Policy Iteration Algorithm for Singular Controlled Diffusion Processes.

Yuan-Hua Ni Hai-Tao Fang

Published in: SIAM J. Control. Optim. (2013)

Keyphrases

diffusion processes
diffusion process
denoising
information diffusion
partial differential equations
anisotropic diffusion
finite state
nonlinear diffusion
diffusion tensor
computer vision
image processing
optical flow
total variation
scale spaces