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Bilinear Optimal Control of the Fokker-Planck Equation

URN to cite this document: urn:nbn:de:bvb:703-epub-2688-1

Title data

Fleig, Arthur ; Guglielmi, Roberto:
Bilinear Optimal Control of the Fokker-Planck Equation.
Chair of Applied Mathematics, University of Bayreuth, RICAM, Austrian Academy of Sciences (ÖAW)
Bayreuth ; Linz , 2016 . - 5 S.

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Project information

Project title:
Project's official titleProject's id
Marie Curie Initial Training Network FP7-PEOPLE-2010-ITN SADCOGA 264735-SADCO
Model Predictive Control for the Fokker-Planck EquationGR 1569/15-1
Analisi e controllo di equazioni a derivate parziali nonlineariNo information

Project financing: 7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union
Deutsche Forschungsgemeinschaft
Istituto Nazionale di Alta Matematica (INdAM)

Abstract

The optimal tracking problem of the probability density function of a stochastic process can be expressed in term of an optimal bilinear control problem for the Fokker-Planck equation, with the control in the coefficient of the divergence term. As a function of time and space, the control needs to belong to an appropriate Banach space. We give suitable conditions to establish existence of optimal controls and the associated first order necessary optimality conditions.

Further data

Item Type: Preprint, postprint
Keywords: control system analysis; optimal control; bilinear control; Fokker-Planck equation; stochastic control
DDC Subjects: 500 Science > 510 Mathematics
Institutions of the University: Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-2688-1
Date Deposited: 18 Jan 2016 11:09
Last Modified: 28 Mar 2019 14:51
URI: https://epub.uni-bayreuth.de/id/eprint/2688

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