A monotonic algorithm for the optimal control of the Fokker-Planck equation

— Motivated by some crowd motion models in the presence of noise, we consider an optimal control problem governed by the Fokker-Planck equation. We sketch optimality conditions by means of an Hamilton-Jacobi-Bellman equation and we give a monotonic scheme for the numerical approximation of the solution.

• Type: Conference
• Year: 2008
• Where: CDC
• Authors: Guillaume Carlier, Julien Salomon
• Keywords: CDC 2008, Control Systems, Crowd Motion Models, Fokker-Planck Equation, Optimal Control Problem