An Optimal Control Derivation of Nonlinear Smoothing Equations
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-030-51264-4_12
Reference17 articles.
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4. Carmona, R., Delarue, F., et al.: Probabilistic Theory of Mean Field Games with Applications I-II. Springer, Heidelberg (2018)
5. Chen, Y., Georgiou, T.T., Pavon, M.: On the relation between optimal transport and Schrödinger bridges: a stochastic control viewpoint. J. Optim. Theory Appl. 169(2), 671–691 (2016)
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