Average preserving variation processes in view of optimization

DOI10.1142/s0219493723500181zbMath1523.60119arXiv1908.01641MaRDI QIDQ6038473

Rémi Lassalle

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

zbMATH Keywords

stochastic dynamics; least action principle; stochastic analysis; Schrödinger problem; innovation noise

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E20: Optimal stochastic control

60H30: Applications of stochastic analysis (to PDEs, etc.)

60H99: Stochastic analysis