Title data
Fleig, Arthur ; Grüne, Lars:
Strict dissipativity analysis for classes of optimal control problems involving probability density functions.
Bayreuth
,
2019
.  23 S.
PDF
2019_fleiggruene_dissipativityanalysiseconomicmpcfp.pdf  Preprint Available under License Deutsches Urheberrechtsgesetz . Download (1MB) 
Project information
Project title: 



Project financing: 
Deutsche Forschungsgemeinschaft 
Abstract
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.