文章基本信息

标题：On the optimal control of random walks
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作者：Tim H. Breitenbach ; Mario Annunziato ; Alfio Borzì 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2016
卷号：49
期号：8
页码：248-253
DOI：10.1016/j.ifacol.2016.07.449
语种：English
出版社：Elsevier
摘要：AbstractThe 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
关键词：KeywordsChapman-KolmogorovFokker-Planckcontrolreflecting barrierabsorbing barrier