Imperial College London > Talks@ee.imperial > Paola Falugi's list > Optimal control and MPC for the Fokker-Planck equation
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Optimal control and MPC for the Fokker-Planck equationAdd to your list(s) Download to your calendar using vCal
If you have a question about this talk, please contact r.vinter. The evolution of probability density functions associated to stochastic processes modeled by stochastic differential equations is ruled by the Fokker-Planck equation. Thus, the optimal control problem for the probability density function can be recast as a optimal control problem for the Fokker-Planck equation. This approach allows to reformulate the problem in a deterministic way. In this talk, we study the optimal control problem of the Fokker-Planck equation through a bilinear control action; then, we apply a Model Predictive Control scheme to track the solution of the Fokker-Planck equation over a fixed time interval, with a control which is both time and space dependent. Moreover, we analyze the dependence of the MPC scheme on several parameters, such as the prediction horizon, the regularization coefficient and the sampling time. This talk is part of the Paola Falugi's list series. This talk is included in these lists:Note that ex-directory lists are not shown. |
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