Title data
Grüne, Lars ; Schaller, Manuel ; Schiela, Anton:
Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations.
In: Journal of Differential Equations.
Vol. 268
(2020)
Issue 12
.
 pp. 73117341.
ISSN 10902732
DOI: https://doi.org/10.1016/j.jde.2019.11.064
This is the latest version of this item.
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Project information
Project title: 
Project's official title Project's id Specialized Adaptive Algorithms for Model Predictive Control of PDEs GR 1569/171 Specialized Adaptive Algorithms for Model Predictive Control of PDEs SCHI 1379/51 

Project financing: 
Deutsche Forschungsgemeinschaft 
Abstract in another language
We analyze the sensitivity of linear quadratic optimal control problems governed by general evolution equations with bounded or admissible control operator. We show, that if the problem is stabilizable and detectable, the solution of the extremal equation can be bounded by the righthand side including initial data with the bound being independent of the time horizon. Consequently, the influence of perturbations of the extremal equations decays exponentially in time. This property can for example be used to construct efficient space and time discretizations for a Model Predictive Control scheme. Furthermore, a turnpike property for unbounded but admissible control of general semigroups can be deduced.
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Available Versions of this Item

Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations. (deposited 19 Dec 2018 06:07)

Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations. (deposited 14 Jan 2020 06:32)
 Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations. (deposited 15 Jan 2020 07:11) [Currently Displayed]

Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations. (deposited 14 Jan 2020 06:32)