6 citations · 9 across the 3 of their papers we have counts for
3 papers
math.NA2022★ 1 cited
Convergence Analysis for Training Stochastic Neural Networks via Stochastic Gradient Descent
Richard Archibald, Feng Bao, Yanzhao Cao +1
In this paper, we carry out numerical analysis to prove convergence of a novel sample-wise back-propagation method for training a class of stochastic neural networks (SNNs). The st…
math.OC2022★ 6 cited
A Stochastic Maximum Principle Approach for Reinforcement Learning with Parameterized Environment
Richard Archibald, Feng Bao, Jiongmin Yong
In this work, we introduce a stochastic maximum principle (SMP) approach for solving the reinforcement learning problem with the assumption that the unknowns in the environment can…
math.NA2018★ 2 cited
Backward SDE Filter for Jump Diffusion Processes and Its Applications in Material Sciences
Richard Archibald, Feng Bao, Peter Maksymovych
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions…