Under uniform convexity of the Hamiltonian, continuous-time mirror descent converges linearly; under strong convexity relative to a Bregman divergence, it converges exponentially.
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Mirror descent for constrained stochastic control problems
Under uniform convexity of the Hamiltonian, continuous-time mirror descent converges linearly; under strong convexity relative to a Bregman divergence, it converges exponentially.