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Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space

  • Published:2023-07 Issue: Volume:175 Page:37-75
  • ISSN:0021-7824
  • Container-title:Journal de Mathématiques Pures et Appliquées
  • language:en
  • Short-container-title:Journal de Mathématiques Pures et Appliquées

Author:

Daudin Samuel

Publisher

Elsevier BV

Subject

Applied Mathematics,General Mathematics

Reference37 articles.

1. Functions of Bounded Variation and Free Discontinuity Problems;Ambrosio,2000

2. A Pontryagin maximum principle in Wasserstein spaces for constrained optimal control problems;Bonnet;ESAIM Control Optim. Calc. Var.,2019

3. Necessary optimality conditions for optimal control problems in Wasserstein spaces;Bonnet;Appl. Math. Optim.,2021

4. Optimal control under stochastic target constraints;Bouchard;SIAM J. Control Optim.,2009

5. Stochastic target problems with controlled loss;Bouchard;SIAM J. Control Optim.,2010

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1. On the optimal rate for the convergence problem in mean field control;Journal of Functional Analysis;2024-12

2. Viscosity Solutions of the Eikonal Equation on the Wasserstein Space;Applied Mathematics & Optimization;2024-05-27

3. A comparison principle for semilinear Hamilton–Jacobi–Bellman equations in the Wasserstein space;Calculus of Variations and Partial Differential Equations;2024-04-13

4. An optimal control problem for the continuity equation arising in smart charging;Journal of Mathematical Analysis and Applications;2024-03
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