Towards a solution of mean-field control problems using model predictive control ?

摘要

In this paper we propose a model predictive control (MPC) scheme for solving mean-field control problems. To this end, the MPC scheme is applied to a controlled Fokker-Planck equation. We test our algorithm by means of a numerical example, both with and without nonlinear coupling. We also provide numerical evidence that MPC indeed delivers approximately optimal trajectories for this example.