A Stochastic Maximum Principle for Delayed Mean-Field Stochastic Differential Equations and Its Applications.
Heng DuJianhui HuangYongli QinPublished in: IEEE Trans. Autom. Control. (2013)
Keyphrases
- stochastic differential equations
- brownian motion
- maximum a posteriori estimation
- fractional brownian motion
- additive gaussian noise
- markov random field
- differential equations
- stochastic process
- em algorithm
- optimal control
- long range
- diffusion process
- monte carlo
- poisson process
- image processing
- closed form
- special case