Space mapping-based receding horizon control for stochastic interacting particle systems: dogs herding sheep

Abstract Control of stochastic interacting particle systems is a non-trivial task due to the high dimensionality of the problem and the lack of fast algorithms. Here, we propose a space mapping-based approximation of the stochastic control problem by solutions of the deterministic one. In combinatio...

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Bibliographic Details
Main Authors: Claudia Totzeck, René Pinnau
Format: Article
Language:English
Published: SpringerOpen 2020-04-01
Series:Journal of Mathematics in Industry
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13362-020-00077-1
Description
Summary:Abstract Control of stochastic interacting particle systems is a non-trivial task due to the high dimensionality of the problem and the lack of fast algorithms. Here, we propose a space mapping-based approximation of the stochastic control problem by solutions of the deterministic one. In combination with the receding horizon control technique this yields a reliable and fast numerical scheme for the closed loop control of stochastic interacting particle systems. As a numerical example we consider the herding of sheep with dogs. The numerical results underline the feasibility of our approach and further show stabilizing behaviour of the closed loop control.
ISSN:2190-5983