Numerical method for impulse control of piecewise deterministic Markov processes.

Benoîte de Saporta François Dufour

Published in: Autom. (2012)

Keyphrases

markov processes
numerical methods
markov chain
markov process
stochastic processes
differential equations
boundary element method
continuous time bayesian networks
computer vision
non stationary
random fields
similarity measure
denoising