The Pontryagin maximum principle for solving Fokker–Planck optimal control problems
Year of publication: |
2020
|
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Authors: | Breitenbach, Tim ; Borzì, Alfio |
Published in: |
Computational Optimization and Applications. - New York, NY : Springer US, ISSN 1573-2894. - Vol. 76.2020, 2, p. 499-533
|
Publisher: |
New York, NY : Springer US |
Subject: | Fokker–Planck equation | Pontryagin maximum principle | Non-smooth optimal control problems | Stochastic processes |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1007/s10589-020-00187-x [DOI] |
Classification: | q84 ; J20 - Time Allocation; Work Behavior; Employment Determination and Creation. General ; E20 - Consumption, Saving, Production, Employment, and Investment. General ; m05 |
Source: |
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