OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
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Fokker-Planck equationoptimal control theoryprobability density function controlreceding-horizonstochastic process
Reaction-diffusion equations (35K57) Fokker-Planck equations (35Q84) Optimality conditions for problems involving partial differential equations (49K20) Stochastic processes (60G99) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Optimal stochastic control (93E20)
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(42)- L^2-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation
- Optimal control of the Fokker-Planck equation with space-dependent controls
- A probabilistic framework for the control of systems with discrete states and stochastic excitation
- A Fokker-Planck approach to control collective motion
- A Fokker-Planck control framework for stochastic systems
- Predictive drug dosage control through a Fokker-Planck observer
- Two-level difference scheme for the two-dimensional Fokker-Planck equation
- Probabilistic contraction under a control function
- Strict dissipativity analysis for classes of optimal control problems involving probability density functions
- Optimal stochastic control of the intensity of point processes
- Feedback equivalence and uniform ensemble reachability
- Parameter identification and uncertainty quantification in stochastic state space models and its application to texture analysis
- Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
- Bilinear local controllability to the trajectories of the Fokker-Planck equation with a localized control
- Approximation properties of receding horizon optimal control
- A fractional Fokker-Planck control framework for subdiffusion processes
- Fokker-Planck-based control of a two-level open quantum system
- Quantum optimal control using the adjoint method
- Stochastic control of geometric processes
- Stochastic modelling and control of antibiotic subtilin production
- Optimal control of a class of piecewise deterministic processes
- Variational and optimal control representations of conditioned and driven processes
- Funnel control of the Fokker-Planck equation for a multidimensional Ornstein-Uhlenbeck process
- Numerical methods for PDE constrained optimization with uncertain data. Abstracts from the workshop held January 27 -- February 2, 2013.
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- Quality control by the optimal control of a discrete-state stochastic process
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- Commande optimale du processus de wiener
- Tracking control of non-linear stochastic systems by using path cross-entropy and Fokker-Planck equation
- A Fokker-Planck based approach to control jump processes
- Calibration of Lévy processes using optimal control of Kolmogorov equations with periodic boundary conditions
- First and second order optimality conditions for the control of Fokker-Planck equations
- Two-level method for a time-independent Fokker-Planck control problem
- Numerical solution to 3D bilinear Fokker-Planck control problem
- A Fokker–Planck Feedback Control-Constrained Approach for Modelling Crowd Motion
- Large Sample Mean-Field Stochastic Optimization
- Optimal design for estimation in diffusion processes from first hitting times
- Analytical solution of stochastic differential equation by multilayer perceptron neural network approximation of Fokker–Planck equation
- Advanced control strategies for stochastic systems using PDF optimisation
- Funnel control for Langevin dynamics
- A numerical scheme to solve Fokker-Planck control collective-motion problem
- Probability density function-based stochastic nonlinear model predictive control using Fokker-Planck equation
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