Dynamic Programming of the Stochastic Burgers Equation Driven by Lévy Noise.
Manil T. MohanKumarasamy SakthivelSivaguru S. SritharanPublished in: J. Optim. Theory Appl. (2024)
Keyphrases
- dynamic programming
- noise level
- missing data
- signal to noise ratio
- random noise
- forward and backward
- data driven
- stochastic optimization
- noisy data
- locally optimal
- additive noise
- gaussian noise
- data sets
- noise reduction
- linear programming
- fractional brownian motion
- coarse to fine
- low signal to noise ratio
- noisy environments
- noise model
- single machine
- multiresolution
- neural network