Frank Proske

According to our database1, Frank Proske authored at least 9 papers between 2013 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
SDEs for Minimax Optimization.
Proceedings of the International Conference on Artificial Intelligence and Statistics, 2024

2023
An SDE for Modeling SAM: Theory and Insights.
Proceedings of the International Conference on Machine Learning, 2023

2022
On the Theoretical Properties of Noise Correlation in Stochastic Optimization.
Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

Anticorrelated Noise Injection for Improved Generalization.
Proceedings of the International Conference on Machine Learning, 2022

2019
Singular Control Optimal Stopping of Memory Mean-Field Processes.
SIAM J. Math. Anal., 2019

2017
Computing deltas without derivatives.
Finance Stochastics, 2017

2014
Stochastic Differential Games in Insider Markets via Malliavin Calculus.
J. Optim. Theory Appl., 2014

2013
A Maximum Principle for Infinite Horizon Delay Equations.
SIAM J. Math. Anal., 2013

Maximum principles for jump diffusion processes with infinite horizon.
Autom., 2013


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