Stochastic maximum principle for optimal control problem with a stopping time cost functional.
Shuzhen YangPublished in: Int. J. Control (2022)
Keyphrases
- optimal control
- cost functional
- optimal control problems
- image intensity
- piecewise constant
- dynamic programming
- smooth surfaces
- stochastic control
- variational framework
- control strategy
- square root
- regularization term
- linear combination
- linear quadratic
- reinforcement learning
- vector valued
- medical images
- image processing
- singular values