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Optimal Control of Diffusion Processes: Infinite-Order Variational Analysis and Numerical Solution.
Roman A. Chertovskih
Nikolay Pogodaev
Maxim V. Staritsyn
A. Pedro Aguiar
Published in:
IEEE Control. Syst. Lett. (2024)
Keyphrases
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optimal control
numerical solution
diffusion processes
partial differential equations
dynamic programming
image segmentation
differential equations
finite element
multiscale
reinforcement learning
level set
total variation
boundary conditions