Theoretical and numerical analysis of Fokker-Planck optimal control problems for jump-diffusion processes
The topic of this thesis is the theoretical and numerical analysis of optimal control problems, whose differential constraints are given by Fokker-Planck models related to jump-diffusion processes. We tackle the issue of controlling a stochastic process by formulating a deterministic optimization pr...
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| Format: | Doctoral Thesis |
| Language: | English |
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2017
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| Online Access: | https://opus.bibliothek.uni-wuerzburg.de/frontdoor/index/index/docId/14564 http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-145645 https://nbn-resolving.org/urn:nbn:de:bvb:20-opus-145645 https://opus.bibliothek.uni-wuerzburg.de/files/14564/Gaviraghi_Beatrice_Fokker-Planck.pdf |