The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random realizations. Despite its ...
This paper analyzes the trajectories of stochastic gradient descent (SGD) to help understand the algorithm’s convergence properties in non-convex problems. We first show that the sequence of iterates generated by SGD remains bounded and converges with prob ...
The graph obtained from the integer grid Z x Z by the removal of all horizontal edges that do not belong to the x-axis is called a comb. In a random walk on a graph, whenever a walker is at a vertex v, in the next step it will visit one of the neighbors of ...
We consider a two-type contact process on Z in which both types have equal finite range and supercritical infection rate. We show that a given type becomes extinct with probability 1 if and only if, in the initial configuration, it is confined to a finite ...