The Pontryagin maximum principle for solving Fokker-Planck optimal control problems

DOI10.1007/s10589-020-00187-xzbMath1447.49029OpenAlexW3021094283MaRDI QIDQ2181601

Tim Breitenbach, Alfio Borzì

Publication date: 19 May 2020

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-020-00187-x

zbMATH Keywords

Fokker-Planck equationstochastic processesPontryagin maximum principlenon-smooth optimal control problems

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Numerical methods based on necessary conditions (49M05) Nonsmooth analysis (49J52) Optimality conditions for problems involving randomness (49K45) Fokker-Planck equations (35Q84)

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Two-level method for a time-independent Fokker–Planck control problem ⋮ Numerical solution to 3D bilinear Fokker–Planck control problem ⋮ Second-order analysis of Fokker–Planck ensemble optimal control problems ⋮ On the SQH method for solving optimal control problems with non-smooth state cost functionals or constraints ⋮ On the SQH method for solving differential Nash games ⋮ Dynamical optimal transport of nonlinear control-affine systems ⋮ Optimal control of a semiclassical Boltzmann equation for charge transport in graphene

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