Backward Stochastic Volterra Integro-Differential Equations and Applications in Optimal Control Problems.
Tianxiao WangPublished in: SIAM J. Control. Optim. (2022)
Keyphrases
- optimal control problems
- differential equations
- optimal control
- dynamical systems
- control theory
- continuous functions
- feed forward artificial neural networks
- brownian motion
- ordinary differential equations
- numerical solution
- least squares
- image enhancement
- partial differential equations
- solving nonlinear
- numerical methods
- image segmentation
- steady state
- computational complexity