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CDC
2008
IEEE

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

13 years 11 months ago
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.
Guillaume Carlier, Julien Salomon
Added 29 May 2010
Updated 29 May 2010
Type Conference
Year 2008
Where CDC
Authors Guillaume Carlier, Julien Salomon
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