\(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation

DOI10.1007/s10013-018-0309-8zbMath1406.35411OpenAlexW2786614792MaRDI QIDQ1633784

Arthur Fleig, Lars Grüne

Publication date: 20 December 2018

Published in: Vietnam Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10013-018-0309-8

zbMATH Keywords

Fokker-Planck equationstochastic optimal controlprobability density functionmodel predictive control

Mathematics Subject Classification ID

Gaussian processes (60G15) Optimal feedback synthesis (49N35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Control/observation systems governed by ordinary differential equations (93C15) PDEs in connection with control and optimization (35Q93) Fokker-Planck equations (35Q84)

Related Items (2)

Approximation properties of receding horizon optimal control ⋮ Strict dissipativity analysis for classes of optimal control problems involving probability density functions

Uses Software

• NMPC
• YANE

Cites Work

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