most citedA Stochastic Maximum Principle Approach for Reinforcement Learning with Parameterized Environment

6 citations · 9 across the 3 of their papers we have counts for

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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.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…