Optimal parameter trajectory estimation in parameterized SDEs

DOI10.1145/1502787.1502791zbMath1390.93746OpenAlexW1982273773MaRDI QIDQ4565411

Karmeshu, Shalabh Bhatnagar, Vivek Kumar Mishra

Publication date: 12 June 2018

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1502787.1502791

zbMATH Keywords

simulation optimizationsmoothed functional algorithmoptimal parameter trajectoryparameterized stochastic differential equations (SDEs)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

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