Probability density function-based stochastic nonlinear model predictive control using Fokker-Planck equation
From MaRDI portal
Cites work
- A Fokker-Planck approach to control collective motion
- A Fokker-Planck control framework for multidimensional stochastic processes
- A General Stochastic Maximum Principle for Optimal Control Problems
- A partial history of the early development of continuous-time nonlinear stochastic systems theory
- An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation
- Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
- Asymptotic stabilization of a class of nonlinear SDEs
- Constrained model predictive control: Stability and optimality
- Controlled Markov processes and viscosity solutions
- Existence, stability and regularity of periodic solutions for nonlinear Fokker-Planck equations
- From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
- scientific article; zbMATH DE number 5822909 (Why is no real title available?)
- scientific article; zbMATH DE number 5703572 (Why is no real title available?)
- scientific article; zbMATH DE number 3493226 (Why is no real title available?)
- scientific article; zbMATH DE number 5681750 (Why is no real title available?)
- scientific article; zbMATH DE number 5238864 (Why is no real title available?)
- scientific article; zbMATH DE number 3238721 (Why is no real title available?)
- scientific article; zbMATH DE number 3322278 (Why is no real title available?)
- scientific article; zbMATH DE number 2243378 (Why is no real title available?)
- Model predictive control: Theory and practice - a survey
- New results in linear filtering and prediction theory
- On Information and Sufficiency
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- On the Theory of Dynamic Programming
- OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
- Probabilistic forecasts of solar irradiance using stochastic differential equations
- Sequential Monte Carlo Methods in Practice
- Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
- Stabilization of Stochastic Nonlinear Delay Systems With Exogenous Disturbances and the Event-Triggered Feedback Control
- Stochastic differential equations, backward SDEs, partial differential equations
- Stochastic integral
- Stochastic model predictive control for constrained discrete-time Markovian switching systems
- Stochastic Model Predictive Control: An Overview and Perspectives for Future Research
- Stochastic Optimal Control in Infinite Dimension
- Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
- Stochastic stability and control
- The Fokker-Planck equation. Methods of solutions and applications.
- The Pontryagin maximum principle for solving Fokker-Planck optimal control problems
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations
- The Separation Principle in Stochastic Control, Redux
- Unbounded self-adjoint operators on Hilbert space
- Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case
This page was built for publication: Probability density function-based stochastic nonlinear model predictive control using Fokker-Planck equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7304770)
