Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method.

Song Wang Les S. Jennings Kok Lay Teo

Published in: J. Glob. Optim. (2003)

Keyphrases

numerical solution
finite difference
dynamic programming
differential equations
multiscale
finite element
image processing
pairwise
search space
active contours
image denoising