HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition.
Giorgio FabbriFrancesco RussoPublished in: SIAM J. Control. Optim. (2017)
Keyphrases
- optimal control
- optimal control problems
- hamilton jacobi bellman
- evolution equation
- control problems
- dynamic programming
- level set
- brownian motion
- stochastic control
- linear quadratic
- partial differential equations
- control strategy
- curve evolution
- reinforcement learning
- active contours
- energy functional
- infinite horizon
- control law
- total variation
- active contour model
- mathematical model
- image segmentation
- control system
- denoising
- multiscale