Bilinear optimal stabilization of a non-homogeneous Fokker-Planck equation

Abstract

In this work, we study the bilinear optimal stabilization of a non-homogeneous Fokker-Planck equation. We first study the problem of optimal control in a finite-time interval and then focus on the case of the infinite time horizon. We further show that the obtained optimal control guarantees the strong stability of the system at hand. An illustrating numerical example is given.