Continuous-time Stochastic Gradient Descent for Optimizing over the Stationary Distribution of Stochastic Differential Equations.
MATHEMATICAL FINANCE（2024）
Key words
machine learning,online optimization,Poisson equations,stochastic differential equations,stochastic gradient descent
AI Read Science
Must-Reading Tree
Example
Generate MRT to find the research sequence of this paper
Chat Paper
Summary is being generated by the instructions you defined