Mengdi Wang

Former affiliation

Operations Research & Financial Engineering

Source: Scopus
Calculated based on no. of publications stored in Pure and citations from Scopus

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1 Finished
2 Active

Collaborative Research: Statistical Optimization for Barcoding and Decoding Single-Cell Dynamics via CRISPR Gene Editing
Wang, M.
NSF - National Science Foundation
8/1/20 → 7/31/23
Project: Research project
CAREER: Stochastic Nested Composition Optimization: Theory and Algorithms
Wang, M.
NSF - National Science Foundation
2/1/17 → 1/31/22
Project: Research project
Closing the Duality Gap: Decomposition of High-Dimensional Nonconvex Optimization
Wang, M.
NSF - National Science Foundation
9/1/16 → 8/31/19
Project: Research project

229 Citations
8 h-Index
17 Article
14 Conference contribution
7 Paper
6 Conference article

Adaptive low-nonnegative-rank approximation for state aggregation of markov chains
Duan, Y., Wang, M., Wen, Z. & Yuan, Y., 2020, In: SIAM Journal on Matrix Analysis and Applications. 41, 1, p. 244-278 35 p.
Research output: Contribution to journal › Article › peer-review
A single timescale stochastic approximation method for nested stochastic optimization
Ghadimi, S., Ruszczynski, A. & Wang, M., Jan 1 2020, In: SIAM Journal on Optimization. 30, 1, p. 960-979 20 p.
Research output: Contribution to journal › Article › peer-review
Improved Sample Complexity for Stochastic Compositional Variance Reduced Gradient
Lin, T., Fan, C., Wang, M. & Jordan, M. I., Jul 2020, 2020 American Control Conference, ACC 2020. Institute of Electrical and Electronics Engineers Inc., p. 126-131 6 p. 9147515. (Proceedings of the American Control Conference; vol. 2020-July).
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, J. M., Sun, Y., Wang, M. & Ye, J., Jan 1 2020, (Accepted/In press) In: Quantitative Finance.
Research output: Contribution to journal › Article › peer-review
Randomized linear programming solves the Markov decision problem in nearly linear (sometimes sublinear) time
Wang, M., May 2020, In: Mathematics of Operations Research. 45, 2, p. 517-546 30 p.
Research output: Contribution to journal › Article › peer-review
1 Scopus citations