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Author

Hang Cheung

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Preprint Sep 2026

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

We study objective-only optimization of possibly nonconvex and nonsmooth functionals over probability measures on a separable Hilbert space, allowing the optimizer to be intrinsically non-Dirac. We introduce SCMO (Stochastic Control Measure Optimizer), a gradient-free particle method derived from entropy regularized st...

Hang Cheung, Jin-Niao Qiu · 0 citations

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