A stochastic control verification theorem for the dequantized Schrödinger equation not requiring a duration restriction

DOI10.1007/s00245-017-9442-0zbMath1420.35280OpenAlexW2753124902MaRDI QIDQ2422345

William M. McEneaney

Publication date: 19 June 2019

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

Full work available at URL: https://doi.org/10.1007/s00245-017-9442-0

zbMATH Keywords

stochastic controlSchrödinger equationHamilton-Jacobistationary actionstaticizationcomplex-valued diffusion

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Diffusion processes (60J60) Entire functions of one complex variable (general theory) (30D20) Time-dependent Schrödinger equations and Dirac equations (35Q41) PDEs in connection with control and optimization (35Q93)

Related Items (3)

Staticization and Iterated Staticization ⋮ Static duality and a stationary-action application ⋮ Second-Order Hamilton–Jacobi PDE Problems and Certain Related First-Order Problems, Part 1: Approximation

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