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- W3200538081 abstract "We analyze the non-asymptotic convergence rate of the multiplicative gradient (MG) algorithm for the log-optimal investment problems, and show that it exhibits $O(1/t)$ convergence rates, in both ergodic and non-ergodic senses." @default.
- W3200538081 created "2021-09-27" @default.
- W3200538081 creator A5002868460 @default.
- W3200538081 date "2021-09-12" @default.
- W3200538081 modified "2023-09-27" @default.
- W3200538081 title "Non-Asymptotic Convergence Analysis of the Multiplicative Gradient Algorithm for the Log-Optimal Investment Problems" @default.
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