论文信息 - A monotonic algorithm for the optimal control of the Fokker-Planck equation

A monotonic algorithm for the optimal control of the Fokker-Planck equation

Motivated by some crowd motion models in the presence of noise, we consider an optimal control problem governed by the Fokker-Planck equation. We sketch optimality conditions by means of an Hamilton-Jacobi-Bellman equation and we give a monotonic scheme for the numerical approximation of the solution.

Julien Salomon | Guillaume Carlier

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