at Google ScholarTitle data
Fleig, Arthur ; Guglielmi, Roberto:
Bilinear Optimal Control of the Fokker-Planck Equation.
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 title Project's id Modellprädiktive Regelung für die Fokker-Planck-Gleichung 264433583 SADCO - Sensitivity Analysis for Deterministic Controller Design 264735 Analisi e controllo di equazioni a derivate parziali nonlineari No information |
|---|---|
| Project financing: |
Deutsche Forschungsgemeinschaft 7th Framework Program, Marie Curie Initial Training Network 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: | 21 Aug 2025 09:25 |
| URI: | https://eref.uni-bayreuth.de/id/eprint/35125 |
Available Versions of this Item
-
Bilinear Optimal Control of the Fokker-Planck Equation. (deposited 23 Jan 2016 22:00)
- Bilinear Optimal Control of the Fokker-Planck Equation. (deposited 15 Nov 2016 08:02) [Currently Displayed]