Mean-field control and riccati equations

Michael Herty, Lorenzo Pareschi, Sonja Steffensen

Research output: Contribution to journalArticlepeer-review

24 Scopus citations

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].

Original languageEnglish
Pages (from-to)699-715
Number of pages17
JournalNetworks and Heterogeneous Media
Volume10
Issue number3
DOIs
StatePublished - 2015
Externally publishedYes

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