On the geometry of the Hamilton-Jacobi-Bellman equation

DOI10.3934/JGM.2009.1.369zbMATH Open1205.37069OpenAlexW2054743897WikidataQ62045060 ScholiaQ62045060MaRDI QIDQ973225FDOQ973225

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

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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)

Cited In (6)

• On the Hamilton-Jacobi-Bellman equation by the homotopy perturbation method
• From second-order differential geometry to stochastic geometric mechanics
• Title not available (Why is that?)
• 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

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