On the geometry of the Hamilton-Jacobi-Bellman equation

DOI10.3934/JGM.2009.1.369zbMath1205.37069OpenAlexW2054743897WikidataQ62045060 ScholiaQ62045060MaRDI QIDQ973225

Jean-Claude Zambrini

Publication date: 28 May 2010

Published in: Journal of Geometric Mechanics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jgm.2009.1.369

zbMATH Keywords

Hamilton-Jacobi-Bellman equationHamilton-Jacobi equationstochastic perturbations(stochastic) Noether's theorem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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