Stochastic Control for Mean-Field Stochastic Partial Differential Equations with Jumps.
Roxana DumitrescuBernt ØksendalAgnès SulemPublished in: J. Optim. Theory Appl. (2018)
Keyphrases
- stochastic control
- partial differential equations
- control problems
- queueing systems
- optimal control
- anisotropic diffusion
- image denoising
- brownian motion
- level set
- image processing
- differential equations
- image enhancement
- markov chain
- multiscale
- markov random field
- closed form
- bayesian inference
- operations management
- high order
- computer vision
- higher order
- state space
- denoising
- pairwise
- reinforcement learning