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State-Dependent Temperature Control for Langevin Diffusions
v1v2v3 (latest)

State-Dependent Temperature Control for Langevin Diffusions

SIAM Journal of Control and Optimization (SICON), 2020
15 November 2020
Ningyuan Chen
Z. Xu
X. Zhou
ArXiv (abs)PDFHTML

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

16 / 16 papers shown
Risk-Sensitive Q-Learning in Continuous Time with Application to Dynamic Portfolio Selection
Risk-Sensitive Q-Learning in Continuous Time with Application to Dynamic Portfolio Selection
Chuhan Xie
285
0
0
02 Dec 2025
Continuous Q-Score Matching: Diffusion Guided Reinforcement Learning for Continuous-Time Control
Continuous Q-Score Matching: Diffusion Guided Reinforcement Learning for Continuous-Time Control
Chengxiu Hua
Jiawen Gu
Yushun Tang
298
1
0
20 Oct 2025
Mean-Field Langevin Diffusions with Density-dependent Temperature
Mean-Field Langevin Diffusions with Density-dependent Temperature
Yu-Jui Huang
Zachariah Malik
155
2
0
28 Jul 2025
Reinforcement Learning for Jump-Diffusions, with Financial Applications
Reinforcement Learning for Jump-Diffusions, with Financial Applications
Ningyuan Chen
Lingfei Li
X. Zhou
533
2
0
26 May 2024
Fine-tuning of diffusion models via stochastic control: entropy regularization and beyond
Fine-tuning of diffusion models via stochastic control: entropy regularization and beyond
Wenpin Tang
Fuzhong Zhou
464
33
0
10 Mar 2024
Fisher information dissipation for time inhomogeneous stochastic
  differential equations
Fisher information dissipation for time inhomogeneous stochastic differential equations
Qi Feng
Xinzhe Zuo
Wuchen Li
206
4
0
01 Feb 2024
Consensus-based adaptive sampling and approximation for high-dimensional energy landscapes
Consensus-based adaptive sampling and approximation for high-dimensional energy landscapes
Liyao Lyu
Huan Lei
471
0
0
08 Nov 2023
Choquet regularization for reinforcement learning
Choquet regularization for reinforcement learningSocial Science Research Network (SSRN), 2022
Xia Han
Ruodu Wang
X. Zhou
311
3
0
17 Aug 2022
q-Learning in Continuous Time
q-Learning in Continuous TimeJournal of machine learning research (JMLR), 2022
Yanwei Jia
X. Zhou
OffRL
658
106
0
02 Jul 2022
Uniform Generalization Bound on Time and Inverse Temperature for
  Gradient Descent Algorithm and its Application to Analysis of Simulated
  Annealing
Uniform Generalization Bound on Time and Inverse Temperature for Gradient Descent Algorithm and its Application to Analysis of Simulated Annealing
Keisuke Suzuki
AI4CE
277
0
0
25 May 2022
An Algebraically Converging Stochastic Gradient Descent Algorithm for Global Optimization
An Algebraically Converging Stochastic Gradient Descent Algorithm for Global OptimizationCommunications in Mathematical Sciences (Commun. Math. Sci.), 2022
Bjorn Engquist
Kui Ren
Yunan Yang
460
6
0
12 Apr 2022
Recent Advances in Reinforcement Learning in Finance
Recent Advances in Reinforcement Learning in Finance
B. Hambly
Renyuan Xu
Huining Yang
OffRL
619
264
0
08 Dec 2021
Policy Gradient and Actor-Critic Learning in Continuous Time and Space:
  Theory and Algorithms
Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and AlgorithmsJournal of machine learning research (JMLR), 2021
Yanwei Jia
X. Zhou
OffRL
523
130
0
22 Nov 2021
Policy Evaluation and Temporal-Difference Learning in Continuous Time
  and Space: A Martingale Approach
Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach
Yanwei Jia
X. Zhou
OffRL
245
103
0
15 Aug 2021
Simulated annealing from continuum to discretization: a convergence
  analysis via the Eyring--Kramers law
Simulated annealing from continuum to discretization: a convergence analysis via the Eyring--Kramers law
Wenpin Tang
X. Zhou
254
10
0
03 Feb 2021
Exploratory LQG Mean Field Games with Entropy Regularization
Exploratory LQG Mean Field Games with Entropy Regularization
Dena Firoozi
S. Jaimungal
438
39
0
25 Nov 2020
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