Lagrange approach to the optimal control of diffusions

DOI10.1007/BF00998149zbMath0794.93108MaRDI QIDQ1314870

Michele Pavon, Peter Kosmol

Publication date: 14 March 1994

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

zbMATH Keywords

diffusion processLagrange functionalsstructure nonconvexity

Mathematics Subject Classification ID

Related Items (5)

Fractional-order Legendre functions and their application to solve fractional optimal control of systems described by integro-differential equations ⋮ Hamilton’s principle in stochastic mechanics ⋮ Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals ⋮ Solving optimal control problems by means of general Lagrange functionals ⋮ Optimal steering for an extended class of nonholonomic systems using Lagrange functional

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