Nonlinear PDE Approach to Time-Inconsistent Optimal Stopping.

Christopher W. Miller

Published in: SIAM J. Control. Optim. (2017)

Keyphrases

optimal stopping
brownian motion
finite horizon
high order
partial differential equations
level set
diffusion process
anisotropic diffusion
image enhancement
stochastic process
multiscale
image denoising
denoising