Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically.
Zhen-Chen GuoXin LiangPublished in: SIAM J. Matrix Anal. Appl. (2023)
Keyphrases
- stochastic optimization problems
- differential equations
- stochastic methods
- difference equations
- stochastic optimization
- learning automata
- monte carlo sampling
- hamilton jacobi
- fractional order
- linear equations
- brownian motion
- numerical solution
- monte carlo
- random variables
- artificial neural networks
- data sets
- stochastic model
- nonlinear equations
- theoretically sound
- reinforcement learning
- bayesian networks