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An example of optimal switching between a wiener process and a deterministic motion with a non-zero switching cost.

Doncho S. Donchev
Published in: Math. Methods Oper. Res. (1995)
Keyphrases
  • motion estimation
  • optical flow
  • expected cost
  • image sequences
  • optimal solution
  • dynamic programming
  • minimum cost
  • three dimensional
  • space time
  • motion analysis
  • optimal control
  • total cost