Optimal Control of Diffusion Processes with Terminal Constraint in Law.
Samuel DaudinPublished in: J. Optim. Theory Appl. (2022)
Keyphrases
- optimal control
- diffusion processes
- diffusion process
- control problems
- dynamic programming
- information diffusion
- control strategy
- anisotropic diffusion
- partial differential equations
- denoising
- scale spaces
- diffusion tensor
- optimal control problems
- linear constraints
- nonlinear diffusion
- reinforcement learning
- total variation
- computer vision