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20092026
most citedThe Zig-Zag Process and Super-Efficient Sampling for Bayesian Analysis of Big Data

139 citations · 616 across the 32 of their papers we have counts for

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math.OC2013

Linear PDEs and eigenvalue problems corresponding to ergodic stochastic optimization problems on compact manifolds

Joris Bierkens, Vladimir Y. Chernyak, Michael Chertkov +1

We consider long term average or `ergodic' optimal control poblems with a special structure: Control is exerted in all directions and the control costs are proportional to the squa…