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)

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