Title data
Fleig, Arthur ; Grüne, Lars:
Strict dissipativity analysis for classes of optimal control problems involving probability density functions.
In: Mathematical Control and Related Fields.
Vol. 11
(2021)
Issue 4
.
 pp. 935964.
ISSN 21568472
DOI: https://doi.org/10.3934/mcrf.2020053
This is the latest version of this item.
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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
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 FokkerPlanck 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 indepth analysis of strict dissipativity for different cost functions.
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Strict dissipativity analysis for classes of optimal control problems involving probability density functions. (deposited 13 Jul 2019 21:00)
 Strict dissipativity analysis for classes of optimal control problems involving probability density functions. (deposited 12 Jan 2021 09:14) [Currently Displayed]