Optimal control of the Fokker-Planck equation with space-dependent controls

DOI10.1007/S10957-017-1120-5zbMath1373.35311OpenAlexW2339247897MaRDI QIDQ1673890

Roberto Guglielmi, Arthur Fleig

Publication date: 27 October 2017

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-017-1120-5

zbMATH Keywords

Fokker-Planck equationstochastic optimal controlprobability density functionoptimal control theorybilinear controloptimization in Banach spaces

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Existence theories for optimal control problems involving partial differential equations (49J20) PDEs in connection with control and optimization (35Q93) Fokker-Planck equations (35Q84)

Related Items (18)

Optimality conditions in variational form for non-linear constrained stochastic control problems ⋮ Optimal control of stochastic differential equations via Fokker-Planck equations ⋮ \(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation ⋮ Second-order analysis of Fokker–Planck ensemble optimal control problems ⋮ A stochastic optimal control problem with feedback inputs ⋮ Bilinear Optimal Control of an Advection-Reaction-Diffusion System ⋮ The Pontryagin maximum principle for solving Fokker-Planck optimal control problems ⋮ Bilinear local controllability to the trajectories of the Fokker-Planck equation with a localized control ⋮ Existence of Optimal Control for Nonlinear Fokker–Planck Equations in \(\boldsymbol{L^1(\mathbb{R}^d)}\). ⋮ Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space ⋮ Controlling a generalized Fokker-Planck equation via inputs with nonlocal action ⋮ Suppressing instability in a Vlasov-Poisson system by an external electric field through constrained optimization ⋮ Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations ⋮ A Fokker-Planck control framework for stochastic systems ⋮ Optimal Actuator Design for Semilinear Systems ⋮ A Fokker--Planck Approach to the Reconstruction of a Cell Membrane Potential ⋮ First and second order optimality conditions for the control of Fokker-Planck equations ⋮ Optimal control for stochastic differential equations and related Kolmogorov equations

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