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Stochastic Control Problems and Spherical Functions on Symmetric Spaces - MaRDI portal

Stochastic Control Problems and Spherical Functions on Symmetric Spaces (Q4846105)

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scientific article; zbMATH DE number 788713
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Stochastic Control Problems and Spherical Functions on Symmetric Spaces
scientific article; zbMATH DE number 788713

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    23 June 1996
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    spherical functions
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    Riemannian symmetric spaces
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    Jordan triple structures
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    Laplace-Beltrami operator
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    symmetric cone
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    optimal control
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    Riccati differential equation
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    root systems
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    Stochastic Control Problems and Spherical Functions on Symmetric Spaces (English)
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