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Performance bounds for the mean-field limit of constrained dynamics

Authors :
Herty, Michael
Zanella, Mattia
Publication Year :
2015

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.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1511.08364
Document Type :
Working Paper