State-Dependent Temperature Control for Langevin Diffusions

15 November 2020

Papers citing "State-Dependent Temperature Control for Langevin Diffusions"

8 / 8 papers shown

Title
Reinforcement Learning for Jump-Diffusions, with Financial Applications Xuefeng Gao Lingfei Li X. Zhou 46 1 0 08 Jan 2025
Consensus-based construction of high-dimensional free energy surface Liyao Lyu Huan Lei 28 0 0 08 Nov 2023
Choquet regularization for reinforcement learning Xia Han Ruodu Wang X. Zhou 38 2 0 17 Aug 2022
q-Learning in Continuous Time Yanwei Jia X. Zhou OffRL 51 69 0 02 Jul 2022
Uniform Generalization Bound on Time and Inverse Temperature for Gradient Descent Algorithm and its Application to Analysis of Simulated Annealing Keisuke Suzuki AI4CE 33 0 0 25 May 2022
An Algebraically Converging Stochastic Gradient Descent Algorithm for Global Optimization Bjorn Engquist Kui Ren Yunan Yang 19 6 0 12 Apr 2022
Recent Advances in Reinforcement Learning in Finance B. Hambly Renyuan Xu Huining Yang OffRL 29 167 0 08 Dec 2021
Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms Yanwei Jia X. Zhou OffRL 30 79 0 22 Nov 2021