Title
Infinite-Horizon Bilinear Optimal Control Problems: Sensitivity Analysis and Polynomial Feedback Laws
Abstract
An infinite-horizon optimal control problem subject to an infinite-dimensional state equation with state and control variables appearing in a bilinear form is investigated. A sensitivity analysis with respect to the initial condition is carried out. We show in particular that the value function is infinitely differentiable in the neighborhood of the steady state, under a stabilizability assumption. In a second part, we derive error estimates for controls generated by polynomial feedback laws, which are derived from Taylor expansions of the value function.
Year
DOI
Venue
2018
10.1137/18M1173952
SIAM JOURNAL ON CONTROL AND OPTIMIZATION
Keywords
Field
DocType
infinite-horizon optimal control,bilinear control,regularity of the value function,polynomial feedback laws,sensitivity relations
Applied mathematics,Equation of state,Bilinear form,Optimal control,Polynomial,Mathematical analysis,Bilinear control,Infinite horizon,Control variable,Mathematics,Bilinear interpolation
Journal
Volume
Issue
ISSN
56
5
0363-0129
Citations 
PageRank 
References 
1
0.43
0
Authors
3
Name
Order
Citations
PageRank
Tobias Breiten11159.41
Karl Kunisch21370145.58
Laurent Pfeiffer320.87