Hamilton–Jacobi–Bellman Equations in Stochastic Geometric Mechanics

Author:

Huang QiaoORCID,Zambrini Jean-ClaudeORCID

Funder

Fundação para a Ciência e Tecnologia

Publisher

MDPI

Reference12 articles.

1. Fleming, W.H., and Soner, H.M. (2006). Controlled Markov Processes and Viscosity Solutions, Springer-Verlag. [2nd ed.].

2. Quantum entropic regularization of matrix-valued optimal transport;Chizat;Eur. J. Appl. Math.,2019

3. Geometric hydrodynamics and infinite-dimensional Newton’s equations;Khesin;Bull. Am. Math. Soc.,2021

4. A survey of the Schrödinger problem and some of its connections with optimal transport;Discret. Contin. Dyn. Syst.,2014

5. Mikami, T. (2021). Stochastic Optimal Transportation: Stochastic Control with Fixed Marginals, Springer Nature.

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1. Stochastic geometric mechanics in nonequilibrium thermodynamics: Schrödinger meets Onsager *;Journal of Physics A: Mathematical and Theoretical;2023-03-08

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