Title data
Fleig, Arthur ; Grüne, Lars:
Strict dissipativity analysis for classes of optimal control problems involving probability density functions.
Bayreuth
,
2019
. - 23 p.
Project information
Project title: |
Project's official title Project's id Model Predictive Control for the Fokker-Planck Equation GR 1569/15-1 |
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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
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- Strict dissipativity analysis for classes of optimal control problems involving probability density functions. (deposited 13 Jul 2019 21:00) [Currently Displayed]