Numerical solution of a long-term average control problem for singular stochastic processes.
Piotr KaczmarekStuart T. KentGeorge A. RusRichard H. StockbridgeBruce A. WadePublished in: Math. Methods Oper. Res. (2007)
Keyphrases
- stochastic processes
- numerical solution
- stochastic process
- partial differential equations
- differential equations
- probability distribution
- brownian motion
- random variables
- random fields
- dynamic bayesian networks
- control system
- exact solution
- finite element
- numerical methods
- control method
- image enhancement
- finite difference
- optimal control
- multiscale