DOI10.1016/j.spa.2018.10.001zbMath1422.60121arXiv1501.05134MaRDI QIDQ2274249
Ana Bela Cruzeiro, Rémi Lassalle
Publication date: 19 September 2019 Published in: Stochastic Processes and their Applications (Search for Journal in Brave) Full work available at URL: https://arxiv.org/abs/1501.05134
zbMATH Keywords
stochastic control; least action principle; stochastic analysis; Schrödinger problem
Mathematics Subject Classification ID
93E20: Optimal stochastic control
60H30: Applications of stochastic analysis (to PDEs, etc.)