Linear convergence of proximal descent schemes on the Wasserstein space

RA Lascu, MB Majka, D Šiška, Ł Szpruch - arxiv preprint arxiv …, 2024 - arxiv.org
We investigate proximal descent methods, inspired by the minimizing movement scheme
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 …