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Rates of Convergence of Numerical Methods for Controlled Regime-Switching Diffusions with Stopping Times in the Costs.
Qingshuo Song
Gang George Yin
Published in:
SIAM J. Control. Optim. (2009)
Keyphrases
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numerical methods
rates of convergence
partial differential equations
differential equations
anisotropic diffusion
regression function
empirical risk
numerical solution
expectation maximization
level set method
decision boundary
image denoising
image processing
wavelet transform
higher order
loss function