Maksim Kaledin

Maksim Kaledin

National Research University Higher School of Economics - Moscow / Russia
Others
AD Scientific Index ID: 5750668
Национальный исследовательский университет
person_outline Maksim Kaledin's MOST POPULAR ARTICLES
1-) Finite time analysis of linear two-timescale stochastic approximation with Markovian noiseM Kaledin, E Moulines, A Naumov, V Tadic, HT WaiConference on Learning Theory, 2144-2203, 2020802020
2-) Semitractability of optimal stopping problems via a weighted stochastic mesh algorithmD Belomestny, M Kaledin, J SchoenmakersMathematical Finance 30 (4), 1591-1616, 202082020
3-) Finite time analysis of linear twotimescale stochastic approximation with Markovian noise. arXiv e-prints, pageM Kaledin, E Moulines, A Naumov, V Tadic, HT WaiarXiv preprint arXiv:2002.01268, 202052020
4-) Variance reduction for policy-gradient methods via empirical variance minimizationM Kaledin, A Golubev, D BelomestnyarXiv preprint arXiv:2206.06827, 202242022