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

DOI10.1007/BF02169515zbMath0760.93083OpenAlexW2021836245MaRDI QIDQ1200592

S. Singh

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1007/bf02169515

zbMATH Keywords

Fokker-Planck equation

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

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Cites Work

• An automorphism of product measures
• A stochastic control approach to reciprocal diffusion processes
• Stochastic variational formula for fundamental solutions of parabolic PDE
• Transformations of diffusion and Schrödinger processes
• System theory: A new approach to wave mechanics
• Stochastic calculus of variations and mechanics
• Sufficiency conditions for existence of an optimal feedback control in stochastic mechanics
• Controllability of a Fokker-Planck equation, the Schrödinger system, and a related stochastic optimal control (revised version)
• Exit probabilities and optimal stochastic control
• A simplified variational characterization of Schrödinger processes
• Reciprocal processes
• Schrödinger processes and large deviations
• Stochastic calculus of variations
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