LINEAR-QUADRATIC CONTROL FOR A CLASS OF STOCHASTIC VOLTERRA EQUATIONS: SOLVABILITY AND APPROXIMATION
The Annals of Applied Probability, Vol. 31, No. 5 (October 2021), pp. 2244-2274 (31 pages) We provide an exhaustive treatment of linear-quadratic control problems for a class of stochastic Volterra ...
Positive definite quadratic forms in normal variates, which do not necessarily reduce to a multiple of a χ2 variate, arise quite naturally in estimation and hypothesis testing problems related to ...
There are three groups of optimization techniques available in PROC NLP. A particular optimizer can be selected with the TECH=name option in the PROC NLP statement. Since no single optimization ...
There are several optimization techniques available in PROC NLMIXED. You can choose a particular optimizer with the TECH=name option in the PROC NLMIXED statement. No algorithm for optimizing general ...
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