A fractional Fokker-Planck control framework for subdiffusion processes

DOI10.1002/OCA.2168zbMATH Open1336.93169OpenAlexW1778020536MaRDI QIDQ2808498FDOQ2808498

Authors: Marcin Magdziarz, Aleksander Weron, M. Annunziato, Alfio Borzì 

Publication date: 23 May 2016

Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2168

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zbMATH Keywords

probability density functionmodel predictive controlfractional Fokker-Planck equationoptimal control theorysubdiffusion process

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Fractional partial differential equations (35R11) Optimal stochastic control (93E20)

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Cited In (7)

• Optimal rotated block-diagonal preconditioning for discretized optimal control problems constrained with fractional time-dependent diffusive equations
• Stochastic modelling and control of antibiotic subtilin production
• Fractional PDE constrained optimization: an optimize-then-discretize approach with L-BFGS and approximate inverse preconditioning
• A Fokker-Planck control framework for stochastic systems
• A Fokker-Planck based approach to control jump processes
• Approximation of an optimal control problem for the time-fractional Fokker-Planck equation
• On an optimal control problem of time-fractional advection-diffusion equation

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