Numerical Solutions for Stochastic Differential Games With Regime Switching.

Qingshuo Song Gang George Yin Zhimin Zhang

Published in: IEEE Trans. Autom. Control. (2008)

Keyphrases

numerical solution
low order
partial differential equations
differential equations
finite element
nonlinear equations
finite difference
finite dimensional
linear systems
multiresolution
computer vision
multiscale
bit rate
mathematical model
ordinary differential equations
state vector