OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES (Q2999956)

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scientific article; zbMATH DE number 5896605
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    OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
    scientific article; zbMATH DE number 5896605

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      OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES (English)
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      18 May 2011
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      probability density function control
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      Fokker-Planck equation
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      optimal control theory
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      receding-horizon
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      stochastic process
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