State-Dependent Temperature Control for Langevin Diffusions (Q5080490)

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scientific article; zbMATH DE number 7534662
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State-Dependent Temperature Control for Langevin Diffusions
scientific article; zbMATH DE number 7534662

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    State-Dependent Temperature Control for Langevin Diffusions (English)
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    31 May 2022
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    Langevin diffusion
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    nonconvex optimization
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    stochastic relaxed control
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    entropy regularization
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    Boltzmann exploration
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    HJB equation
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