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.

Format:	PDF
Name:	MeanField_Preprint.pdf
Version:	Preprint
Available under License	German copyright law. This contribution is freely accessible with the consent of the copyright holder on the basis of an (DFG-funded) alliance or national license. The document may be used free of charge for personal use. In addition, the reproduction, editing, distribution and any kind of exploitation require the written consent of the respective rights holder.

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Project information

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

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