Fractals Generated by Algorithmically Random Brownian Motion.
Willem L. FouchéPublished in: CiE (2009)
Keyphrases
- brownian motion
- optimal stopping
- stochastic process
- diffusion process
- optimal control
- differential equations
- poisson process
- stochastic processes
- heavy traffic
- heavy tailed
- stochastic differential equations
- vector valued
- fractal dimension
- sufficient conditions
- markov chain
- dynamic programming
- multiresolution
- reinforcement learning