L^2-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation
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Publication:1633784
probability density functionFokker-Planck equationmodel predictive controlstochastic optimal control
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)
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Cites work
- scientific article; zbMATH DE number 5703572 (Why is no real title available?)
- scientific article; zbMATH DE number 3383329 (Why is no real title available?)
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Cited in
(4)- 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
- Funnel control of the Fokker-Planck equation for a multidimensional Ornstein-Uhlenbeck process
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