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

DOI10.1007/S10013-018-0309-8zbMATH Open1406.35411OpenAlexW2786614792MaRDI QIDQ1633784FDOQ1633784

Authors: 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

Recommendations

• Tracking control of non-linear stochastic systems by using path cross-entropy and Fokker-Planck equation
• A Fokker-Planck control framework for stochastic systems
• A Fokker-Planck control framework for multidimensional stochastic processes
• Constrained tracking control of stochastic multivariable nonlinear systems via Gaussian process predictions
• Optimal control of the Fokker-Planck equation under state constraints in the Wasserstein space
• Optimal control of stochastic differential equations via Fokker-Planck equations
• Exact Controllability of Fokker–Planck Equations and McKean–Vlasov SDEs
• Probabilistic tracking control of dissipated Hamiltonian systems excited by Gaussian white noises
• Stochastic Fokker–Planck Equations for Conditional McKean–Vlasov Jump Diffusions and Applications to Optimal Control
• Control strategies for the Fokker-Planck equation

zbMATH Keywords

probability density functionFokker-Planck equationmodel predictive controlstochastic optimal control

Mathematics Subject Classification ID

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

Cites Work

• An equilibrium characterization of the term structure
• Stochastic differential equations with reflecting boundary condition in convex regions
• Analysis of Unconstrained Nonlinear MPC Schemes with Time Varying Control Horizon
• Analysis and Design of Unconstrained Nonlinear MPC Schemes for Finite and Infinite Dimensional Systems
• Title not available (Why is that?)
• Relaxing Dynamic Programming
• The Fokker-Planck equation. Methods of solution and applications.
• Title not available (Why is that?)
• OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
• Receding horizon optimal control for infinite dimensional systems
• A Fokker-Planck control framework for multidimensional stochastic processes
• Stochastic Methods and Their Applications to Communications
• Distributed and boundary model predictive control for the heat equation
• Diffusion Processes in One Dimension
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• The structure of state covariances and its relation to the power spectrum of the input
• Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part II
• Shrinkage drift parameter estimation for multi-factor Ornstein-Uhlenbeck processes
• Predictive control of parabolic PDEs with state and control constraints
• Optimal control of the Fokker-Planck equation with space-dependent controls
• Control strategies for the Fokker−Planck equation
• Nonlinear model predictive control. Theory and algorithms
• A Fokker–Planck Feedback Control-Constrained Approach for Modelling Crowd Motion

Cited In (3)

• Approximation properties of receding horizon optimal control
• Constrained minimum variance and covariance steering based on affine disturbance feedback control parameterization
• Strict dissipativity analysis for classes of optimal control problems involving probability density functions

Uses Software

• NMPC
• YANE

This page was built for publication: \(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1633784)