Losing momentum in continuous-time stochastic optimisation.
Kexin JinJonas LatzChenguang LiuAlessandro ScagliottiPublished in: CoRR (2022)
Keyphrases
- markov processes
- stochastic processes
- optimal control problems
- markov chain
- genetic algorithm
- continuous time bayesian networks
- stochastic optimization
- stochastic process
- monte carlo
- learning rate
- dynamical systems
- markov process
- neural network
- optimal control
- stochastic model
- state space
- information systems
- probabilistic model
- iterative learning control