On the stochastic linear quadratic control problem with piecewise constant admissible controls.

Vasile Dragan Ivan Ganchev Ivanov

Published in: J. Frankl. Inst. (2020)

Keyphrases

linear quadratic
piecewise constant
optimal control
closed loop
vector valued
dynamical systems
control system
gaussian model
level set
control strategy
velocity field
multiphase image segmentation
image denoising
model selection
scale space
image compression
state space