Anmelden
Literature by the same author
plus at Google Scholar
Bibliografische Daten exportieren		  

Towards a solution of mean-field control problems using model predictive control

Title data

Borzì, Alfio ; Grüne, Lars:
Towards a solution of mean-field control problems using model predictive control.
In: IFAC-PapersOnLine. Vol. 53 (2020) Issue 2 . - pp. 4973-4978.
ISSN 2405-8963
DOI: https://doi.org/10.1016/j.ifacol.2020.12.1086

This is the latest version of this item.

Related URLs

Project information

Project title:
Project's official title
Project's id
Model Predictive Control for the Fokker-Planck Equation
GR 1569/13-1
Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

In this paper we propose a model predictive control (MPC) scheme for solving mean-field control problems. To this end, the MPC scheme is applied to a controlled Fokker-Planck 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.

Further data

Item Type: Article in a journal
Refereed: Yes
Keywords: model predictive control; mean-field control problem; controlled Fokker-Planck equation
Institutions of the University: 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 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
Profile Fields
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 19 Apr 2021 12:03
Last Modified: 19 Apr 2021 12:03
URI: https://eref.uni-bayreuth.de/id/eprint/64823

Available Versions of this Item