Bounds and Low-Rank Approximation for Controlled Markov Processes

Stochastic processes have captivated scientific interest by balancing conceptual simplicity with the ability to model complex, poorly understood, or even entirely unknown phenomena. Still, the deployment of stochastic process models remains challenging in practice due to their intrinsically uncertai...

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Bibliographic Details
Main Author: Holtorf, Flemming
Other Authors: Edelman, Alan
Format: Thesis
Published: Massachusetts Institute of Technology 2024
Online Access:https://hdl.handle.net/1721.1/155334
https://orcid.org/0000-0002-3704-0191