Login / Signup

A stepsize control algorithm for SDEs with small noise based on stochastic Runge-Kutta Maruyama methods.

Ali ValinejadSeyed Mohammad Hosseini
Published in: Numer. Algorithms (2012)
Keyphrases
  • control algorithm
  • multi objective
  • step size
  • control method
  • reinforcement learning
  • state space
  • control strategy
  • function approximation
  • temperature control