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most citedOn the numerical integration of the Fokker-Planck equation driven by a mechanical force and the Bismut-Elworthy-Li formula

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math.OC2024★ 1 cited

On the numerical integration of the Fokker-Planck equation driven by a mechanical force and the Bismut-Elworthy-Li formula

Julia Sanders, Paolo Muratore-Ginanneschi

Optimal control theory aims to find an optimal protocol to steer a system between assigned boundary conditions while minimizing a given cost functional in finite time. Equations ar…