Stochastic systems in Riemannian manifolds

DOI10.1007/BF00933032zbMath0377.93072OpenAlexW1987323412WikidataQ115394843 ScholiaQ115394843MaRDI QIDQ1246404

Tyrone E. Duncan

Publication date: 1979

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00933032

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Optimal stochastic control (93E20) Probabilistic games; gambling (91A60)

Related Items (4)

Nonlinear filtering with a symmetric space valued discontinuous observation ⋮ Welcome to Riemannian Computing in Computer Vision ⋮ Jump-diffusion Markov processes on orthogonal groups for object pose estimation ⋮ Filtrage non lineaire avec observation sur une variete

Cites Work

• Tensor Algebras Over Hilbert Spaces. I
• Distributions in Hilbert Space and Canonical Systems of Operators
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• Brownian motions on the $3$-dimensional rotation group
• On the Solutions of a Stochastic Control System. II
• On Square Integrable Martingales
• Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
• Existence of Optimal Stochastic Control Laws
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