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  • Search: subject:"Non-smooth optimal control problems"
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Fokker–Planck equation 1 Non-smooth optimal control problems 1 Pontryagin maximum principle 1 Stochastic processes 1
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Free 1
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Article 1
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English 1
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Borzì, Alfio 1 Breitenbach, Tim 1
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Computational Optimization and Applications 1
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EconStor 1
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The Pontryagin maximum principle for solving Fokker–Planck optimal control problems
Breitenbach, Tim; Borzì, Alfio - In: Computational Optimization and Applications 76 (2020) 2, pp. 499-533
The characterization and numerical solution of two non-smooth optimal control problems governed by a Fokker–Planck (FP …
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