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| HAL : hal-00267432, version 1 |
| Fiche détaillée |  Récupérer au format |
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| Proceedings of the 47th IEEE Conference on Decision and Control., Cancun : Mexique (2008) |
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| A monotonic algorithm for the optimal control of the Fokker-Planck equation |
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| Guillaume Carlier 1Julien Salomon 1 |
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| (09/12/2008) |
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| 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. |
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| 1 : | CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) |
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CNRS : UMR7534 – Université Paris IX - Paris Dauphine |
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| Domaine | : | Mathématiques/Optimisation et contrôle |
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| optimal control – monotonic scheme – Fokker-Planck equation – transport |
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| Liste des fichiers attachés à ce document : | |||||
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| hal-00267432, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00267432 | |
| oai:hal.archives-ouvertes.fr:hal-00267432 | |
| Contributeur : Julien Salomon | |
| Soumis le : Jeudi 27 Mars 2008, 13:58:46 | |
| Dernière modification le : Mercredi 30 Mai 2012, 15:57:42 | |
