Convergence of Langevin-Like Stochastic Processes with Non-Convex Potential State-Dependent Noise.
Xiang ChengDong YinPeter L. BartlettMichael I. JordanPublished in: CoRR (2019)
Keyphrases
- stochastic processes
- state dependent
- stochastic process
- steady state
- markov processes
- random fields
- probability distribution
- optimal policy
- random variables
- queueing networks
- queue length
- single server
- asymptotically optimal
- arrival rate
- dynamic bayesian networks
- search algorithm
- markov chain
- maximum likelihood
- higher order
- dynamic programming