Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations
Ziheng Wang, Justin Sirignano
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Ziheng ; Sirignano, Justin |
| Subject: | machine learning | online optimization | Poisson equations | stochastic differential equations | stochastic gradient descent | Stochastischer Prozess | Stochastic process | Theorie | Theory | Analysis | Mathematical analysis | Mathematische Optimierung | Mathematical programming | Künstliche Intelligenz | Artificial intelligence |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12422 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014514766