A change of measure enhanced near exact Euler Maruyama scheme for the solution to nonlinear stochastic dynamical systems.
Tapas TripuraMohammad ImranBudhaditya HazraSouvik ChakrabortyPublished in: CoRR (2021)
Keyphrases
- dynamical systems
- linear systems
- differential equations
- learning automaton
- nonlinear dynamical systems
- linear quadratic
- nonlinear dynamics
- partially observable
- dynamic systems
- exact solution
- ordinary differential equations
- state space
- qualitative simulation
- control theory
- phase space
- difference equations
- dynamical behavior
- agent environment
- stochastic differential equations
- gauss seidel
- numerical solution
- partially observable markov decision processes
- human motion
- timed petri nets