Numerical solution to 3D bilinear Fokker–Planck control problem

DOI10.1080/00207160.2022.2067987OpenAlexW4224290028MaRDI QIDQ5044146

Muhammad Munir Butt

Publication date: 24 October 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2022.2067987

zbMATH Keywords

optimal controlFokker-Planck equationstochastic processstaggered gridChang-Cooper scheme

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Finite difference methods for boundary value problems involving PDEs (65N06) PDEs in connection with control and optimization (35Q93) Fokker-Planck equations (35Q84)

Related Items (1)

Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations

Cites Work

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