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Extensions of Dynamic Programming, Machine Learning, Discrete Optimization
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Hamilton-Jacobi equations
Diogo Gomes
Professor,
Applied Mathematics and Computational Science
mean-field games
Hamilton-Jacobi equations
nonlinear PDEs
Professor Diogo Gomes, a distinguished expert in Applied Mathematics and Computational Science at KAUST, leverages advanced mathematics – including partial differential equations, numerical methods and mean-field game models – to solve complex problems in social sciences, economics and finance