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Innovative Integrators for Computing the Optimal State in LQR Problems

  • Petra CsomósEmail author
  • Hermann Mena
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 10187)

Abstract

We consider the numerical approximation of linear quadratic optimal control problems for partial differential equations where the dynamics is driven by a strongly continuous semigroup. For this problems, the optimal control is given in feedback form, i.e., it relies on solving the associated Riccati equation and the optimal state. We propose innovative integrators for solving the optimal state based on operator splitting procedures and exponential integrators and prove their convergence. We illustrate the performance of our approach in numerical experiments.

Keywords

Abstract LQR problems Optimal control Operator splitting procedures Exponential integrators Convergence analysis 

Notes

Acknowledgements

P. Csomós acknowledges the support of the National Research, Development, and Innovation Office (NKFIH) under the grant PD121117. H. Mena was supported by the project Solution of large scale Lyapunov differential equations (P 27926) founded by the Austrian Science Foundation FWF.

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Eötvös Loránd University and MTA-ELTE Numerical Analysis and Large Networks Research GroupBudapestHungary
  2. 2.Department of MathematicsUniversity of InnsbruckInnsbruckAustria
  3. 3.School of Mathematical Sciences and Information TechnologyYachay TechUrcuquiEcuador

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