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The optical flow problem is reduced to an optimal control problem governed by a linear parabolic equation having the unknown velocity field (the optical flow) as drift term. This model is derived from a new assumption, that is, the brightness intensity is conserved on a moving pattern driven by a Gaussian stochastic process. The optimality conditions are deduced by a passage to the limit technique...
In this paper, under the framework of Fréchet derivatives, we study a stochastic optimal control problem driven by a stochastic differential equation with general cost functional. By constructing a series of first-order and second-order adjoint equations, we establish the stochastic maximum principle and get the related Hamilton systems.
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