Distributed algorithm for non-convex stochastic optimization with variance reduction.

Xia Jiang Xianlin Zeng Jian Sun Jie Chen

Published in: CoRR (2021)

Keyphrases

stochastic optimization
dynamic programming
computational complexity
probabilistic model
convex hull
learning algorithm
np hard
linear programming
objective function
expectation maximization
monte carlo
kalman filter
machine learning
optimal solution
optimal policy
importance sampling