Bellman Processes
نویسندگان
چکیده
This morphism sends probability calculus into optimal control problems. Therefore almost of the concepts introduced in probability calculus have an optimization counterpart. The purpose of this paper is to make a presentation of known and new results of optimal control with this morphism in mind. The emphasis of this talk is i) on the trajectory point of view by opposition to the cost point of view and ii) on the optimization counterpart of processes with independent increments.
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