Author

Hang Cheung

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Preprint Sep 2026

SCMO: Stochastic Control for Optimization over Probability Measures on Infinite-Dimensional Spaces

This work introduces SCMO (Stochastic Control Measure Optimizer), a gradient-free particle method derived from entropy regularized stochastic control, and proves finite-candidate consistency and shows that the signed, curvature-dependent effect of nonmatched covariance can reduce the resulting upper bound on the approx...

Hang Cheung, Jin-Niao Qiu · 0 citations