DocumentCode
2243593
Title
A monotonic algorithm for the optimal control of the Fokker-Planck equation
Author
Carlier, Guillaume ; Salomon, Julien
Author_Institution
CEREMADE, Univ. Paris IX Dauphine, Paris, France
fYear
2008
fDate
9-11 Dec. 2008
Firstpage
269
Lastpage
273
Abstract
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.
Keywords
Fokker-Planck equation; differential equations; optimal control; Fokker-Planck equation; Hamilton-Jacobi-Bellman equation; crowd motion models; monotonic algorithm; optimal control; Cost function; Differential equations; Integral equations; Kinetic energy; Lagrangian functions; Motion control; Optimal control; Stochastic processes; Transportation;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2008. CDC 2008. 47th IEEE Conference on
Conference_Location
Cancun
ISSN
0191-2216
Print_ISBN
978-1-4244-3123-6
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2008.4738915
Filename
4738915
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