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  5. Staudigl, Mathias [Author]; Jacquot, Paulin [Author]

    Random block-coordinate methods for inconsistent convex optimisation problems

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    Berlin: Springer Nature, 2023

    Published in: Fixed point theory and algorithms for sciences and engineering ; (2023), Artikel-ID 14$d6$m11

  8. Staudigl, Mathias [Author]; Weidenholzer, Simon [Author]

    Constrained interactions and social coordination : conference paper - [This version: May 2012]

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    [Kiel; Hamburg]: ZBW, 2013

    Published in: Verein für Socialpolitik: Jahrestagung des Vereins für Socialpolitik 2013 ; F,22.2013

  11. Sandholm, Willian H. [Author]; Staudigl, Mathias [Author]

    Large deviations and stochastic stability in the small noise double limit / II, The logit model / Willian H. Sandholm and Mathias Staudigl

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    Bielefeld: Center for Mathematical Economics, IMW, 2014

    Published in: Large deviations and stochastic stability in the small noise double limit ; 2.2014 - Universität Bielefeld: Working papers ; 50600

  12. Sandholm, Willian H. [Author]; Staudigl, Mathias [Author]

    Large deviations and stochastic stability in the small noise double limit / I, Theory / Willian H. Sandholm and Mathias Staudigl

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    Bielefeld: Center for Mathematical Economics, IMW, 2014

    Published in: Large deviations and stochastic stability in the small noise double limit ; 1.2014 - Universität Bielefeld: Working papers ; 50500

  15. Staudigl, Mathias [Author]; Steg, Jan-Henrik [Author]

    On repeated games with imperfect public monitoring : from discrete to continuous time

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    Bielefeld: Center for Mathematical Economics, IMW, 2014

    Published in: Universität Bielefeld: Working papers ; 52500

  20. Dvurechensky, Pavel [Author]; Staudigl, Mathias [Author]; Uribe, Cesar A. [Author] ; Weierstraß-Institut für Angewandte Analysis und Stochastik

    Generalized self-concordant Hessian-barrier algorithms

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    Berlin: Weierstraß-Institut für Angewandte Analysis und Stochastik Leibniz-Institut im Forschungsverbund Berlin e.V., 2020

    Published in: Weierstraß-Institut für Angewandte Analysis und Stochastik: Preprint ; 2693