Title data
Fleig, Arthur ; Guglielmi, Roberto:
Bilinear Optimal Control of the FokkerPlanck Equation.
In: IFACPapersOnLine.
Vol. 49
(2016)
Issue 8
.
 pp. 254259.
ISSN 24058963
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 title Project's id Analisi e controllo di equazioni a derivate parziali nonlineari No information Model Predictive Control for the FokkerPlanck Equation GR 1569/151 

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 FokkerPlanck 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; FokkerPlanck 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:  13 Sep 2022 13:10 
URI:  https://eref.unibayreuth.de/id/eprint/35125 
Available Versions of this Item

Bilinear Optimal Control of the FokkerPlanck Equation. (deposited 23 Jan 2016 22:00)
 Bilinear Optimal Control of the FokkerPlanck Equation. (deposited 15 Nov 2016 08:02) [Currently Displayed]