paper

On regularization methods based on dynamic programming techniques

arXiv:2101.09339 · doi:10.1080/00036810701354953

Abstract

In this article we investigate the connection between regularization theory for inverse problems and dynamic programming theory. This is done by developing two new regularization methods, based on dynamic programming techniques. The aim of these methods is to obtain stable approximations to the solution of linear inverse ill-posed problems. We follow two different approaches and derive a continuous and a discrete regularization method. Regularization properties for both methods are proved as well as rates of convergence. A numerical benchmark problem concerning integral operators with convolution kernels is used to illustrate the theoretical results.

21 pages, 2 figures

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