Multigrid Methods for Second Order Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs Equations.

Dong Han Justin W. L. Wan

Published in: SIAM J. Sci. Comput. (2013)

Keyphrases

hamilton jacobi bellman
control problems
image processing
optimal control
machine learning
image segmentation
multiscale
nonlinear systems
stochastic control