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A Fokker-Planck control framework for multidimensional stochastic processes - MaRDI portal

A Fokker-Planck control framework for multidimensional stochastic processes (Q455883)

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scientific article; zbMATH DE number 6097322
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A Fokker-Planck control framework for multidimensional stochastic processes
scientific article; zbMATH DE number 6097322

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    A Fokker-Planck control framework for multidimensional stochastic processes (English)
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    22 October 2012
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    Fokker-Planck equation
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    multidimensional stochastic process
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    probability density function
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    optimal control theory
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    model predictive control
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