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Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions.
Jiongmin Yong
Published in:
SIAM J. Control. Optim. (2010)
Keyphrases
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forward backward
variational principle
stochastic differential equations
hidden markov models
variational formulation
brownian motion
multiscale
optimal solution
image segmentation
cost function
maximum a posteriori estimation