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A Universally Optimal Multistage Accelerated Stochastic Gradient Method.
Necdet Serhat Aybat
Alireza Fallah
Mert Gürbüzbalaban
Asuman E. Ozdaglar
Published in:
NeurIPS (2019)
Keyphrases
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multistage
gradient method
stochastic programming
dynamic programming
stochastic optimization
lot sizing
single stage
convergence rate
optimal control
optimal solution
step size
finite horizon
optimization methods
average cost