Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control.
Liping ZhangHung-Yuan FanEric King-Wah ChuYimin WeiPublished in: SIAM J. Sci. Comput. (2015)
Keyphrases
- differential equations
- hamilton jacobi
- fractional order
- numerical solution
- decision making
- fixed point
- data sets
- nonlinear equations
- mathematical model
- linear systems
- dynamical systems
- image processing
- learning algorithm
- information retrieval
- linear equations
- finite difference
- real world
- databases
- real time
- bounded rationality