An approximation scheme for the optimal control of diffusion processes
Approximation of control problems involving ordinary and impulsive controls
Approximation of control problems involving ordinary and impulsive controls
In this paper we study an approximation scheme for a class of control problems involving an ordinary control , an impulsive control and its derivative . Adopting a space-time reparametrization of the problem which adds one variable to the state space we overcome some difficulties connected to the presence of . We construct an approximation scheme for that augmented system, prove that it converges to the value function of the augmented problem and establish an error estimates in ...
Numerical algorithms for perspective shape from shading
The Shape-From-Shading (SFS) problem is a fundamental and classic problem in computer vision. It amounts to compute the 3-D depth of objects in a single given 2-D image. This is done by exploiting information about the illumination and the image brightness. We deal with a recent model for Perspective SFS (PSFS) for Lambertian surfaces. It is defined by a Hamilton–Jacobi equation and complemented by state constraints boundary conditions. In this paper we investigate and compare three state-of-the-art...
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