On Asymptotic Preserving Schemes for a Class of Stochastic Differential Equations in Averaging and Diffusion Approximation Regimes.

Charles-Edouard BréhierShmuel Rakotonirina-Ricquebourg
Published in: Multiscale Model. Simul. (2022)
Keyphrases
  • stochastic differential equations
  • reinforcement learning
  • graphical models
  • asymptotically optimal