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arXiv:1001.2820 [math.PR]AbstractReferencesReviewsResources

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

Xuehong Zhu

Published 2010-01-16Version 1

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.

Comments: 18 pages
Categories: math.PR
Subjects: 60H10, 60H30, 49L20, 49L25, 49L99
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