Noether Theorem in Stochastic Optimal Control Problems via Contact Symmetries
We establish a generalization of the Noether theorem for stochastic optimal control problems. Exploiting the tools of jet bundles and contact geometry, we prove that from any (contact) symmetry of the Hamilton–Jacobi–Bellman equation associated with an optimal control problem it is possible to build...
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| Автори: | , , , |
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| Формат: | Artigo |
| Мова: | Inglês |
| Опубліковано: |
MDPI AG
2021-04-01
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| Серія: | Mathematics |
| Предмети: | |
| Онлайн доступ: | https://www.mdpi.com/2227-7390/9/9/953 |
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