Optimal Control of Stochastic and Crowd Models
Project management at the University of Würzburg:
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.
Projekt period: from 10.2012 to 12.2013
Sondermittel Land Bayern ( Bayerisch-Französisches Hochschulzentrum (BFHZ) ) ,Granting date: 28.9.2012