Convergence Analysis of Splitting-Up Algorithm of the Zakai's Equation with Correlated Noises.

Xue Luo Ting Pan Wenhui Dong

Published in: J. Syst. Sci. Complex. (2023)

Keyphrases

convergence analysis
objective function
dynamic programming
learning algorithm
optimization algorithm
neural network
optimal solution
computational complexity
global convergence
search space
linear programming
multi objective
genetic programming
knapsack problem
primal dual