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Model Predictive Control for the Fokker-Planck equation : analysis and structural insight

Title data

Fleig, Arthur ; Grüne, Lars:
Model Predictive Control for the Fokker-Planck equation : analysis and structural insight.
In: University of Minnesota (ed.): 22nd International Symposium on Mathematical Theory of Networks and Systems : July 12-15, 2016 (MTNS 2016, Proceedings). - Minneapolis, Minnesota , 2016 . - pp. 689-690
ISBN 978-1-5323-1385-5

This is the latest version of this item.

Official URL: Volltext

Project information

Project title:
Project's official titleProject's id
Model Predictive Control for the Fokker-Planck EquationGR 1569/15-1

Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

For the control of ensembles governed by controlled stochastic differential equations we follow the approach to control the corresponding probability density function. To this end, we propose to use Model Predictive Control (MPC) for the Fokker-Planck equation. In this talk we start by describing the basic setup and illustrating the approach by numerical examples. Then, we provide first results on the analysis of the stability and performance of the MPC approach. Finally, we discuss the structure of the controller resulting from the MPC approach, particularly its dependence on space, time and on the probability density function of the ensemble under consideration.

Further data

Item Type: Article in a book
Refereed: Yes
Additional notes: Extended Abstract
Keywords: Fokker-Planck equation; model predictive control; optimal control; feedback control systems; stochastic control and estimation; ensemble control
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne)
Profile Fields > Advanced Fields > Nonlinear Dynamics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 09 Jun 2017 06:52
Last Modified: 09 Jun 2017 06:52
URI: https://eref.uni-bayreuth.de/id/eprint/37447

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