An interpolated stochastic algorithm for quasi-linear PDEs.

François Delarue Stéphane Menozzi

Published in: Math. Comput. (2008)

Keyphrases

quasi linear
dynamic programming
learning algorithm
worst case
combinatorial optimization
objective function
computational complexity
expectation maximization
linear programming
detection algorithm
monte carlo
optimal solution
k means
high resolution
special case
partial differential equations