A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2021; you can also visit the original URL.
The file type is application/pdf
.
Strict dissipativity analysis for classes of optimal control problems involving probability density functions
2019
Mathematical Control and Related Fields
Motivated by the stability and performance analysis of model predictive control schemes, we investigate strict dissipativity for a class of optimal control problems involving probability density functions. The dynamics are governed by a Fokker-Planck partial differential equation. However, for the particular classes under investigation involving linear dynamics, linear feedback laws, and Gaussian probability density functions, we are able to significantly simplify these dynamics. This enables
doi:10.3934/mcrf.2020053
fatcat:dmpc4sjvireh3n564szvyrkhxe