Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds

DOI10.1007/BF01441965MaRDI QIDQ1256201zbMATH OpenOpenAlexWikidataFDO

Authors 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

• scientific article; zbMATH DE number 3137662 (Why is no real title available?)
• scientific article; zbMATH DE number 3490156 (Why is no real title available?)
• scientific article; zbMATH DE number 3194988 (Why is no real title available?)
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
• Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques
• Multiple Wiener integral
• Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
• On Square Integrable Martingales
• Open embeddings of certain Banach manifolds
• Stochastic Differential Equations in a Differentiable Manifold

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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