Singular Control Optimal Stopping of Memory Mean-Field Processes.

Nacira Agram Achref Bachouch Bernt Øksendal Frank Proske

Published in: SIAM J. Math. Anal. (2019)

Keyphrases

optimal stopping
brownian motion
optimal control
finite horizon
markov random field
sufficient conditions
control system
control strategy
image segmentation
bayesian inference
stochastic processes