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Maksim Kaledin
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Year
Finite time analysis of linear two-timescale stochastic approximation with Markovian noise
M Kaledin, E Moulines, A Naumov, V Tadic, HT Wai
Conference on Learning Theory, 2144-2203, 2020
722020
Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm
D Belomestny, M Kaledin, J Schoenmakers
Mathematical Finance 30 (4), 1591-1616, 2020
92020
Variance reduction for policy-gradient methods via empirical variance minimization
M Kaledin, A Golubev, D Belomestny
arXiv preprint arXiv:2206.06827, 2022
22022
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Articles 1–3