The Pontryagin maximum principle for solving Fokker–Planck optimal control problems

On the SQH Scheme to Solve Nonsmooth PDE Optimal Control Problems

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Derivative-free optimization methods

(2019) Jeffrey Larson et al.   ACTA NUMERICA

A theoretical investigation of Brockett’s ensemble optimal control problems

(2019) Jan Bartsch et al.   CALCULUS OF VARIATIONS AND PARTIAL DIFFERENTIAL EQUATIONS

A Sequential Quadratic Hamiltonian Method for Solving Parabolic Optimal Control Problems with Discontinuous Cost Functionals

(2018) Tim Breitenbach et al.   JOURNAL OF DYNAMICAL AND CONTROL SYSTEMS

Optimal Control of the Fokker–Planck Equation with Space-Dependent Controls

(2017) Arthur Fleig et al.   JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Optimality of integrability estimates for advection–diffusion equations

(2017) Stefano Bianchini et al.   NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS

Pedestrian motion modelled by Fokker–Planck Nash games

(2017) S. Roy et al.   Royal Society Open Science

Stochastic modelling and control of antibiotic subtilin production

(2016) V. Thalhofer et al.   JOURNAL OF MATHEMATICAL BIOLOGY

A Fokker–Planck Feedback Control-Constrained Approach for Modelling Crowd Motion

(2016) Souvik Roy et al.   Journal of Computational and Theoretical Transport

Analysis of the Chang–Cooper discretization scheme for a class of Fokker–Planck equations

(2015) Masoumeh Mohammadi et al.   Journal of Numerical Mathematics

A Fokker–Planck control framework for multidimensional stochastic processes

(2012) M. Annunziato et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

A Penalty Method for the Numerical Solution of Hamilton–Jacobi–Bellman (HJB) Equations in Finance

(2011) J. H. Witte et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS