Title data
Fleig, Arthur ; Grüne, Lars:
L²-Tracking of Gaussian Distributions via Model Predictive Control for the Fokker-Planck Equation.
Bayreuth
,
2018
. - 33 S.
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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
This paper presents first results for the stability analysis of Model Predictive Control schemes applied to the Fokker-Planck equation for tracking probability density functions. The analysis is carried out for linear dynamics and Gaussian distributions, where the distance to the desired reference is measured in the L²-norm. We present results for general such systems with and without control penalization. Refined results are given for the special case of the Ornstein-Uhlenbeck process. Some of the results establish stability for the shortest possible (discrete time) optimization horizon N=2.
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Available Versions of this Item
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L²-Tracking of Gaussian Distributions via Model Predictive Control for the Fokker-Planck Equation. (deposited 05 Feb 2018 06:29)
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L²-Tracking of Gaussian Distributions via Model Predictive Control for the Fokker-Planck Equation. (deposited 12 Feb 2018 08:04)
- L²-Tracking of Gaussian Distributions via Model Predictive Control for the Fokker-Planck Equation. (deposited 26 Sep 2019 07:11) [Currently Displayed]
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L²-Tracking of Gaussian Distributions via Model Predictive Control for the Fokker-Planck Equation. (deposited 12 Feb 2018 08:04)