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Linear convergence of proximal descent schemes on the Wasserstein space
We investigate proximal descent methods, inspired by the minimizing movement scheme
introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals …
introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals …
[BOOK][B] Measure-valued Proximal Recursions for Learning and Control
I Nodozi - 2024 - search.proquest.com
In this dissertation, we investigate convex optimization problems over the space of
probability measures, highlighting applications in stochastic control, stochastic modeling …
probability measures, highlighting applications in stochastic control, stochastic modeling …