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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,181 papers · 148 categories

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3 results for “pDCA_e”
A Primal-Dual-Critic Algorithm for Offline Constrained Reinforcement Learningcs.LG

PDCA algorithm learns policies for RL with constraints using a primal-dual approach.

problem Offline constrained reinforcement learning with general function approximation.
method Primal-Dual-Critic Algorithm (PDCA) using a primal-dual approach.
result PDCA finds a near saddle point of the Lagrangian, nearly optimal for constrained RL.
offline RLconstrained RLprimal-dualno-regretnear saddle point
2023-06-13abs ↗pdf ↗
A refined convergence analysis of pDCAe_e with applications to simultaneous sparse recovery and outlier detectionmath.OC

Refines pDCA_e for DC function minimization, with applications to sparse recovery and outlier detection.

problem Minimizing DC functions with specific properties.
method Refined convergence analysis of pDCA_e algorithm.
result The pDCA_e algorithm converges for level-bounded DC functions without differentiability assumptions.
DC functionpDCA_econvergence analysissparse recoveryoutlier detection
2018-04-19abs ↗pdf ↗
Sparse High-Order Portfolios via Proximal DCA and SCAq-fin.PM

Paper solves high-order portfolio optimization with cardinality constraint.

problem Solving non-convex cardinality constrained high-order portfolio optimization.
method Transformed cardinality constraint into penalty term, proposed pDCA, pDCAe, and SCA algorithms.
result Proposed algorithms achieve high utility and sparse solutions efficiently.
portfolio optimizationcardinality constraintnon-convex optimizationDC propertyproximal DCA
2020-08-29abs ↗pdf ↗