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Wednesday, June 8, 2022 - 14:15 in V3-201 + Zoom


Existence of optimal control for Fokker-Planck equations in $L^1$

A talk in the Bielefeld Stochastic Afternoon series by
Viorel Barbu

Abstract: One proves the existence of an optimal controller for the Bolza optimal control problem on $L^d$ governed by nonlinear Fokker-Planck equations in $L^1$ with controller in the drift term. Examples of optimal control of Mc Kean-Vlasaov SDEs with controller in drift term are given.

Within the CRC this talk is associated to the project(s): A5



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