Controllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version) (Q1200592): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Controllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version)	scientific article

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scholarly article

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title

Controllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version) (English)

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16 January 1993

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zbMATH Keywords

Fokker-Planck equation

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MaRDI profile type

MaRDI publication profile

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cites work

Q4752882

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An automorphism of product measures

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System theory: A new approach to wave mechanics

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Q5752464

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Controllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version)

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Sufficiency conditions for existence of an optimal feedback control in stochastic mechanics

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A stochastic control approach to reciprocal diffusion processes

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Schrödinger processes and large deviations

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Exit probabilities and optimal stochastic control

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Stochastic calculus of variations and mechanics

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Q4086303

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Stochastic variational formula for fundamental solutions of parabolic PDE

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Reciprocal processes

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Q4205384

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Q4139359

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Transformations of diffusion and Schrödinger processes

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A simplified variational characterization of Schrödinger processes

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Stochastic calculus of variations

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full work available at URL

https://doi.org/10.1007/bf02169515

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Identifiers

zbMATH Open document ID

0760.93083

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DOI

10.1007/BF02169515

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1200592

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+Controllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version)
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+Sufficiency conditions for existence of an optimal feedback control in stochastic mechanics
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+Schrödinger processes and large deviations
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