On the geometry of the Hamilton-Jacobi-Bellman equation (Q973225)

The author uses a stochastic perturbation of the Hamilton-Jacobi equation to obtain a new approach to Stochastic Analysis and a new geometrical interpretation of the Hamilton-Jacobi-Bellman equation. The paper is written in a geometric language. It includes a quick review on Stochastic Analysis and a clear presentation of the main results, which include a derivation of the Stochastic Noether's theorem, as well as two examples and a discussion on prospects of the stochastic deformation procedure.