A Fokker-Planck control framework for multidimensional stochastic processes
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Publication:455883
DOI10.1016/J.CAM.2012.06.019zbMath1251.35196OpenAlexW2035353740MaRDI QIDQ455883
Publication date: 22 October 2012
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2012.06.019
Fokker-Planck equationprobability density functionmodel predictive controloptimal control theorymultidimensional stochastic process
Reaction-diffusion equations (35K57) Random operators and equations (aspects of stochastic analysis) (60H25) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)
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