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Sen Yang

New York University (NYU) - Leonard N. Stern School of Business

44 West 4th Street

Suite 9-160

New York, NY NY 10012

United States

SCHOLARLY PAPERS

1

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Scholarly Papers (1)

1.

Non-stationary Stochastic Optimization: Adaptive Stochastic Gradient Descent Algorithm and Applications in Operations

Number of pages: 62 Posted: 17 Jul 2026
Jinzhi Bu, Siyi Wang and Sen Yang
The Hong Kong Polytechnic University, Hong Kong Polytechnic University - Department of Logistics and Maritime Studies and New York University (NYU) - Leonard N. Stern School of Business
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Abstract:

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Stochastic Gradient Descent, Unknown Variation Budget, Dynamic Regret, Non-perishable Inventory Control, Auction Bidding, Portfolio Selection