Title data
Fleig, Arthur ; Grüne, Lars:
L²Tracking of Gaussian Distributions via Model Predictive Control for the FokkerPlanck Equation.
Bayreuth
,
2018
.  32 p.
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Project information
Project title: 
Project's official title  Project's id 

Model Predictive Control for the FokkerPlanck Equation  GR 1569/151 

Project financing: 
Deutsche Forschungsgemeinschaft

Abstract in another language
This paper presents first results for the stability analysis of Model Predictive Control schemes applied to the FokkerPlanck equation for tracking probability density functions. The analysis is carried out for linear dynamics and Gaussian distributions, where the distance to the desired reference is measured in the L²norm. We present results for general such systems with and without control penalization. Refined results are given for the special case of the OrnsteinUhlenbeck process. Some of the results establish stability for the shortest possible (discrete time) optimization horizon N=2.
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