Stochastic algebraic Riccati equations are almost as easy as deterministic ones.
Zhen-Chen GuoXin LiangPublished in: CoRR (2022)
Keyphrases
- differential equations
- stochastic optimization problems
- stochastic methods
- stochastic differential equations
- brownian motion
- fractional order
- higher order
- hamilton jacobi
- hidden markov models
- black box
- stochastic optimization
- learning automata
- fully observable
- monte carlo sampling
- stochastic systems
- data sets
- multistage
- mathematical model
- artificial neural networks
- lower bound
- neural network