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

dc.contributor.author	Carlier, Guillaume
dc.contributor.author	Salomon, Julien HAL ID: 738224
dc.date.accessioned	2010-02-12T15:07:52Z
dc.date.available	2010-02-12T15:07:52Z
dc.date.issued	2008
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/3446
dc.language.iso	en	en
dc.subject	optimal control
dc.subject	Fokker-Planck equation
dc.subject	monotonic scheme
dc.subject	transport
dc.subject.ddc	519	en
dc.title	A monotonic algorithm for the optimal control of the Fokker-Planck equation
dc.type	Communication / Conférence
dc.description.abstracten	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.
dc.identifier.citationpages	269-273
dc.relation.ispartoftitle	47th IEEE Conference on Decision and Control.CDC 2008. Proceedings
dc.relation.ispartofpublname	IEEE
dc.relation.ispartofpublcity	Piscataway, NJ
dc.relation.ispartofdate	2008
dc.identifier.urlsite	https://hal.archives-ouvertes.fr/hal-00267432
dc.description.sponsorshipprivate	oui	en
dc.subject.ddclabel	Probabilités et mathématiques appliquées	en
dc.relation.ispartofisbn	978-1-4244-3123-6
dc.relation.confcountry	MEXICO
dc.description.ssrncandidate	non
dc.description.halcandidate	oui
dc.description.readership	recherche
dc.description.audience	International
dc.date.updated	2017-10-27T12:14:30Z

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