A stochastic control verification theorem for the dequantized Schrödinger equation not requiring a duration restriction

DOI10.1007/S00245-017-9442-0MaRDI QIDQ2422345zbMATH OpenOpenAlexFDO

Authors William M. Mceneaney

Publication date 19 June 2019

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

Full work available at URL https://doi.org/10.1007/s00245-017-9442-0

zbMATH Keywords

complex-valued diffusionHamilton-JacobiSchrödinger equationstaticizationstationary actionstochastic control

Mathematics Subject Classification ID

Entire functions of one complex variable (general theory) (30D20) Time-dependent Schrödinger equations and Dirac equations (35Q41) PDEs in connection with control and optimization (35Q93) Dynamic programming in optimal control and differential games (49L20) Diffusion processes (60J60) Optimal stochastic control (93E20)

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Cited in

(4)

• Static duality and a stationary-action application
• Staticization and iterated staticization
• scientific article; zbMATH DE number 4187675 (Why is no real title available?)
• Second-Order Hamilton–Jacobi PDE Problems and Certain Related First-Order Problems, Part 1: Approximation

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