Title data
Borzì, Alfio ; Grüne, Lars:
Towards a solution of meanfield control problems using model predictive control.
Bayreuth
,
2019
.  6 p.
Project information
Project title: 



Project financing: 
Deutsche Forschungsgemeinschaft 
Abstract in another language
In this paper we propose a model predictive control (MPC) scheme for solving meanfield control problems. To this end, the MPC scheme is applied to a controlled FokkerPlanck equation. We test our algorithm by means of a numerical example, both with and without nonlinear coupling. We also provide numerical evidence that MPC indeed delivers approximately optimal trajectories for this example.