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Model Predictive Control for the Fokker-Planck equation: analysis and structural insight

URN to cite this document: urn:nbn:de:bvb:703-epub-3321-0

Title data

Fleig, Arthur ; Grüne, Lars:
Model Predictive Control for the Fokker-Planck equation: analysis and structural insight.
Bayreuth , 2016 . - 2 S.

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2016_fleig-gruene_mpc-for-fokker-planck-analysis.pdf - Published Version
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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

For the control of ensembles governed by controlled stochastic differential equations we follow the approach to control the corresponding probability density function. To this end, we propose to use Model Predictive Control (MPC) for the Fokker-Planck equation. In this talk we start by describing the basic setup and illustrating the approach by numerical examples. Then, we provide first results on the analysis of the stability and performance of the MPC approach. Finally, we discuss the structure of the controller resulting from the MPC approach, particularly its dependence on space, time and on the probability density function of the ensemble under consideration.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): Extended Abstract
Keywords: Fokker-Planck equation; model predictive control; optimal control; feedback control systems; stochastic control and estimation; ensemble control
DDC Subjects: 500 Science > 510 Mathematics
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
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)
Profile Fields
Profile Fields > Advanced Fields
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-3321-0
Date Deposited: 02 Jun 2017 08:13
Last Modified: 28 Mar 2019 10:29
URI: https://epub.uni-bayreuth.de/id/eprint/3321

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