Dynamic programming, Fermat's principle and stochastic eikonal equations

DOI10.1016/0016-0032(74)90114-8zbMath0308.60052OpenAlexW1990044312MaRDI QIDQ1218692

S. Singh

Publication date: 1974

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0016-0032(74)90114-8

Mathematics Subject Classification ID

Markov processes (60J99)

Related Items (2)

Wavefront propagation in discrete random media via stochastic Huygens' minor principle ⋮ On an approximate effective speed of propagation

Cites Work

• Solution of the stochastic control problem in unbounded domains
• Dynamic programming and the eikonal equation for anisotropic media
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