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• W2077024596 abstract "In the framework of stochastic processes, the connection between the dynamic programming scheme given by the Hamilton-Jacobi-Bellman equation and a recently proposed control approach based on the Fokker-Planck equation is discussed. Under appropriate assumptions it is shown that the two strategies are equivalent in the case of expected cost functionals, while the Fokker-Planck formalism allows considering a larger classof objectives. To illustratethe connection between the two control strategies, the cases of an Itō stochastic process and of a piecewise-deterministic process are considered." @default.
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• W2077024596 date "2014-01-01" @default.
• W2077024596 modified "2023-10-16" @default.
• W2077024596 title "On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks" @default.
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• W2077024596 doi "https://doi.org/10.4236/am.2014.516239" @default.
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