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Frank Proske
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Journal Articles
- 2019
- [j5]Nacira Agram, Achref Bachouch
, Bernt Øksendal, Frank Proske:
Singular Control Optimal Stopping of Memory Mean-Field Processes. SIAM J. Math. Anal. 51(1): 450-468 (2019) - 2017
- [j4]D. Baños, Thilo Meyer-Brandis, Frank Proske, S. Duedahl:
Computing deltas without derivatives. Finance Stochastics 21(2): 509-549 (2017) - 2014
- [j3]Olivier Menoukeu Pamen, Frank Proske, H. Binti Salleh:
Stochastic Differential Games in Insider Markets via Malliavin Calculus. J. Optim. Theory Appl. 160(1): 302-343 (2014) - 2013
- [j2]Sven Haadem, Bernt Øksendal, Frank Proske:
Maximum principles for jump diffusion processes with infinite horizon. Autom. 49(7): 2267-2275 (2013) - [j1]Nacira Agram, Sven Haadem, Bernt Øksendal, Frank Proske:
A Maximum Principle for Infinite Horizon Delay Equations. SIAM J. Math. Anal. 45(4): 2499-2522 (2013)
Conference and Workshop Papers
- 2024
- [c4]Enea Monzio Compagnoni, Antonio Orvieto, Hans Kersting, Frank Proske, Aurélien Lucchi:
SDEs for Minimax Optimization. AISTATS 2024: 4834-4842 - 2023
- [c3]Enea Monzio Compagnoni, Luca Biggio, Antonio Orvieto, Frank Norbert Proske, Hans Kersting, Aurélien Lucchi:
An SDE for Modeling SAM: Theory and Insights. ICML 2023: 25209-25253 - 2022
- [c2]Antonio Orvieto, Hans Kersting, Frank Proske, Francis R. Bach, Aurélien Lucchi:
Anticorrelated Noise Injection for Improved Generalization. ICML 2022: 17094-17116 - [c1]Aurélien Lucchi, Frank Proske, Antonio Orvieto, Francis R. Bach, Hans Kersting:
On the Theoretical Properties of Noise Correlation in Stochastic Optimization. NeurIPS 2022
Informal and Other Publications
- 2024
- [i4]Enea Monzio Compagnoni, Antonio Orvieto, Hans Kersting, Frank Norbert Proske, Aurélien Lucchi:
SDEs for Minimax Optimization. CoRR abs/2402.12508 (2024) - 2023
- [i3]Enea Monzio Compagnoni
An SDE for Modeling SAM: Theory and Insights. CoRR abs/2301.08203 (2023) - 2022
- [i2]Antonio Orvieto, Hans Kersting, Frank Proske, Francis R. Bach, Aurélien Lucchi:
Anticorrelated Noise Injection for Improved Generalization. CoRR abs/2202.02831 (2022) - [i1]Aurélien Lucchi, Frank Proske, Antonio Orvieto, Francis R. Bach, Hans Kersting:
On the Theoretical Properties of Noise Correlation in Stochastic Optimization. CoRR abs/2209.09162 (2022)
Coauthor Index
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