Average preserving variation processes in view of optimization

DOI10.1142/s0219493723500181zbMath1523.60119arXiv1908.01641OpenAlexW4313440435MaRDI 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 dynamicsleast action principlestochastic analysisSchrödinger probleminnovation noise

Mathematics Subject Classification ID

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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