Title data
Grüne, Lars ; Schaller, Manuel ; Schiela, Anton:
Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations.
Department of Mathematics, University of Bayreuth
Bayreuth
,
2020
.  26 S.
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Deutsche Forschungsgemeinschaft 
Abstract
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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Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations. (deposited 13 Dec 2018 08:12)
 Exponential sensitivity and turnpike analysis for linear quadratic optimal control of general evolution equations. (deposited 14 Jan 2020 06:26) [Currently Displayed]