Numerical Verification of Turnpike and Continuity Properties for Time-Varying PDEs

Titelangaben

Grüne, Lars ; Pirkelmann, Simon:
Numerical Verification of Turnpike and Continuity Properties for Time-Varying PDEs.
Bayreuth , 2018 . - 10 S.

Volltext

	Format: PDF Name: preprint.pdf Version: Preprint Verfügbar mit der Lizenz Creative Commons BY 4.0: Namensnennung
	Download (549kB)

Abstract

To prove approximate closed loop optimality of economic model predictive control of time varying systems, continuity assumptions for the optimal value function and the turnpike property are sufficient conditions. It can sometimes be difficult to prove these assumptions analytically for a given example. In this paper we present a numerical approach that aims to verify the assumptions by simulations for a system involving a convection-diffusion equation with boundary control. The results show that the assumptions are realistic and can be met for practical problems.