Continuous dependence property of BSDE with constraints.

Helin Wu Yong Ren Feng Hu

Published in: Appl. Math. Lett. (2015)

Keyphrases

constrained optimization
constraint programming
linear constraints
constraint solving
global consistency
monotonicity property
computer vision
information systems
feature selection
e learning
reinforcement learning
co occurrence
piecewise linear
anti monotone