQ Stackelberg Differential Games with Random Coefficients: Theory and a Deep FBSDE Picard Solver
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Value functions solve unique non-autonomous HJBI equations
Infinite-Horizon Non-Autonomous Zero-Sum Stochastic Recursive Differential Games and HJBI Equations
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Adam variant converges without monotonic second-moment assumption
Adam-SHANG: A Convergent Adam-Type Method for Stochastic Smooth Convex Optimization
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Ellipcenters converge linearly for general strongly convex functions
The Method of Ellipcenters for strongly convex minimization
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Quadratic models gain fully linear error bounds without Hessian bounds
Accuracy and Relationships of Quadratic Models in Derivative-free Optimization
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Convexity condition yields optimal controls for indefinite jump LQ problems
Indefinite Stochastic LQ Optimal Control for Jump-Diffusion Systems with Random Coefficients
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Adaptive smoothing unlocks non-convex Pareto policies in robotics
Adaptive Smooth Tchebycheff Attention for Multi-Objective Policy Optimization
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Bifurcations collapse state-space NTK to rank one
State-Space NTK Collapse Near Bifurcations
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Symmetries in token targets force circulant logit matrices in LLMs
Uncovering Symmetry Transfer in Large Language Models via Layer-Peeled Optimization
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Asymptotic KKT conditions hold along sequences converging to continuous-time optima
Asymptotic KKT Conditions for Continuous-Time Nonlinear Programming
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Closed-form rules optimize PAYG pensions via buffer fund
Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population
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Closed-form optimal rules derived for PAYG pension investments with buffer funds
Optimal investment and Pension policy in Pay-As-You-Go systems under forward utility and ageing population
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Unique solutions for degenerate mean field games in Hilbert spaces
Mean Field Games in Hilbert Spaces with Degenerate Diffusion: A Viscosity Solution Approach
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Newton methods converge superlinearly with nonlinear preconditioning
Newton methods beyond Hessian Lipschitz continuity: A nonlinear preconditioning approach
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Hyperbolic coupling matches LP complexity for multiconic problems
Multiconic Optimization for Symmetric Cones and Hyperbolic Coupling
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Alternation cuts cost in multi-objective stochastic optimization
Stochastic block coordinate and function alternation for multi-objective optimization and learning
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Bootstrap yields valid CIs for offline RL value functions
Model-based Bootstrap of Controlled Markov Chains
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Real-analytic distributions via regular abnormal paths have finite symmetries
Generalized pseudo-product structures and finite type distributions via abnormal extremals
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Abnormal extremals imply finite symmetries for distributions
Generalized pseudo-product structures and finite type distributions via abnormal extremals
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Singularly transitive distributions have finite symmetries
Generalized pseudo-product structures and finite type distributions via abnormal extremals
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Sound rewards let POMDPs meet LTL specs despite fog
Ensuring Logic in the Fog: Sound POMDP Synthesis with LTL Objectives
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Mixed scores in diffusion reduce to geometric potential
Geometric Asymptotics of Score Mixing and Guidance in Diffusion Models
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Dynamical systems converge strongly to min-norm saddle solutions
Convergence Analysis of Hessian-Damped Tikhonov Regularized Dynamics with Oscillation Control for Convex-Concave Bilinear Saddle Point Problems
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SDP hierarchy solves quaternion polynomial optimization to global optimum
A Moment-QSOS Hierarchy for a Class of Quaternion Polynomial Optimization Problems
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Complex boundary method recovers Robin cavities from one Cauchy pair
Cavity shape reconstruction with a homogeneous Robin condition via a constrained coupled complex boundary method with ADMM
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Complex coupling reconstructs unknown Robin boundaries
Cavity shape reconstruction with a homogeneous Robin condition via a constrained coupled complex boundary method with ADMM
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Python package splits network reduction into partition then aggregate steps
NPAP: Network Partitioning and Aggregation Package for Python
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ISS open problem resolved via structured maximal regularity
Implications of structured continuous maximal regularity
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Stability bounds enable point-source gas leak recovery
Leak localisation with a measure source convection-diffusion model
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Self-exciting SDE control obeys a stochastic maximum principle
Stochastic control with self-exciting processes
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Funnel control guarantees error bounds for drill bit velocity
Analysis and funnel control for nonlinear drill strings
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Diversified routes nullify correlation value in energy resilience
Securing the Flow: Maritime Energy Resilience under Correlated and Decision-Dependent Disruptions
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Generative tilting recovers EOT plans for new marginals from reference samples
Generative Transfer for Entropic Optimal Transport with Unknown Costs
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ZOPPA converges at fixed temperature via smoothed proximal point
Convergence of zeroth-order proximal point algorithms in the high-temperature regime
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Spectral preconditioning converges for nonconvex constrained optimization
Constrained Stochastic Spectral Preconditioning Converges for Nonconvex Objectives
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Spectral clipping achieves optimal rate for heavy-tailed SGD
Gradient Clipping Beyond Vector Norms: A Spectral Approach for Matrix-Valued Parameters
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Proximal limited-memory quasi-Newton converges globally for nonconvex problems
Proximal Limited-Memory Quasi-Newton Methods for Nonsmooth Nonconvex Optimization
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Neumann boundary data observe waves on gas giant metrics
Boundary observability for gas giant metrics
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Stability radii bound safe perturbations in Hamiltonian DAEs
Characterization of stability radii for robustly asymptotically stable dissipative Hamiltonian differential-algebraic systems
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Strong duality holds for weakly communicating average-reward CMDPs
Learning Weakly Communicating Average-Reward CMDPs: Strong Duality and Improved Regret
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HS-Jacobian lets Adam train neural nets with linear constraints
Efficient and provably convergent end-to-end training of deep neural networks with linear constraints
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Barrier smoothing yields O(K^{-2/3}) stationarity for constrained bilevel opt
A Barrier-Metric First-Order Method for Linearly Constrained Bilevel Optimization
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DNN relaxation exact for random quadratics with high probability
Exactness of the DNN Relaxation for Random Standard Quadratic Programs
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Schrödinger bridge solves sub-Riemannian optimal transport
From Schrodinger Bridge to Optimal Transport over Sub-Riemannian Manifolds
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Aligned noise yields Schrödinger bridge for sub-Riemannian transport
From Schrodinger Bridge to Optimal Transport over Sub-Riemannian Manifolds
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Certificate establishes exact worst-case rate for gradient descent when N >= 3
The Grimmer--Shu--Wang Certificate and the Drori--Teboulle Minimax Constant-Stepsize Bound for $N\ge 3$
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Reputation learning closes loop on Byzantine consensus
Byzantine-Resilient Consensus via Active Reputation Learning
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Gauss-Newton whitens errors to outperform Newton
Error whitening: Why Gauss-Newton outperforms Newton
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Quotient symmetry fixes distributional average-reward RL
Quotient-Categorical Representations for Bellman-Compatible Average-Reward Distributional Reinforcement Learning