Mean--field control and Riccati equations

Abstract

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

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 29 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.