Two-level method for a time-independent Fokker–Planck control problem

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

(2020) Tim Breitenbach et al.   COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

Characterising the nonequilibrium stationary states of Ornstein–Uhlenbeck processes

(2018) Claude Godrèche et al.   Journal of Physics A-Mathematical and Theoretical

A multigrid solver for Stokes control problems

(2017) Muhammad Munir Butt   INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS

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

Optimal control of probability density functions of stochastic processes*

(2010) M. Annunziato et al.   Mathematical Modelling and Analysis