caa a22 4500 477118321 CHVBK 20180405111628.0 cr unu---uuuuu 170330e19960701xx s 000 0 eng 10.1007/BF02269422 doi (NATIONALLICENCE)springer-10.1007/BF02269422 Kolokoltsov V. Dep. Math. Statistics and O. R., Nottingham Trent University, Burton Street, NG1 4BU, Nottingham, UK aut Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems [Elektronische Daten] [V. Kolokoltsov] The paper is devoted to the study of the Cauchy problem for a stochastic version of the Hamilton-Jacobi-Bellman equation, to the stochastic generalization of the Hamiltonian systems, to the corresponding stochastic Schrödinger equation, and to the perspectives of this theory, as well as to possible applications to geometry and optimization. Plenum Publishing Corporation, 1996 Stochastic Hamiltonian systems nationallicence stochastic Hamilton-Jacobi-Bellman equation nationallicence stochastic scattering nationallicence Brownian motion nationallicence Journal of Dynamical and Control Systems Kluwer Academic Publishers-Plenum Publishers 2/3(1996-07-01), 299-319 1079-2724 2:3<299 1996 2 10883 https://doi.org/10.1007/BF02269422 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF02269422 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Kolokoltsov V. Dep. Math. Statistics and O. R., Nottingham Trent University, Burton Street, NG1 4BU, Nottingham, UK aut NATIONALLICENCE 773 0- Journal of Dynamical and Control Systems Kluwer Academic Publishers-Plenum Publishers 2/3(1996-07-01), 299-319 1079-2724 2:3<299 1996 2 10883 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer