Numerical solution to 3D bilinear Fokker-Planck control problem (Q5044146)
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scientific article; zbMATH DE number 7606314
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| English | Numerical solution to 3D bilinear Fokker-Planck control problem |
scientific article; zbMATH DE number 7606314 |
Statements
Numerical solution to 3D bilinear Fokker–Planck control problem (English)
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24 October 2022
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Fokker-Planck equation
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optimal control
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stochastic process
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Chang-Cooper scheme
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staggered grid
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0.852745532989502
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0.8229002356529236
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0.8097780346870422
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0.8042194247245789
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0.7981083989143372
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