URN to cite this document: urn:nbn:de:bvb:703epub45263
Title data
Borzì, Alfio ; Grüne, Lars:
Towards a solution of meanfield control problems using model predictive control.
Bayreuth
,
2019
.  6 S.
Project information
Project title: 



Project financing: 
Deutsche Forschungsgemeinschaft 
Abstract
In this paper we propose a model predictive control (MPC) scheme for solving meanfield control problems. To this end, the MPC scheme is applied to a controlled FokkerPlanck 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:  Preprint, postprint 

Keywords:  model predictive control, meanfield control problem, controlled FokkerPlanck equation 
DDC Subjects:  500 Science > 510 Mathematics 
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 
Language:  English 
Originates at UBT:  Yes 
URN:  urn:nbn:de:bvb:703epub45263 
Date Deposited:  06 Nov 2019 06:57 
Last Modified:  06 Nov 2019 06:57 
URI:  https://epub.unibayreuth.de/id/eprint/4526 