We study the temperature control problem for Langevin diffusions in context of non-convex optimization. The classical optimal such a is bang-bang type, which overly sensitive to errors. A remedy allow explore other values and hence smooth out control. accomplish this by stochastic relaxed formulation incorporating randomization regularizing its entropy. derive state-dependent, truncated exponen...

In this paper, we extend the results for optimal transmission of the Gaussian channel state via the state-dependent channels to the communications of the Laplacian data. We derive a minimum mean square estimate (MMSE) of the stationary independent identically (i.i.d.) distributed Laplacian channel state corrupted by an additive white Gaussian noise (AWGN) and demonstrate that estimation accurac...