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arXiv 1001.2820math.PR
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黎曼流形的最优控制与H-J-B方程的黏性解

The optimal control related to Riemannian manifolds and the viscosity solutions to H-J-B equations

Xuehong Zhu

摘要:

本文研究了黎曼流形上带有随机微分方程的动态规划原理。此外,通过DPP,我们得出结论,费用函数是唯一的黏性解的相关偏微分方程流形上。

英文摘要:

This paper is concerned with the Dynamic Programming Principle (DPP in short) with SDEs on Riemannian manifolds. Moreover, through the DPP, we conclude that the cost function is the unique viscosity solution to the related PDEs on manifolds.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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