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Wissenschaftliches Rechnen

Oberseminar Wissenschaftliches Rechnen (Dr. Stefana Anita)

Controlling a generalized Fokker-Planck equation via inputs with nonlocal action
Datum: 06.12.2023, 12:00 - 22.11.2022, 13:00 Uhr
Kategorie: Veranstaltung
Ort: Hubland Nord, Geb. 30, 30.02.003
Veranstalter: Lehrstuhl für Mathematik IX (Wissenschaftliches Rechnen)
Vortragende:r: Dr. Stefana Anita


This paper concerns an optimal control problem (P) related to a generalized Fokker-Planck equation. Basic properties of the solutions to the generalized FP equation are derived via a semigroup approach in the space H−1(Rd). Problem (P) is proven to be deeply related to a stochastic optimal control problem (PS) for a McKean-Vlasov equation. The existence of an optimal control is obtained for the deterministic problem (P). The existence of an optimal control is established for an approximatting optimal control problem (Ph) related to a backward Euler approximation of the generalized FP equation (with a constant discretization step h). One proves under additional hypotheses that “(Ph) converges to (P)” in a certain sense. First order necessary conditions for (Ph) are derived as well.

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