On a PDE Arising in One-Dimensional Stochastic Control Problems.
Ricardo Josa-FombellidaJuan Pablo Rincón-ZapateroPublished in: J. Optim. Theory Appl. (2010)
Keyphrases
- control problems
- optimal control
- stochastic control
- reinforcement learning
- continuous state spaces
- partial differential equations
- adaptive control
- queueing systems
- brownian motion
- level set
- stochastic process
- control policies
- anisotropic diffusion
- image processing
- image denoising
- dynamic programming
- supply chain
- multiscale
- real time
- image magnification