MOCOKI: A Monte Carlo approach for optimal control in the force of a linear kinetic model

A Monte Carlo framework for solving optimal control problems governed by kinetic models is presented. The focus is on a kinetic model with Keilson-Storer linear collision term and the control mechanism is an external space-dependent force. The purpose of this control is to drive an ensemble of particles to acquire a desired mean velocity and position and to reach a desired final configuration in phase space. For this purpose, a gradient-based computational strategy in the framework of Monte Carlo methods is developed. Results of numerical experiments successfully validate the proposed control framework.