Titlebar

Export bibliographic data
Literature by the same author
plus on the publication server
plus at Google Scholar

 

Bilinear Optimal Control of the Fokker-Planck Equation

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)
In: IFAC-PapersOnLine. Vol. 49 (2016) Issue 8 . - pp. 254-259.
ISSN 2405-8963
DOI: https://doi.org/10.1016/j.ifacol.2016.07.450

This is the latest version of this item.

Related URLs

Project information

Project title:
Project's official titleProject's id
Analisi e controllo di equazioni a derivate parziali nonlineariNo information
Model Predictive Control for the Fokker-Planck EquationGR 1569/15-1

Project financing: Deutsche Forschungsgemeinschaft
Istituto Nazionale di Alta Matematica (INdAM)

Abstract in another language

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: Article in a journal
Refereed: Yes
Additional notes: 2nd IFAC Workshop on Control of Systems Governed by Partial Differential Equations CPDE 2016 — Bertinoro, Italy, 13—15 June 2016 : Proceedings
Keywords: control system analysis; optimal control; bilinear control; Fokker-Planck equation; stochastic control
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
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 15 Nov 2016 08:02
Last Modified: 01 Oct 2018 09:41
URI: https://eref.uni-bayreuth.de/id/eprint/35125

Available Versions of this Item