Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds

DOI10.1007/BF01441965zbMATH Open0403.49025OpenAlexW2037922340WikidataQ115393547 ScholiaQ115393547MaRDI QIDQ1256201FDOQ1256201

T. E. Duncan

Publication date: 1977

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01441965

zbMATH Keywords

Riemannian ManifoldsDiffusion ProcessStochastic SystemsDynamic Programming Optimality Criteria

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Dynamic programming in optimal control and differential games (49L20) Global Riemannian geometry, including pinching (53C20) Diffusion processes and stochastic analysis on manifolds (58J65) Optimal stochastic control (93E20)

Cites Work

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• Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
• Multiple Wiener integral
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
• Stochastic Differential Equations in a Differentiable Manifold
• On Square Integrable Martingales
• Open embeddings of certain Banach manifolds
• Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques
• Title not available (Why is that?)

Cited In (2)

• Estimation for jump processes in the tangent bundle of a Riemann manifold
• Stochastic Control Problems and Spherical Functions on Symmetric Spaces

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