Stochastic pth root approximation of a stochastic matrix: A Riemannian optimization approach.

Fabio Durastante Beatrice Meini

Published in: CoRR (2023)

Keyphrases

stochastic optimization
monte carlo sampling
stochastic programming
approximation schemes
monte carlo
stochastic search
stage stochastic programs
low rank
stochastic processes
hopfield neural network
discrete random variables
optimization problems
manifold learning