Performance bounds for the mean-field limit of constrained dynamics

performance_boundplotMichael Herty, Mattia Zanella

Discrete and Continuous Dynamical Systems – Series A, 37(4): 2023-2043, 2017. Preprint arXiv.

In this work we are interested in the mean-field formulation of kinetic models under control actions where the control is formulated through a model predictive control strategy (MPC) with varying horizon. The relation between the (usually hard to compute) optimal control and the MPC approach is investigated theoretically in the mean-field limit. We establish a computable and provable bound on the difference in the cost functional for MPC controlled and optimal controlled system dynamics in the mean-field limit. The result of the present work extends previous findings for systems of ordinary differential equations. Numerical results in the mean-field setting are given.