Improved Langevin Monte Carlo for stochastic optimization via landscape modification.

Michael C. H. Choi Youjia Wang

Published in: CoRR (2023)

Keyphrases

monte carlo
stochastic optimization
multistage
markov chain
monte carlo simulation
monte carlo tree search
importance sampling
variance reduction
monte carlo methods
markovian decision
adaptive sampling
particle filter
optimal strategy
stochastic approximation
machine learning
supply chain
dynamic programming