Strict dissipativity analysis for classes of optimal control problems involving probability density functions

Titelangaben

Fleig, Arthur ; Grüne, Lars:
Strict dissipativity analysis for classes of optimal control problems involving probability density functions.
Bayreuth , 2019 . - 23 S.

Volltext

	Format: PDF Name: 2019_fleig-gruene_dissipativity-analysis-economic-mpc-fp.pdf Version: Preprint Verfügbar mit der Lizenz Deutsches Urheberrechtsgesetz. Das Dokument darf zum eigenen Gebrauch kostenfrei genutzt werden. Darüber hinaus bedürfen die Vervielfältigung, Bearbeitung, Verbreitung und jede Art der Verwertung der schriftlichen Zustimmung des jeweiligen Rechteinhabers.
	Download (1MB)

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 Fokker-Planck 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 in-depth analysis of strict dissipativity for different cost functions.