Hermite approximation of a hyperbolic Fokker–Planck optimality system to control a piecewise-deterministic process (Q2954022): Difference between revisions

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-Alfio Borzì
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+Alfio Borzì
@@ Property / author: Alfio Borzì / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/00207179.2015.1130265
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+W2199476234
@@ Property / OpenAlex ID: W2199476234 / rank @@
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@@ Property / cites work @@
+Optimal control of a class of piecewise deterministic processes
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@@ Property / cites work @@
+A Fokker-Planck control framework for multidimensional stochastic processes
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+On an optimal control problem involving first order hyperbolic systems with boundary controls
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+Average Continuous Control of Piecewise Deterministic Markov Processes
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+Combined Hermite   spectral-finite difference method   for the Fokker-Planck equation
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+On nonreflecting boundary conditions
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+The Diffusion Limit of Transport Equations Derived from Velocity-Jump Processes
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+Optimal control of parabolic variational inequalities
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+Hermite Spectral Method to 1-D Forward Kolmogorov Equation and Its Application to Nonlinear Filtering Problems
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+Hermite Spectral Methods with a Time-Dependent Scaling for Parabolic Equations in Unbounded Domains
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+First and second-order necessary and sufficient optimality conditions for infinite-dimensional programming problems
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+On filtered binary processes
@@ Property / cites work: On filtered binary processes / rank @@
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+Discrete transparent boundary conditions for parabolic systems
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@@ links / mardi / name / links / mardi / name @@
+Publication:2954022