Innovative Integrators for Computing the Optimal State in LQR Problems

DOI10.1007/978-3-319-57099-0_28zbMath1368.65095OpenAlexW2607318094MaRDI QIDQ5274958

Hermann Mena, Petra Csomós

Publication date: 7 July 2017

Published in: Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-57099-0_28

zbMATH Keywords

convergencenumerical experimentsRiccati equationexponential integratorslinear quadratic optimal control problemsoperator splitting procedures

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Linear-quadratic optimal control problems (49N10) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25)

Cites Work

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• Representation and control of infinite dimensional systems
• Error bounds for exponential operator splittings
• Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations
• Exponential integrators
• Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
• The Riccati Integral Equations for Optimal Control Problems on Hilbert Spaces
• One-Parameter Semigroups for Linear Evolution Equations
• Some application of splitting-up methods to the solution of mathematical physics problems
• On the Construction and Comparison of Difference Schemes

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