Performance bounds for the mean-field limit of constrained dynamics

2015/11/26 by Michael Herty, Herty, Michael, Mattia Zanella +1
Mathematics · Physics and Astronomy · #Adaptation and Self-Organizing Systems (nlin.AO) #FOS: Mathematics #FOS: Physical sciences #Optimization and Control (math.OC) #math.OC #nlin.AO

paper · pdf · doi:10.48550/arxiv.1511.08364

arxiv created 2015/11/26 · arxiv updated 2015/11/30

Abstract

In this work we are interested in the mean-field formulation of kinetic models under control actions where the control is formulated through a model predictive control strategy (MPC) with varying horizon. The relation between the (usually hard to compute) optimal control and the MPC approach is investigated theoretically in the mean-field limit. We establish a computable and provable bound on the difference in the cost functional for MPC controlled and optimal controlled system dynamics in the mean-field limit. The result of the present work extends previous findings for systems of ordinary differential equations. Numerical results in the mean-field setting are given.

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