In industrial processes such as steel making, it is often important to suppress the dispersion of end-product quality
this motivates a control problem of probability density functions (PDFs) representing the uncertainty in the state of dynamical systems. The time evolution of a PDF of the state is governed by a nonlinear partial differential equation (PDE) with a finite-dimensional control input. As a practical control method for the nonlinear PDE, receding horizon control (model predictive control) is applied, and several numerical examples are shown in this paper. © 2010 IFAC.