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Fingerprint Dive into the research topics where Mengdi Wang is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output

  • 214 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 journalArticle

  • 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 journalArticle

  • 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 proceedingConference 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 journalArticle