Some results on Model Predictive Control for the Fokker-Planck equation

Arthur Fleig 1 Lars Grüne 1 Roberto Guglielmi 2
1 Mathematisches Institut [Bayreuth]
2 DIPMAT - Dipartimento di Matematica [Roma II]
Abstract : A Model Predictive Control scheme is applied to track the solution of a Fokker-Planck equation over a fixed time horizon. We analyse the dependence of the total cost functional on several parameters of the algorithm, in particular on the prediction horizon, on the regularization parameter, and on the sampling time. Comparison among different numerical simulations show valuable improvements by properly tuning the scheme's parameters. Our numerical study is complemented by a theoretical controllability analysis explaining the superior performance of controls with time and space dependence.
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Communication dans un congrès
MTNS 2014, 2014, Groningen, Netherlands. pp.1203-1206, Proceedings of the 21st International Symposium on Mathematical Theory of Networks and Systems
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Arthur Fleig, Lars Grüne, Roberto Guglielmi. Some results on Model Predictive Control for the Fokker-Planck equation. MTNS 2014, 2014, Groningen, Netherlands. pp.1203-1206, Proceedings of the 21st International Symposium on Mathematical Theory of Networks and Systems. 〈hal-01068837〉

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