at Google ScholarTitle 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 p.
Project information
| Project title: |
Project's official title Project's id Marie Curie Initial Training Network FP7-PEOPLE-2010-ITN SADCO GA 264735-SADCO Model Predictive Control for the Fokker-Planck Equation GR 1569/15-1 Analisi e controllo di equazioni a derivate parziali nonlineari No information |
|---|---|
| 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
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 |
| 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: | 23 Jan 2016 22:00 |
| Last Modified: | 15 Nov 2016 07:58 |
| URI: | https://eref.uni-bayreuth.de/id/eprint/29914 |
Available Versions of this Item
- Bilinear Optimal Control of the Fokker-Planck Equation. (deposited 23 Jan 2016 22:00) [Currently Displayed]