Exponentially Accurate Temporal Decomposition for Long-Horizon Linear-Quadratic Dynamic Optimization

DOI10.1137/16M1081993zbMath1400.49036OpenAlexW2765287282MaRDI QIDQ4687231

Wanting Xu, Mihai Anitescu

Publication date: 11 October 2018

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1081993

zbMATH Keywords

optimal controlcontrollabilitysensitivity analysistemporal decompositionlong-horizon dynamic optimization

Mathematics Subject Classification ID

Controllability (93B05) Discrete-time control/observation systems (93C55) System structure simplification (93B11) Decomposition methods (49M27) Sensitivity analysis for optimization problems on manifolds (49Q12)

Related Items (4)

Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs ⋮ Near-Optimal Distributed Linear-Quadratic Regulator for Networked Systems ⋮ Exponential Decay in the Sensitivity Analysis of Nonlinear Dynamic Programming ⋮ Exponentially convergent receding horizon strategy for constrained optimal control

Uses Software

• Ipopt
• Julia

Cites Work

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• Optimal infinite-horizon feedback laws for a general class of constrained discrete-time systems: Stability and moving-horizon approximations
• Model predictive control: Theory and practice - a survey
• Computing in Operations Research Using Julia
• Lipschitz Continuity for Constrained Processes
• Single and Multisettlement Approaches to Market Clearing Under Demand Uncertainty
• On the Value Functions of the Discrete-Time Switched LQR Problem

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