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Controlled Switching Diffusions Under Ambiguity: The Average Criterion.

Beatris Adriana Escobedo-TrujilloCarmen G. Higuera-ChanJosé Daniel López-Barrientos
Published in: IGTR (2021)
Keyphrases
  • vector valued
  • diffusion processes
  • standard deviation
  • optimization criterion
  • genetic algorithm
  • objective function
  • mutual information
  • anisotropic diffusion
  • selection criterion
  • brownian motion