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Mathematical Modelling and Analysis Volume 15, 2010 - Issue 4
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Original Articles

Optimal control of probability density functions of stochastic processesFootnote*

M. Annunziato Dipartimento di Matematica e Informatica, Università degli Studi di Salerno, Via Ponte Don Melillo, Fisciano, SA, 84084, Italia E-mail: [email protected]
&
A. Borzì Dipartimento e Facoltà di Ingegneria, Università degli Studi del Sannio, Palazzo Dell'Aquila Bosco Lucarelli, Corso Garibaldi 107, Benevento, 82100, Italia E-mail: [email protected]; Institut für Mathematik und Wissenschaftliches Rechnen, Karl‐Franzens‐Universität Graz, Heinrichstr. 36, Graz, 8010, Austria E-mail: alfio.borzi@uni‐graz.at
Pages 393-407 | Received 30 Apr 2010, Published online: 10 Feb 2011

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M. M. Butt. (2022) Numerical solution to 3D bilinear Fokker–Planck control problem. International Journal of Computer Mathematics 99:12, pages 2466-2481.
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Mifeng Ren, Qichun Zhang & Jianhua Zhang. (2019) An introductory survey of probability density function control. Systems Science & Control Engineering 7:1, pages 158-170.
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A. Fleig & L. Grüne. (2016) Estimates on the Minimal Stabilizing Horizon Length in Model Predictive Control for the Fokker-Planck Equation**This work was supported by the DFG project Model Predictive Control for the Fokker-Planck Equation, GR 1569/15-1. The paper was written while the second author was visiting the University of Newcastle, Australia.. IFAC-PapersOnLine 49:8, pages 260-265.
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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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M. ANNUNZIATO & A. BORZÌ. (2013) Optimal control of a class of piecewise deterministic processes. European Journal of Applied Mathematics 25:1, pages 1-25.
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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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