Time-symmetric optimal stochastic control problems in space-time domains-Reference-Cited by-同舟云学术

Time-symmetric optimal stochastic control problems in space-time domains

Published:2021-12-28 Issue: Volume: Page:1-35
ISSN:0233-1934
Container-title:Optimization
language:en
Short-container-title:Optimization

Author:

Cruzeiro Ana Bela¹^ORCID,Oliveira Carlos²^ORCID,Zambrini Jean-Claude³^ORCID

Affiliation:

1. GMFUL and Department of Mathematics of Instituto Superior Técnico, Universidade de Lisboa, Lisboa, Portugal

2. ISEG-School of Economics and Management, Universidade de Lisboa and REM – Research in Economics and Mathematics, CEMAPRE, Lisboa, Portugal

3. GMFUL and Faculdade de Ciências, Universidade de Lisboa, Lisboa, Portugal

Funder

Funda(c)ão para a Ciência e Tecnologia

Publisher

Informa UK Limited

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

https://www.tandfonline.com/doi/pdf/10.1080/02331934.2021.2017430

Reference39 articles.

1. Schrödinger E. Sur la théorie relativiste de l'électron et l'interprétation de la mécanique quantique. In: Annales de L'Institut Henri Poincaré. Vol. 2. 1932. p. 269–310.

2. Variational processes and stochastic versions of mechanics

3. Stochastic Optimal Transportation

4. A survey of the Schrödinger problem and some of its connections with optimal transport

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