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A General Continuous-Time Formulation of Stochastic ADMM and Its Variants.

Chris Junchi Li
Published in: CoRR (2024)
Keyphrases
  • special case
  • markov processes
  • closely related
  • stochastic optimization
  • dynamic programming
  • markov chain
  • multistage
  • asset liability management
  • neural network
  • linear programming
  • dynamical systems