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Strict dissipativity analysis for classes of optimal control problems involving probability density functions

Title data

Fleig, Arthur ; Grüne, Lars:
Strict dissipativity analysis for classes of optimal control problems involving probability density functions.
Bayreuth , 2019 . - 23 p.

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

Motivated by the stability and performance analysis of model predictive control schemes, we investigate strict dissipativity for a class of optimal control problems involving probability density functions. The dynamics are governed by a Fokker-Planck partial differential equation. However, for the particular classes under investigation involving linear dynamics, linear feedback laws, and Gaussian probability density functions, we are able to significantly simplify these dynamics. This enables us to perform an in-depth analysis of strict dissipativity for different cost functions.

Further data

Item Type: Preprint, postprint
Keywords: model predictive control; control theory; optimal control; partial differential equations; stochastic processes; fokker-planck equation; dissipativity
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)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Applied Mathematics (Applied Mathematics)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Computer Science > Lehrstuhl Angewandte Informatik VIII
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)
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Computer Science
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 13 Jul 2019 21:00
Last Modified: 15 Jul 2019 06:36
URI: https://eref.uni-bayreuth.de/id/eprint/51513