Duality in Stochastic Optimal Control and Applications (Viscosity Solution Theory of Differential Equations and its Developments)

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概要

• 論文の詳細を見る
• 京都大学の論文

著者

• 三上 敏夫

  広島大学工学研究科

• 三上 敏夫

  北海道大学大学院理学研究科

• Thieullen Michele

  Laboratoire de Probabilites et Modeles Aleatoires, Boite 188, Universite Paris VI

• Thieullen Michele

  Laboratoire De Probabilites Et Modeles Aleatoires Boite 188 Universite Paris Vi

関連論文

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• Duality in Stochastic Optimal Control and Applications (Viscosity Solution Theory of Differential Equations and its Developments)
• Anisotropic convexified Gauss curvature flow of bounded open sets : stochastic approximation, weak solution and viscosity solution (Viscosity Solutions of Differential Equations and Related Topics)
• Motion of a graph by $R$-curvature (Viscosity Solutions of Differential Equations and Related Topics)
• GENERALIZED ORNSTEIN-UHLENBECK PROCESSES
• Stochastic optimal transportation problem and related topics (Progress in Variational Problems : Variational Problems Interacting with Probability Theories)

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