On the geometry of the Hamilton-Jacobi-Bellman equation

DOI10.3934/JGM.2009.1.369MaRDI QIDQ973225zbMATH OpenOpenAlexWikidataFDO

Authors Jean-Claude Zambrini

Publication date 28 May 2010

Published in Journal of Geometric Mechanics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jgm.2009.1.369

zbMATH Keywords

Hamilton-Jacobi-Bellman equationstochastic perturbationsHamilton-Jacobi equation(stochastic) Noether's theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• The stochastic Hamilton-Jacobi equation
• scientific article; zbMATH DE number 2127971
• Stochastic Hamilton–Jacobi–Bellman Equations
• Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems
• On a Hamilton-Jacobi-Bellman equation related to a stochastic periodic model

Cited in

(6)

• On the Hamilton-Jacobi-Bellman equation by the homotopy perturbation method
• From second-order differential geometry to stochastic geometric mechanics
• scientific article; zbMATH DE number 2127971 (Why is no real title available?)
• Symmetry reduction of Brownian motion and quantum Calogero-Moser models
• Stochastic deformation of integrable dynamical systems and random time symmetry
• Geometric characterization of minimax solutions of the Hamilton-Jacobi equation

This page was built for publication: On the geometry of the Hamilton-Jacobi-Bellman equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q973225)