Numerical solution to 3D bilinear Fokker–Planck control problem
From MaRDI portal
Publication:5044146
DOI10.1080/00207160.2022.2067987OpenAlexW4224290028MaRDI QIDQ5044146
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
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)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Fokker-Planck control framework for multidimensional stochastic processes
- Analysis of the Chang-Cooper discretization scheme for a class of Fokker-Planck equations
- The Fokker-Planck equation. Methods of solution and applications.
- Numerical solution of two-dimensional Fokker-Planck equations
- A Fokker-Planck approach to control collective motion
- Two-level difference scheme for the two-dimensional Fokker-Planck equation
- The Pontryagin maximum principle for solving Fokker-Planck optimal control problems
- The closed-form solution of the reduced Fokker-Planck-Kolmogorov equation for nonlinear systems
- A practical difference scheme for Fokker-Planck equations
- OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
- On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications
- Two-level method for a time-independent Fokker–Planck control problem
- The use of He's variational iteration method for solving a Fokker–Planck equation
- Stochastic differential equations. An introduction with applications.
This page was built for publication: Numerical solution to 3D bilinear Fokker–Planck control problem