*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.

## Related URLs

## Project information

Project title: |
Project's official title Project's id Model Predictive Control for the Fokker-Planck Equation GR 1569/13-1 |
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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 |
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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 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: | 20 Apr 2021 08:36 |

URI: | https://epub.uni-bayreuth.de/id/eprint/4526 |