Stochastic Hamiltonian-Jacobi-Bellman equation and stochastic Hamiltonian systems

Abstract

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 Schrodinger equation, and to the perspectives of this theory, as well as to possible applications to geometry and optimization.