Stochastic optimal control as non-equilibrium statistical...

Journal of Physics A Mathematical and Theoretical 2014 / 01 Vol. 47; Iss. 2

Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current

Chernyak, Vladimir Y, Chertkov, Michael, Bierkens, Joris, Kappen, Hilbert J
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Volume:
47
Language:
english
Journal:
Journal of Physics A: Mathematical and Theoretical
DOI:
10.1088/1751-8113/47/2/022001
Date:
January, 2014
File:
PDF, 368 KB
english, 2014
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