Average preserving variation processes in view of optimization
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Publication:6038473
DOI10.1142/s0219493723500181zbMath1523.60119arXiv1908.01641OpenAlexW4313440435MaRDI QIDQ6038473
Publication date: 2 May 2023
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1908.01641
Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99)
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