Rational interpolation for stochastic DESs: convergence issues
DOI10.1109/9.763231zbMATH Open0955.93030OpenAlexW2136975380MaRDI QIDQ4506771FDOQ4506771
Authors: Soracha Nananukul, Wei-Bo Gong
Publication date: 17 October 2000
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.763231
Recommendations
- Rational interpolation from stochastic data: A new Froissart's phenomenon
- On the problem of stable rational interpolation
- Optimal global rates of convergence for interpolation problems with random design
- An interpolated stochastic algorithm for quasi-linear PDEs
- Stability-Preserving Rational Approximation Subject to Interpolation Constraints
- A new approach to the rational interpolation problem
- Rational interpolation. I: Least square convergence
- The rational interpolation problem revisited
- A rational interpolation scheme with superpolynomial rate of convergence
- INTERPOLATION, QUADRATURE, AND STOCHASTIC INTEGRATION
convergencerational interpolationsingle-server queuestochastic discrete-event systemsPadé approximation
Queues and service in operations research (90B22) Numerical interpolation (65D05) Discrete event control/observation systems (93C65) Optimal stochastic control (93E20)
Cited In (2)
This page was built for publication: Rational interpolation for stochastic DESs: convergence issues
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4506771)