Model Order Reduction Approaches for Infinite Horizon Optimal Control Problems via the HJB Equation

Part of the MS&A book series (MS&A, volume 17)


We investigate feedback control for infinite horizon optimal control problems for partial differential equations. The method is based on the coupling between Hamilton-Jacobi-Bellman (HJB) equations and model reduction techniques. It is well-known that HJB equations suffer the so called curse of dimensionality and, therefore, a reduction of the dimension of the system is mandatory. In this report we focus on the infinite horizon optimal control problem with quadratic cost functionals. We compare several model reduction methods such as Proper Orthogonal Decomposition, Balanced Truncation and a new algebraic Riccati equation based approach. Finally, we present numerical examples and discuss several features of the different methods analyzing advantages and disadvantages of the reduction methods.



The first author is supported by US Department of Energy grant number DE-SC0009324. The second and third authors thank the Baden Württemberg Stiftung gGmbH and the German Research Foundation (DFG) for financial support within the Cluster of Excellence in Simulation Technology (EXC 310/1) at the University of Stuttgart.


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© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Department of Scientific ComputingFlorida State UniversityTallahasseeUSA
  2. 2.Institute for Applied Analysis and Numerical SimulationUniversity of StuttgartStuttgartGermany

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