Two iterative algorithms for stochastic algebraic Riccati matrix equations.
Ai-Guo WuHui-Jie SunYing ZhangPublished in: Appl. Math. Comput. (2018)
Keyphrases
- iterative algorithms
- low rank approximation
- linear algebra
- differential equations
- hopfield neural network
- fractional order
- iterative methods
- hamilton jacobi
- jacobian matrix
- mathematical model
- monte carlo
- difference equations
- square root
- brownian motion
- dynamical systems
- multibody
- learning algorithm
- numerical methods
- singular value decomposition
- linear combination