Towards a solution of mean-field control problems using model predictive control
Author:
Funder
Deutsche Forschungsgemeinschaft
Publisher
Elsevier BV
Subject
Control and Systems Engineering
Reference19 articles.
1. A Fokker-Planck control framework for multidimensional stochastic processes;Annunziato;J. Comput. Appl. Math.,2013
2. A Fokker-Planck control framework for stochastic systems;Annunziato;EMS Surveys in Math. Sciences,2018
3. On the connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck control frameworks;Annunziato;Appl. Math.,2014
4. Mean field games and mean field type control theory;Bensoussan,2013
5. A practical difference scheme for Fokker-Planck equations;Chang;Journal of Computational Physics,1970
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