Frank Proske

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 6

Top Topics

Stochastic Optimization

Top Venues

J. Optim. Theory Appl.

Publications

Enea Monzio Compagnoni, Antonio Orvieto, Hans Kersting, Frank Proske, Aurélien Lucchi
SDEs for Minimax Optimization. AISTATS (2024)
Antonio Orvieto, Hans Kersting, Frank Proske, Francis R. Bach, Aurélien Lucchi
Anticorrelated Noise Injection for Improved Generalization. ICML (2022)
Aurélien Lucchi, Frank Proske, Antonio Orvieto, Francis R. Bach, Hans Kersting
On the Theoretical Properties of Noise Correlation in Stochastic Optimization. CoRR (2022)
Antonio Orvieto, Hans Kersting, Frank Proske, Francis R. Bach, Aurélien Lucchi
Anticorrelated Noise Injection for Improved Generalization. CoRR (2022)
Aurélien Lucchi, Frank Proske, Antonio Orvieto, Francis R. Bach, Hans Kersting
On the Theoretical Properties of Noise Correlation in Stochastic Optimization. NeurIPS (2022)
Nacira Agram, Achref Bachouch, Bernt Øksendal, Frank Proske
Singular Control Optimal Stopping of Memory Mean-Field Processes. SIAM J. Math. Anal. 51 (1) (2019)
Olivier Menoukeu Pamen, Frank Proske, H. Binti Salleh
Stochastic Differential Games in Insider Markets via Malliavin Calculus. J. Optim. Theory Appl. 160 (1) (2014)
Sven Haadem, Bernt Øksendal, Frank Proske
Maximum principles for jump diffusion processes with infinite horizon. Autom. 49 (7) (2013)
Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Proske
A Maximum Principle for Infinite Horizon Delay Equations. SIAM J. Math. Anal. 45 (4) (2013)