Stochastic Control Theory

1 Stochastic Control Theory

• Preliminaries

  • [[functional]]
  • [[legendre-transform]]
  • Lipschitz Continuity

• Stochastic Control**

• Hamilton-Jacobi Equation

  • Hamiltonian Mechanics
    • Hamiltonian
  • Frenchel Conjugate
  • Hopf-Lax Formula

• Optimal Control Problem

  • Lipschitz

1.1 Backlinks

• Control Theory Fundamentals