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

URN to cite this document: urn:nbn:de:bvb:703-epub-4526-3

Title data

Borzì, Alfio ; Grüne, Lars:
Towards a solution of mean-field control problems using model predictive control.
Bayreuth , 2019 . - 6 S.

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MeanField_Preprint.pdf - Preprint
Available under License Deutsches Urheberrechtsgesetz .

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Project information

Project title:
Project's official titleProject's id
Model Predictive Control for the Fokker-Planck EquationGR 1569/13-1

Project financing: Deutsche Forschungsgemeinschaft

Abstract

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: Preprint, postprint
Keywords: model predictive control, mean-field control problem, controlled Fokker-Planck 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 (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:703-epub-4526-3
Date Deposited: 06 Nov 2019 06:57
Last Modified: 06 Nov 2019 06:57
URI: https://epub.uni-bayreuth.de/id/eprint/4526

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