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Our approach to optimal control problems for stochastic delay evolution equations is based on backward stochastic differential equations (BSDEs), which were first introduced by Pardoux and Peng [1]: see [2 4], as general references.
The set of equations is based on roundabout geometric parameters, and Eqs.
The solution procedure to the system of equations is based on the orthogonal collocation method.
The solution of the partial differential equations is based on the finite-difference technique with an implicit scheme.
A very successful approach to numerically solving the SCFT set of equations is based on using a spectral approach.
The formulation of averaged model equations is based on the tolerance averaging approach (Wozniak et al., 2008, 2010).
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The estimation equations are based on the integral equation approach.
Wu et al.'s original pricing equations were based on an on-demand price of $2.
These equations are based on elastic theory for singly-symmetric and doubly-symmetric sections.
Governing equations are based on the classical plate theory with von Karman-type geometric nonlinearity.
Mostly, model equations are based on the so-called law of corresponding states.
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