Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes.

Fulvia Confortola Marco Fuhrman

Published in: SIAM J. Control. Optim. (2013)

Keyphrases

stochastic differential equations
optimal control
brownian motion
marked point processes
remote sensing images
dynamic programming
change detection
control strategy
infinite horizon
remote sensing
maximum a posteriori estimation
reinforcement learning
multispectral
bayesian networks
fractional brownian motion