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Title data
Fleig, Arthur ; Grüne, Lars:
Model Predictive Control for the Fokker-Planck equation: analysis and structural insight.
Bayreuth
,
2016
. - 2 S.
![[thumbnail of 2016_fleig-gruene_mpc-for-fokker-planck-analysis.pdf]](https://epub.uni-bayreuth.de/style/images/fileicons/application_pdf.png) |
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Project information
| Project title: |
Project's official title Project's id Model Predictive Control for the Fokker-Planck Equation GR 1569/15-1 |
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| 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
erschienen in: University of Minnesota (Hrsg.): 22nd International Symposium on Mathematical Theory of Networks and Systems : July 12-15, 2016 (MTNS 2016, Proceedings). - Minneapolis, Minnesota , 2016 . - S. 689-690 ISBN 978-1-5323-1385-5 |
| 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 May 2021 07:02 |
| URI: | https://epub.uni-bayreuth.de/id/eprint/3321 |
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