Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds

DOI10.1007/BF01441965zbMath0403.49025OpenAlexW2037922340WikidataQ115393547 ScholiaQ115393547MaRDI QIDQ1256201

Tyrone E. Duncan

Publication date: 1977

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01441965

zbMATH Keywords

Riemannian ManifoldsDiffusion ProcessStochastic SystemsDynamic Programming Optimality Criteria

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes and stochastic analysis on manifolds (58J65) Global Riemannian geometry, including pinching (53C20) Optimality conditions for problems involving randomness (49K45)

Related Items (2)

Stochastic Control Problems and Spherical Functions on Symmetric Spaces ⋮ Estimation for jump processes in the tangent bundle of a Riemann manifold

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques
• Open embeddings of certain Banach manifolds
• Multiple Wiener integral
• On Square Integrable Martingales
• Necessary and Sufficient Dynamic Programming Conditions for Continuous Time Stochastic Optimal Control
• Dynamic Programming Conditions for Partially Observable Stochastic Systems
• Stochastic Differential Equations in a Differentiable Manifold

This page was built for publication: Dynamic programming optimality criteria for stochastic systems in Riemannian manifolds