A Fokker-Planck approach to control collective motion
DOI10.1007/s10589-017-9944-3zbMath1390.35362MaRDI QIDQ1744890
Publication date: 20 April 2018
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-017-9944-3
Fokker-Planck equation; projected gradient method; alternate direction method; Chang-Cooper scheme; control constrained PDE optimization
65C20: Probabilistic models, generic numerical methods in probability and statistics
49K20: Optimality conditions for problems involving partial differential equations
49J20: Existence theories for optimal control problems involving partial differential equations
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
35Q93: PDEs in connection with control and optimization
35Q84: Fokker-Planck equations
