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Solution to Delayed Forward and Backward Stochastic Difference Equations and Its Applications.

Juanjuan XuWei WangHuanshui Zhang
Published in: IEEE Trans. Autom. Control. (2021)
Keyphrases
  • forward and backward
  • difference equations
  • dynamic programming
  • linear systems
  • eikonal equation
  • differential equations
  • numerical solution
  • greedy search
  • neural network
  • decision trees
  • computational efficiency