Search Results for author:
Found 2 papers, 0 papers with code
Dynamic Programming Principle for Backward Doubly Stochastic Recursive Optimal Control Problem and Sobolev Weak Solution of The Stochastic Hamilton-Bellman Equation
In this paper, we study backward doubly stochastic recursive optimal control problem where the cost function is described by the solution of a backward doubly stochastic differential equation.
Probability Optimization and Control
Unsupervised Object Segmentation with Explicit Localization Module
In this paper, we propose a novel architecture that iteratively discovers and segments out the objects of a scene based on the image reconstruction quality.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
