Strict dissipativity analysis for classes of optimal control problems involving probability density functions
DOI10.3934/MCRF.2020053zbMATH Open1478.35207OpenAlexW2958099067MaRDI QIDQ2070552FDOQ2070552
Authors: Arthur Fleig, Lars Grüne 
Publication date: 24 January 2022
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mcrf.2020053
Recommendations
- Strict dissipativity for discrete time discounted optimal control problems
- Dissipativity properties in constrained optimal control: a computational approach
- OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
- On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems
- \(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation
stochastic processesprobability density functionFokker-Planck equationmodel predictive controloptimal controldissipativity analysis
Gaussian processes (60G15) Fokker-Planck equations (35Q84) PDEs in connection with control and optimization (35Q93) Control/observation systems governed by ordinary differential equations (93C15) Optimal feedback synthesis (49N35)
Cites Work
- A class of Wasserstein metrics for probability distributions
- On the relation between strict dissipativity and turnpike properties
- Dissipative dynamical systems. I: General theory
- An exponential turnpike theorem for dissipative discrete time optimal control problems
- Title not available (Why is that?)
- Economic receding horizon control without terminal constraints
- The turnpike property in finite-dimensional nonlinear optimal control
- A Lyapunov Function for Economic Optimizing Model Predictive Control
- On Average Performance and Stability of Economic Model Predictive Control
- Long time versus steady state optimal control
- The Fokker-Planck equation. Methods of solution and applications.
- \(L^2\)-tracking of Gaussian distributions via model predictive control for the Fokker-Planck equation
- OPTIMAL CONTROL OF PROBABILITY DENSITY FUNCTIONS OF STOCHASTIC PROCESSES
- A Fokker-Planck control framework for multidimensional stochastic processes
- Stochastic Methods and Their Applications to Communications
- Mean field games: numerical methods for the planning problem
- Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
- Unreachable Setpoints in Model Predictive Control
- Control strategies for the Fokker-Planck equation
- Nonlinear model predictive control. Theory and algorithms
- Mean-field Pontryagin maximum principle
- Turnpike Properties and Strict Dissipativity for Discrete Time Linear Quadratic Optimal Control Problems
- On the turnpike property and the receding-horizon method for linear-quadratic optimal control problems
- A Fokker–Planck Feedback Control-Constrained Approach for Modelling Crowd Motion
- Sensitivity analysis of optimal control for a class of parabolic PDEs motivated by model predictive control
- Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations
- Steady-State and Periodic Exponential Turnpike Property for Optimal Control Problems in Hilbert Spaces
Uses Software
This page was built for publication: Strict dissipativity analysis for classes of optimal control problems involving probability density functions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2070552)
