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

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+Optimal control of a class of piecewise deterministic processes
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+A Fokker-Planck control framework for multidimensional stochastic processes
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+Combined Hermite   spectral-finite difference method   for the Fokker-Planck equation
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+The Diffusion Limit of Transport Equations Derived from Velocity-Jump Processes
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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
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