We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
It is known that the dynamics of best response in an environment of non-cooperative users may converge to a good solution when users play sequentially, but may cycle far away from...
We study online learnability of a wide class of problems, extending the results of [26] to general notions of performance measure well beyond external regret. Our framework simult...
Alexander Rakhlin, Karthik Sridharan, Ambuj Tewari
In this paper we present a randomized parallel algorithm to sample matchings from an almost uniform distribution on the set of matchings of all sizes in a graph. First we prove th...
This paper addresses the need for nonlinear programming algorithms that provide fast local convergence guarantees no matter if a problem is feasible or infeasible. We present an a...