The work rewrites the controlled Fokker-Planck equation as deterministic characteristic dynamics for state-independent diffusion and derives first-order necessary conditions for optimal control with state-dependent terminal times and distributional constraints.
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2026 1verdicts
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Nonlinear Stochastic Optimal Control and Optimal Stopping using the Fokker-Planck Transformation
The work rewrites the controlled Fokker-Planck equation as deterministic characteristic dynamics for state-independent diffusion and derives first-order necessary conditions for optimal control with state-dependent terminal times and distributional constraints.