Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals

DOI10.1016/0167-6911(94)00024-PMaRDI QIDQ673895zbMATH OpenWikidataFDO

Authors Peter Kosmol, Michele Pavon

Publication date 28 February 1997

Published in Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Optimal controlCalculus of variationsLagrange lemmaVariational methods

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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• The optimal control of diffusions

Cited in

(11)

• Hamilton’s principle in stochastic mechanics
• The Lagrange relaxation method in optimal control problems
• Solving optimal control problems by means of general Lagrange functionals
• scientific article; zbMATH DE number 4098167 (Why is no real title available?)
• On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint
• Derivation of the wave function collapse in the context of Nelson’s stochastic mechanics
• Optimal steering for an extended class of nonholonomic systems using Lagrange functional
• Extremal flows in Wasserstein space
• scientific article; zbMATH DE number 77857 (Why is no real title available?)
• Space-time Wasserstein controls and Bakry-Ledoux type gradient estimates
• Hamilton–Jacobi equations for nonholonomic dynamics

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