The Fourier series interpolation method for the solution of the SDARE

Conference paper (2010)

Authors

S. Muhammad Discrete Mathematics and Optimization - EEMCS
J.W. van der Woude Discrete Mathematics and Optimization - EEMCS
Research Group
Discrete Mathematics and Optimization (EEMCS) (TU Delft)
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Published Date

2010

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Discrete Mathematics and Optimization