FHoltorf/MarkovBounds.jl

A Julia package for the computation of hard, theoretically guaranteed bounds on the moments of jump-diffusion processes with polynomial data

语言：Julia · GitHub 星标：15 · Fork：0

话题：moments · optimization · robust-control · semidefinite-programming · stochastic-differential-equations · stochastic-processes · sum-of-squares · uncertainty-quantification

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