Hermite approximation of a hyperbolic Fokker–Planck optimality system to control a piecewise-deterministic process
DOI10.1080/00207179.2015.1130265zbMath1353.93118OpenAlexW2199476234MaRDI QIDQ2954022
Masoumeh Mohammadi, Alfio Borzì
Publication date: 11 January 2017
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2015.1130265
Fokker-Planck equationunbounded domainsoptimal control theorynumerical analysispiecewise deterministic processHermite spectral discretisation
Optimal stochastic control (93E20) Continuous-time Markov processes on discrete state spaces (60J27) PDEs in connection with control and optimization (35Q93) Initial-boundary value problems for first-order hyperbolic equations (35L04)
Cites Work
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