Výsledky vyhledávání - "Sparse grids approximation"

A nonlinear certainty equivalent approximation method for dynamic stochastic problems Autor Cai, Yongyang, Judd, Kenneth L, Steinbuks, Jevgenijs

“…This paper introduces a nonlinear certainty-equivalent approximation method for dynamic stochastic problems. We first introduce a novel, stable, and efficient…”
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Sensitivity-driven adaptive sparse stochastic approximations in plasma microinstability analysis Autor Farcaş, Ionuţ-Gabriel, Görler, Tobias, Bungartz, Hans-Joachim, Jenko, Frank, Neckel, Tobias

“…•We formulate a novel refinement strategy for dimension-adaptive sparse approximations.•We exploit the structure of the underlying problem via…”
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