Two-level method for a time-independent Fokker–Planck control problem
Author:
Affiliation:
1. Department of Mathematics and Statistics, The College of Sciences, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia
Funder
King Fahd University of Petroleum and Minerals
Publisher
Informa UK Limited
Subject
Applied Mathematics,Computational Theory and Mathematics,Computer Science Applications
Link
https://www.tandfonline.com/doi/pdf/10.1080/00207160.2020.1825696
Reference27 articles.
1. OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
2. A Fokker–Planck control framework for multidimensional stochastic processes
3. On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks
4. Multigrid Solutions to Elliptic Flow Problems
5. The Pontryagin maximum principle for solving Fokker–Planck optimal control problems
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