Related papers: New solutions for the modified generalized Degaspe…

This paper addresses the problem of planning under uncertainty in large Markov Decision Processes (MDPs). Factored MDPs represent a complex state space using state variables and the transition model using a dynamic Bayesian network. This…

Fractional calculus generalizes the derivative and antiderivative operations of differential and integral calculus from integer orders to the entire complex plane. Methods are presented for using this generalized calculus with Laplace…

In this work, in order to obtain higher-order schemes for solving forward backward stochastic differential equations, we adopt the high-order multi-step method in [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36(4) (2014),…

In this paper we mainly investigate the Cauchy problem of a generalized Camassa-Holm equation. First by this relationship between the Degasperis-Procesi equation and the generalized Camassa-Holm equation, we then obtain two global…

In this paper we discuss the extention of MPE methods to nonlinear differential equations. We concentrate on nonlinear systems of differential equations and generalize the recent MPE method, see the work of Chin and Geiser 2010.

In this paper, based on the overlapping domain decomposition method (DDM) proposed in \cite{Leng2015}, an one step preconditioner is proposed to solve 2D high frequency Helmholtz equation. The computation domain is decomposed in both $x$…

In this paper we study the existence of solutions of thedegererate elliptic system.

This paper investigates natural conditions for the existence of optimal policies for a Markov decision process with incomplete information (MDPII) and with expected total costs. The MDPII is the classic model of a controlled stochastic…

This article presents a comprehensive overview and supplement to recent developments in second-order elliptic partial differential equations formulated in double divergence form, along with an exploration of their parabolic counterparts.

We first derive an integrable deformed hierarchy of short pulse equation and their Lax representation. Then we concentrated on the solution of integrable deformed short pulse equation (IDSPE). By proposing a generalized reciprocal…

The Dirichlet problem for complex Monge-Amp\'ere equations with continuous data is considered. In particular, a notion of viscosity solutions is introduced; a comparison principle and a solvability theorem are proved; the equivalence…

Discrete time stochastic optimal control problems and Markov decision processes (MDPs), respectively, serve as fundamental models for problems that involve sequential decision making under uncertainty and as such constitute the theoretical…

Markov Decision Processes (MDPs) are stochastic optimization problems that model situations where a decision maker controls a system based on its state. Partially observed Markov decision processes (POMDPs) are generalizations of MDPs where…

This paper studies explicitly solvable multidimensional optimal stopping problems of sum- and product-type in discrete and continuous time using the monotone case approach. It gives a review on monotone case stopping using the Doob…

Markov decision processes (MDPs) are a popular model for performance analysis and optimization of stochastic systems. The parameters of stochastic behavior of MDPs are estimates from empirical observations of a system; their values are not…

In this paper we propose two variants of the substructuring preconditioner for solving three-dimensional elliptic-type equations with strongly discontinuous coefficients. In the new preconditioners, we use the simplest coarse solver…

A recent line of research has exploited pre-trained generative diffusion models as priors for solving Bayesian inverse problems. We contribute to this research direction by designing a sequential Monte Carlo method for linear-Gaussian…

This paper deals with the investigation of a closed form solution of a generalized fractional reaction-diffusion equation. The solution of the proposed problem is developed in a compact form in terms of the H-function by the application of…

In this paper, we are primarily concerned with the study of entire and analytical solutions of abstract degenerate (multi-term) fractional differential equations with Caputo time-fractional derivatives. We also analyze systems of such…

We develop a new and further generalized form of the fractional kinetic equation involving generalized k-Bessel function. The manifold generality of the generalized k-Bessel function is discussed in terms of the solution of the fractional…