Title data
Fleig, Arthur ; Guglielmi, Roberto:
Optimal Control of the Fokker-Planck Equation with Space-Dependent Controls.
Bayreuth ; Linz
,
2017
. - 20 p.
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Related URLs
Project information
Project title: |
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Project financing: |
7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union Deutsche Forschungsgemeinschaft Istituto Nazionale di Alta Matematica (INdAM) |
Abstract in another language
This paper is devoted to the analysis of a bilinear optimal control problem subject to the Fokker-Planck equation. The control function depends on time and space and acts as a coefficient of the advection term. For this reason, suitable integrability properties of the control function are required to ensure well-posedness of the state equation. Under these low regularity assumptions and for a general class of objective functionals, we prove the existence of optimal controls. Moreover, for common quadratic cost functionals of tracking and terminal type, we derive the system of first order necessary optimality conditions.
Further data
Item Type: | Preprint, postprint, working paper, discussion paper |
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Keywords: | bilinear control; Fokker-Planck equation; optimal control
theory; optimization in Banach spaces; probability density function; stochastic process |
Subject classification: | Mathematics Subject Classification (2010): 35Q84 35Q93 49J20 49K20 |
Institutions of the University: | Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) Profile Fields > Advanced Fields > Nonlinear Dynamics Faculties Faculties > Faculty of Mathematics, Physics und Computer Science Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics Profile Fields Profile Fields > Advanced Fields |
Result of work at the UBT: | Yes |
DDC Subjects: | 500 Science > 510 Mathematics |
Date Deposited: | 02 Jun 2017 08:24 |
Last Modified: | 08 Jun 2017 08:54 |
URI: | https://eref.uni-bayreuth.de/id/eprint/37429 |
Available Versions of this Item
-
Optimal Control of the Fokker-Planck Equation with State-Dependent Controls. (deposited 16 Apr 2016 21:00)
- Optimal Control of the Fokker-Planck Equation with Space-Dependent Controls. (deposited 02 Jun 2017 08:24) [Currently Displayed]