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On an infinite dimensional perturbed Riccati differential equation arising in stochastic control.
Marcelo D. Fragoso
Jack Baczynski
Published in:
ECC (2001)
Keyphrases
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differential equations
infinite dimensional
brownian motion
finite dimensional
numerical solution
dynamical systems
partial differential equations
convex sets
numerical methods
machine learning
image processing
loss function
convex hull
higher dimensional