The optimal control of a class of random walks is investigated in the framework of the Chapman-Kolmogorov (CK) equation. Furthermore, the connection of this control setting with the Fokker-Planck (FP) control strategy is discussed. Results of numerical experiments validate the control framework
On the optimal control of random walks
ANNUNZIATO, Mario;
2016-01-01
Abstract
The optimal control of a class of random walks is investigated in the framework of the Chapman-Kolmogorov (CK) equation. Furthermore, the connection of this control setting with the Fokker-Planck (FP) control strategy is discussed. Results of numerical experiments validate the control frameworkFile in questo prodotto:
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