HJB Equations with Gradient Constraint Associated with Controlled Jump-Diffusion Processes.
Mark KelbertHarold A. Moreno-FrancoPublished in: SIAM J. Control. Optim. (2019)
Keyphrases
- diffusion processes
- hamilton jacobi bellman
- optimal control
- structure tensor
- diffusion process
- control problems
- nonlinear systems
- denoising
- anisotropic diffusion
- partial differential equations
- information diffusion
- stochastic control
- mathematical model
- markov chain
- diffusion tensor
- scale spaces
- edge detection
- total variation
- optical flow
- differential equations
- nonlinear diffusion
- hamilton jacobi
- dynamic programming
- image restoration