We present a control approach for large systems of interacting agents based on the Riccati equation. If the agent dynamics enjoys a strong symmetry the arising high dimensional Riccati equation is simplified and the resulting coupled system allows for a formal mean--field limit. The steady--states of the kinetic equation of Boltzmann and Fokker Planck type can be studied analytically. In case of linear dynamics and quadratic objective function the presented approach is optimal and is compared to the model predictive control approach introduced in [2].

MEAN-FIELD CONTROL AND RICCATI EQUATIONS

HERTY, Michael Matthias;PARESCHI, Lorenzo;
2015

Abstract

We present a control approach for large systems of interacting agents based on the Riccati equation. If the agent dynamics enjoys a strong symmetry the arising high dimensional Riccati equation is simplified and the resulting coupled system allows for a formal mean--field limit. The steady--states of the kinetic equation of Boltzmann and Fokker Planck type can be studied analytically. In case of linear dynamics and quadratic objective function the presented approach is optimal and is compared to the model predictive control approach introduced in [2].
2015
Herty, Michael Matthias; Pareschi, Lorenzo; Steffensen, Sonja
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11392/2330377
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