Numerical solution to 3D bilinear Fokker–Planck control problem (Q5044146)
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scientific article; zbMATH DE number 7606314
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical solution to 3D bilinear Fokker–Planck control problem |
scientific article; zbMATH DE number 7606314 |
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Numerical solution to 3D bilinear Fokker–Planck control problem (English)
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24 October 2022
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Fokker-Planck equation
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optimal control
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stochastic process
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Chang-Cooper scheme
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staggered grid
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