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Third-party-funded project

Optimal Control of Stochastic and Crowd Models

Project management at the University of Würzburg:

Participating scientists:

The control of stochastic processes and crowd models is a very active research field because of many real-world applications in technology, social sciences, and finance. The purpose is to control the  probability density function (PDF) of these models that completely characterizes the shape of the statistical distribution of the dynamics. For this purpose, a new control framework based on the Fokker-Planck equation is proposed that governs the evolution of the PDF. Within this framework, it will be possible to design robust controllers in a deterministic way that outperforms many state-of-the art methodologies.  In this project, we focus on numerical simulation and optimization schemes to implement our  Fokker-Planck strategy and investigate different models and objectives, including mass  transport problems and quantum control problems.

Key words:
    Quantum Control
    Crowd Models
    Fokker-Planck Equations

Projekt period: from 10.2012 to 12.2013

Funding institution:
Sondermittel Land Bayern ( Bayerisch-Französisches Hochschulzentrum (BFHZ) ) ,Granting date: 28.9.2012

Chair of Scientific Computing
Prof. Dr. Alfio Borzi