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

DOI10.1007/BF02169421zbMath0741.93080OpenAlexW2002838531MaRDI QIDQ1179522

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Publication date: 26 June 1992

Published in: Dynamics and Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02169421

zbMATH Keywords

stochastic mechanicsoptimal feedback control problem

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (1)

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

Cites Work

• An automorphism of product measures
• Transformations of diffusion and Schrödinger processes
• System theory: A new approach to wave mechanics
• Stochastic calculus of variations and mechanics
• A simplified variational characterization of Schrödinger processes
• Variational processes and stochastic versions of mechanics
• Stochastic optimal control and quantum mechanics
• Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
• Reciprocal processes
• Stochastic calculus of variations
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