L^2-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation
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\(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation
\(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation
Fokker-Planck equationmodel predictive controlprobability density functionstochastic optimal control
Fokker-Planck equations (35Q84) PDEs in connection with control and optimization (35Q93) Optimal feedback synthesis (49N35) Gaussian processes (60G15) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Control/observation systems governed by ordinary differential equations (93C15)
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Cites work
- A Fokker-Planck control framework for multidimensional stochastic processes
- A Fokker–Planck Feedback Control-Constrained Approach for Modelling Crowd Motion
- An equilibrium characterization of the term structure
- Analysis and Design of Unconstrained Nonlinear MPC Schemes for Finite and Infinite Dimensional Systems
- Analysis of Unconstrained Nonlinear MPC Schemes with Time Varying Control Horizon
- Control strategies for the Fokker-Planck equation
- Diffusion Processes in One Dimension
- Distributed and boundary model predictive control for the heat equation
- scientific article; zbMATH DE number 5703572 (Why is no real title available?)
- scientific article; zbMATH DE number 3383329 (Why is no real title available?)
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- Nonlinear model predictive control. Theory and algorithms
- OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
- Optimal control of the Fokker-Planck equation with space-dependent controls
- Optimal Steering of a Linear Stochastic System to a Final Probability Distribution, Part II
- Predictive control of parabolic PDEs with state and control constraints
- Receding horizon optimal control for infinite dimensional systems
- Relaxing Dynamic Programming
- Shrinkage drift parameter estimation for multi-factor Ornstein-Uhlenbeck processes
- Stochastic differential equations with reflecting boundary condition in convex regions
- Stochastic Methods and Their Applications to Communications
- The Fokker-Planck equation. Methods of solution and applications.
- The structure of state covariances and its relation to the power spectrum of the input
Cited in
(5)- Strict dissipativity analysis for classes of optimal control problems involving probability density functions
- Approximation properties of receding horizon optimal control
- Funnel control of the Fokker-Planck equation for a multidimensional Ornstein-Uhlenbeck process
- Constrained minimum variance and covariance steering based on affine disturbance feedback control parameterization
- Lyapunov-based stochastic model predictive control of stochastic nonlinear systems with input-delay using multi-dimensional Taylor network
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