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Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information.
Pawel M. Morkisz
Pawel Przybylowicz
Published in:
CoRR (2019)
Keyphrases
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detection algorithm
optimal solution
cost function
objective function
optimization algorithm
search space
k means
np hard
simulated annealing
closed form
incremental learning
global optimum
initial solution