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International Journal of Systems Science Volume 23, 1992 - Issue 7
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Original Articles

Tracking control of non-linear stochastic systems by using path cross-entropy and Fokker-Planck equation

GUY JUMARIE Department of Mathematics and Computer Science, Universite du Quebec a Montreal, P.O. Box 8888, St A, Montreal, QUE, H3C 3P8, Canada
Pages 1101-1114 | Received 04 Oct 1990, Published online: 27 Apr 2007

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M. Annunziato & A. Borzì. (2010) Optimal control of probability density functions of stochastic processes* . Mathematical Modelling and Analysis 15:4, pages 393-407.
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Articles from other publishers (6)

Arthur Fleig & Roberto Guglielmi. (2017) Optimal Control of the Fokker–Planck Equation with Space-Dependent Controls. Journal of Optimization Theory and Applications 174:2, pages 408-427.
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Edward A. Buehler, Joel A. Paulson & Ali Mesbah. (2016) Lyapunov-based stochastic nonlinear model predictive control: Shaping the state probability distribution functions. Lyapunov-based stochastic nonlinear model predictive control: Shaping the state probability distribution functions.
Arthur Fleig & Roberto Guglielmi. (2016) Bilinear Optimal Control of the Fokker-Planck Equation**This work was partially supported by the EU under the 7th Framework Program, Marie Curie Initial Training Network FP7-PEOPLE-2010-ITN SADCO, GA 264735-SADCO, by the DFG project Model Predictive Control for the Fokker-Planck Equation, GR 1569/15-1, and by the INdAM through the GNAMPA Research Project 2015 ”Analisi e controllo di equazioni a derivate parziali nonlineari”.. IFAC-PapersOnLine 49:8, pages 254-259.
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Mario Annunziato, Alfio Borzì, Fabio Nobile & Raul Tempone. (2014) On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks. Applied Mathematics 05:16, pages 2476-2484.
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M. ANNUNZIATO & A. BORZI. (2013) FOKKER–PLANCK-BASED CONTROL OF A TWO-LEVEL OPEN QUANTUM SYSTEM. Mathematical Models and Methods in Applied Sciences 23:11, pages 2039-2064.
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M. Annunziato & A. Borzì. (2013) A Fokker–Planck control framework for multidimensional stochastic processes. Journal of Computational and Applied Mathematics 237:1, pages 487-507.
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