On the Minimum Principle for Controlled Diffusions on Manifolds

DOI10.1137/0327058zbMATH Open0695.93119OpenAlexW1967964974MaRDI QIDQ3472034FDOQ3472034

Authors: Mark H. A. Davis, M. P. Spathopoulos 

Publication date: 1989

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0327058

Recommendations

• scientific article; zbMATH DE number 4099179
• Publication:4731735
• The Partially Observed Stochastic Minimum Principle
• The second order minimum principle and adjoint process
• The Maximum Principle for Optimal Control of Diffusions with Partial Information

zbMATH Keywords

dynamic programmingstochastic minimum principleadjoint variable

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Cited In (4)

• Title not available (Why is that?)
• The second order minimum principle and adjoint process
• The optimal control of diffusions
• Title not available (Why is that?)

This page was built for publication: On the Minimum Principle for Controlled Diffusions on Manifolds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3472034)