Convergence of solutions of mixed stochastic delay differential equations with applications.
Yuliya MishuraTaras ShalaikoGeorgiy ShevchenkoPublished in: Appl. Math. Comput. (2015)
Keyphrases
- differential equations
- boundary value problem
- initial conditions
- brownian motion
- feed forward artificial neural networks
- dynamical systems
- optimal control problems
- numerical solution
- stochastic approximation
- ordinary differential equations
- numerical methods
- boundary conditions
- partial differential equations
- runge kutta
- control theory
- optimal control
- difference equations
- nonlinear differential equations
- optimal solution
- stochastic model
- bit rate
- dynamic programming