Literature by the same author
plus at Google Scholar

Bibliografische Daten exportieren
 

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.
In: Proceedings of the 23rd International Symposium on Mathematical Theory of Networks and Systems. - Hong Kong , 2018 . - pp. 93-96

This is the latest version of this item.

Official URL: Volltext

Related URLs

Project information

Project title:
Project's official title
Project's id
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: Article in a book
Refereed: No
Keywords: sensitivity analysis; turnpike property; model predictive control
Subject classification: Mathematics Subject Classification Code: 49K20, 49K40, 93D20
Institutions of the University: Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Applied Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Applied Mathematics > Chair Applied Mathematics - Univ.-Prof. Dr. Anton Schiela
Profile Fields > Advanced Fields > Nonlinear Dynamics
Faculties
Faculties > Faculty of Mathematics, Physics und Computer Science
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Profile Fields
Profile Fields > Advanced Fields
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 15 Aug 2018 06:30
Last Modified: 15 Aug 2018 06:30
URI: https://eref.uni-bayreuth.de/id/eprint/45491

Available Versions of this Item