Sensitivity analysis of optimal control motivated by model predictive
control

Title data

Grüne, Lars ; Schaller, Manuel ; Schiela, Anton: Sensitivity analysis of optimal control motivated by model predictive
control.
Department of Mathematics, University of Bayreuth
Bayreuth
,
2018
. - 4 p.

Specialized Adaptive Algorithms for Model Predictive Control of PDEs

GR 1569/17-1

Specialized Adaptive Algorithms for Model Predictive Control of PDEs

SCHI 1379/5-1

Project financing:

Deutsche Forschungsgemeinschaft

Abstract in another language

We analyze the sensitivity of the extremal equations that arise when concluding first order optimality conditions for time dependent optimization problems. More specifically, we consider parabolic PDEs with a linear quadratic performance criterion. We prove the solutions boundedness with respect to the right-hand side of the first order optimality condition which includes initial data. As a consequence, it can be shown that the influence of a perturbation at at certain time decays exponentially in the temporal distance to the time of perturbation. Moreover, a quantitative turnpike theorem can be derived.

Further data

Item Type:

Preprint, postprint, working paper, discussion paper

Keywords:

sensitivity analysis; turnpike property; model predictive control