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- Markov_chain_approximation_method abstract "In numerical methods for stochastic differential equations, the Markov chain approximation method (MCAM) belongs to the several numerical (schemes) approaches used in stochastic control theory. Regrettably the simple adaptation of the deterministic schemes for matching up to stochastic models such as the Runge–Kutta method does not work at all.It is a powerful and widely usable set of ideas, due to the current infancy of stochastic control it might be even said 'insights.' for numerical and other approximations problems in stochastic processes. They represent counterparts from deterministic control theory such as optimal control theory.The basic idea of the MCAM is to approximate the original controlled process by an chosen controlled markov process on a finite state space. In case of need, one must as well approximate the cost function for one that matches up the Markov chain chosen to approximate the original stochastic process.".
- Markov_chain_approximation_method wikiPageID "43415470".
- Markov_chain_approximation_method wikiPageLength "1900".
- Markov_chain_approximation_method wikiPageOutDegree "17".
- Markov_chain_approximation_method wikiPageRevisionID "619131775".
- Markov_chain_approximation_method wikiPageWikiLink Category:Markov_processes.
- Markov_chain_approximation_method wikiPageWikiLink Control_theory.
- Markov_chain_approximation_method wikiPageWikiLink Controlled_markov_process.
- Markov_chain_approximation_method wikiPageWikiLink Controlled_process.
- Markov_chain_approximation_method wikiPageWikiLink Cost_function_(control_theory).
- Markov_chain_approximation_method wikiPageWikiLink Differential_equation.
- Markov_chain_approximation_method wikiPageWikiLink Finite_state_space.
- Markov_chain_approximation_method wikiPageWikiLink Markov_chain.
- Markov_chain_approximation_method wikiPageWikiLink Numerical_analysis.
- Markov_chain_approximation_method wikiPageWikiLink Optimal_control.
- Markov_chain_approximation_method wikiPageWikiLink Stochastic_control.
- Markov_chain_approximation_method wikiPageWikiLink Stochastic_differential_equation.
- Markov_chain_approximation_method wikiPageWikiLink Stochastic_process.
- Markov_chain_approximation_method wikiPageWikiLinkText "Markov chain approximation method".
- Markov_chain_approximation_method wikiPageUsesTemplate Template:Reflist.
- Markov_chain_approximation_method wikiPageUsesTemplate Template:Stochastic_processes.
- Markov_chain_approximation_method subject Category:Markov_processes.
- Markov_chain_approximation_method comment "In numerical methods for stochastic differential equations, the Markov chain approximation method (MCAM) belongs to the several numerical (schemes) approaches used in stochastic control theory.".
- Markov_chain_approximation_method label "Markov chain approximation method".
- Markov_chain_approximation_method sameAs m.011f39_4.
- Markov_chain_approximation_method wasDerivedFrom Markov_chain_approximation_method?oldid=619131775.
- Markov_chain_approximation_method isPrimaryTopicOf Markov_chain_approximation_method.