Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals

DOI10.1016/0167-6911(94)00024-PzbMath1034.93561WikidataQ124802921 ScholiaQ124802921MaRDI QIDQ673895

Michele Pavon, Peter Kosmol

Publication date: 28 February 1997

Published in: Systems \& Control Letters (Search for Journal in Brave)

zbMATH Keywords

Optimal controlVariational methodsCalculus of variationsLagrange lemma

Mathematics Subject Classification ID

Related Items (7)

On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint ⋮ Extremal flows in Wasserstein space ⋮ Hamilton’s principle in stochastic mechanics ⋮ Hamilton–Jacobi equations for nonholonomic dynamics ⋮ Solving optimal control problems by means of general Lagrange functionals ⋮ Optimal steering for an extended class of nonholonomic systems using Lagrange functional ⋮ Derivation of the wave function collapse in the context of Nelson’s stochastic mechanics

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